David is resolving financial risk management in a decentralised environment. Previously a front-office quant at a top tier bank, David is also a lecturer and researcher on mathematical finance at University of Edinburgh.

David’s expertise and research areas include mathematical finance, theoretical, computational and applied aspects of stochastic analysis and partial differential equations. David represents the Probability and Stochastic Analysis research group on the MIGSAA Management Committee. He also lectured on financial mathematics at the University of Liverpool and did postdoctoral research at the University of Bielefeld.

Previously, he was a quantitative analyst at BNP Paribas. On the Fixed Income Research and Strategies Team he developed, maintained and support trading desks in using pricing and risk models for government bonds, interest rate swaps, constant maturity swaps, corporate bonds and credit default swaps.

We are transforming how financial markets work, so no one gets to stack the odds against anyone else. On Vega Protocol, markets are open and fair, fees are shared by market makers — not centralised institutions — and governance decisions are made by the community.

What we’re doing isn’t easy. Building a fast, decentralised system is hard. Ensuring it’s fair without a central owner is complex. But we’re not intimidated by challenges. We’re motivated by them.

We can’t do this without an active community. Tell us what you think. Read our protocol whitepaper, and follow our progress on Twitter.

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Created by potrace 1.15, written by Peter Selinger 2001-2017