Credentials of Tutor:  BSc: Double First Class Honours, Pure Mathematics and Mathematical Physics, UCD, 1987 MSc: First Class Honours, Mathematical Physics, UCD, 1988  PhD: Applied Mathematics, California Institute of Technology, 1993   Awarded scholarships to Caltech, Cambridge, Oxford, UC Berkeley for Doctoral Degree. I taught Mathematical Physics and Applied Mathematics to Undergraduate and Graduate students at Caltech. Caltech has being voted one of the top universities in the world by TImes Higher Education. Post Caltech, before retiring back home in Ireland, over the last 20 years, I ran the mathematical market strategies of some of the world’s largest Investment Banks and Hedge Funds in LA, London, Tokyo and Hong Kong.      Programming Experience of Tutor:    UCD: Basic introduction to FORTRAN. Language used in my MSc. thesis. Caltech: The Applied Mathematics department is a world leader in Computational Fluid Dynamics. All graduate students had to excel in programming. Main language at the time was C++. My PhD was on the onset of turbulence in ideal fluid systems using group theoretic based algorithms, rather than usual finite difference schemes. Due to modeling ideal fluids, code had to run to 32 decimal places and be coded in parallel as computations were very intensive. My code had to be submitted so that external examiner could implement my code independently of my personal setup, to verify conclusions in doctoral thesis.   Post Academia   I was head of Quantitative Research at CMS in Los Angeles, the largest provider for fixed income desktop software in the US. This was my introduction to development of commercial software. I had to build the Monte Carlo based algorithms to model path dependent payoff functions in highly complex Mortgage Backed Securities. These programs had to be robust before being integrated into the commercial system. Coding language, C++.   I was head of Quantitative Research and Mathematical Trading at Nomura International Plc in London. I developed models for equity, fixed income derivatives and visualization systems mainly using C++, but also VB in excel. Ran a team of 8 programmers and 15 traders.     Set up own hedge fund with former colleague. Using Python embedded in Cran R, we built models that listened to global futures markets every 5 seconds to detect onset of chaotic non linear events. The mathematical models driving the process were programmed in Python and then the data interface was via R. This then required algorithms to respond to such events in real time. Python and JavaScript are what I currently use.