Interests include philosophical and social thought broadly, and in the philosophy of natural and social sciences, the foundations of contemporary approaches to complex social systems, the nature of uncertainty, and the use of formal models in knowledge claims. He is also interested in historical and sociological effects on systems of knowledge. At the Centre for the Philosophy of Natural and Social Science he collaborates on the challenges of decision making under uncertainty and the modeling of complex economic systems and risk.
At Stanford University he teaches as a consulting faculty in the Management Science and Engineering Department of the School of Engineering where interests span market and systemic risk, derivatives and investment, and macro-finance policy. He is also a Faculty Affiliate of the Stanford Neuroscience Institute, and the Center for Mind, Brain, and Computation where his interests include understanding the neuroscience of risk and artificial systems for pattern recognition.
He currently serves on the Macroprudential Advisory Group concerned with Markets and Financial Stability at the Bank of England, and has been Advisor to the European Complexity Research Initiative for Systemic Instabilities (CRISES). He is currently in the President’s Office at a leading long-term investor, and was previously Co-Chief Investment Officer and Managing Director at leading convexity hedge funds where he developed and managed Equity and FICC volatility and exotic/correlation portfolios. Prior to that, he developed fixed income and equity derivative businesses at global banks.
He graduated with university distinction from Stanford University, and completed graduate studies in mathematical finance researching neural networks and financial econometrics at Cambridge University. He was also a Fellow at the Harvard Kennedy School of Government, where he researched macroeconomic policy & geopolitical risk, studied philosophy and intellectual history, and lectured on derivatives and risk there and at the Harvard Business School.