Limited
Before founding Moore Quantitative Solutions Limited in 2005, Mr. Moore spent 13 years working in investment banks in Europe, North America and Asia. His primary focus was on delivering pragmatic and usable quantitative solutions to clients and traders in the equity derivatives and alternative investment fields. Immediately prior to founding Moore Quantitative Solutions Limited, Mr. Moore ran the US Structuring Desk for Commerzbank AG in New York. Before this, he was US Head of Financial Engineering for Commerzbank, and previously ran a global quantitative analysis team at ING Barings in London. He moved into the front office of investment banking from an IT background (programming, business analysis and project management) and he has a BSc (Hons) in Mathematics and Computing from the University of Bath.
As well as running Moore Quantitative Solutions, Mr. Moore lectures in derivative theory at the University of Manchester.
Simon Acomb, Associate
Dr. Acomb has over 16 years experience in quantitative finance, working across the globe for major investment banks. During this time he has been responsible for taking cutting edge quantitative methods and making them accessible for financial professionals in a variety of real world solutions. Dr. Acomb now works as a consultant and a trainer in finance where his interests include analytic modelling, risk management, risk and trading systems and business analysis. He is also a visiting research fellow at Manchester Business School where he teaches numerical methods for finance. Previously, Dr. Acomb was a Managing Director at Morgan Stanley and the Global Head of the Equities Analytic Modelling Group with responsibility for all analytic modelling and quantitative support for the equity derivatives business. During his time at Morgan Stanley he was instrumental in growing the derivatives business several-fold and managed the introduction of a new analytics library and new risk management systems. Previous experience has included establishing a proprietary trading team at Commerzbank where he later became Head of the Equity Quantitative Research Group. Dr. Acomb also spent six years at Barclays deZoete Wedd where he ran the equity quantitative research team. He holds a BA (1st class Hons) in Mathematics from Oxford University and has a D. Phil in Applied Mathematics, also from Oxford University.
Don Leitch, Associate
Dr. Leitch holds a BA Hons (1st class) degree in Engineering Science from Oxford University, and has a doctorate in Robotics and Artificial Intelligence, also from Oxford University. He started his career in finance at NatWest Markets, working in the equity risk team. After two years, he moved to Commerzbank in London and spent another two years setting up the equity derivative risk controlling function. He then moved to the front office as one of the first members of the newly created cross-asset structuring team, specialising in fund and exotic equity derivatives. in 2002 he took over as head of the fund and exotic equity structuring team, concentrating mainly on fund derivatives. In 2004, Dr. Leitch moved to Merrill Lynch where he ran the European fund derivative structuring desk. In late 2005, he moved back to Commerzbank to run the exotic equity structuring desk - focusing mainly on the use of structured, regulated funds as retail product delivery platforms, and in the development of systematic investment strategies using simple equity derivatives. Since the summer of 2008, he has been an independent consultant on many aspects of the equity derivatives business to a number of clients including major international investment banks, and is also involved in specialised professional training.
Telephone: +44 (0)1244 371084.
Mobile: +44 (0)7787 156062.
E-mail: simon_moore@mooreqs.co.uk.
Registered in England, company number: 5321451.
VAT number: 869 8373 52.
Registered address: 114-120 Northgate Street, Chester CH1 2HT, United Kingdom.
© 2005-20010 Moore Quantitative Solutions Limited.
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