Duncan Coutts

Background

About Duncan Coutts

I joined Axioma in 2015, initially with the Equity Support Team, and then graduating to the Equity Specialist Client Services in 2017. I have responsibility for maintaining and building the technical relationships with existing and prospective clients in EMEA region. My role encompasses product training, demonstrations, proof of concept, and implementation for a variety of use cases. I use APIs in Java, Matlab, R and Python and take a keen interest in factor risk model methodologies. Currently I work often with multi-period optimization and transaction cost modelling, optimization of CVaR and indifference pricing are amongst my interests. Prior to joining Axioma, I achieved a distinction grade Masters in Financial Mathematics at Kings College London. I studied portfolio optimization, stochastic analysis and computational methods for pricing and risk management of derivatives. Whilst studying part-time at Kings, I continued as Divisional Financial Analyst at the FTSE 250 De La Rue PLC. I was responsible for modelling forecast financials for a ~£340m revenue Division and forecasting all FX hedge requirements. I led software implementation projects to streamline workflows and integrate various financial databases. Prior to joining De La Rue, I spent 6 years with the venture capital backed tour operator Esprit Holidays working both in the UK as a recruitment consultant, and in Europe and Canada in customer facing operational roles. My Overseas career included catering, sales and logistics roles. Later I held senior management positions leading teams of up to 100 staff in the provision of first class catered ski holidays. These business experiences informed my choice to train as a CIMA accountant. My academics and background are fundamentally rooted in science and technology however: My undergraduate masters is in chemistry, my initial role after University was in pharmaceutical R&D at Pfizer UK.