Colin Frayn - Online CV


Name: Colin Michael Frayn
Date Of Birth: 05/Jun/1978
Nationality: British
Marital Status: Single
Email:
Address: On request

Current Position:VP, Equity Derivatives Technology
Employer:Citigroup Inc., 33 Canada Square, Canary Wharf, London

Education


PhD. Research    (Sep/99 - May/03)

Awarded By: Institute of Astronomy, Cambridge University.
Thesis Topic: "What is Population II?" : Using Computational model-fitting methods to analyse the formation history of nearby galaxies.
Supervisor: Prof. Gerard Gilmore, Deputy Director, Institute of Astronomy


Undergraduate Degree    (Oct/96 - Jun/99)

Robinson College, University of Cambridge, Cambridge, UK
MA (hons) Astrophysics - 1st Class

Secondary Education    (Sep/89 - Jul/96)

King Edward VI School, Lichfield, Staffs, UK
GCE 'A'-levels : Physics (A), Maths (A), Further Maths (A), French (A), General Studies (A)

Experience

Current Employment

July 2018 - Present: VP, Equity Derivatives Technology, Citigroup Inc.

Responsibilities: I am responsible for a substantial slice of the pricing functionality within equity derivatives technology, including owning a desktop pre-trade pricing application, an Excel toolkit used by many thousands of front-office and back-office users and a set of utility packages that define our IT-Quant interface. I am also responsible for the build-out of pricing functionality in our strategic pricing/booking application.

Previous Employment

October 2008 - July 2018: AVP, VP, Technology, Barclays Plc

Responsibilities: I designed, developed and maintained critical pricing and risk infrastructure components, working primarily in C# and F#, with some C++ & SQL. I was responsible for the integration of our next generation Quantative Analytics Interface into our existing market data and analytics platform, and played a key role in the interaction between the Quant and IT functions including owning development and training in our in-house functional language.

April 2007 - October 2008: Developer, Netcraft, 2 Belmont, Bath, BA1 5DZ
Responsibilities: I was in charge of a number of research projects connected with the automated harvesting and analysis of large datasets, mainly in the realm of commodities and property. I developed several large, automated systems, primarily in Perl and a combination of scripting technologies.

September 2003 - March 2007: Research Fellow, Cercia, School of Computer Science, University of Birmingham, Edgbaston, Birmingham, B15 2TT
Responsibilities: As a member of a world-leading group within a (UK RAE) 5-rated research department, I was expected to maintain an excellent research and publication record, delivering consistently high quality academic work in the international arena. As a member of a team tasked with the commercialisation of cutting-edge research, I was required to work with industrial contacts, to explain the relevance of our technologies to non-experts, to investigate the application of novel technologies within established industries, and to write high-quality technical reports.

Recent Projects


Top Skills / Keywords


Teaching

Linguistic Abilities


Personal Interests


Musical Abilities

Writing

Apart from my musical interests, I enjoy reading, walking, cooking, philosophy, gardening and gaming.

I also enjoy writing in a range of genres. The first book of my fantasy trilogy "Wilderness" has been published online here, and my light-hearted travel-diary Partout le Magasin is available here. My large scale travel-diary / comedy-spy-adventure Four Euros Only is published here. A few years back I wrote a book on the topic of evolutionary psychology and cognitive neuroscience. The introduction is available here. I then followed that with a book on the history of science through the eyes of Isaac Newton, which you can find here.

References


Provided on request.


This site is published by Colin Frayn, email
Last Modified 04/Sep/2019