My name is Mike, and I'm a Senior Software Consultant in the Capital Markets Group at Deloitte, a team of quants and tech specialists responsible for R&D of the firm's Economic Scenario Generator (ESG) solution.

My role on the ESG team spans both operational delivery and core development. On the delivery side, I help lead quarterly model calibration cycles used by our clients — often asset managers and insurers — for strategic forecasting, asset-liability management, and regulatory reporting. This involves overseeing the end-to-end calibration pipeline: sourcing and transforming market and macro-economic data, using this data to calibrate our stochastic models, modelling asset class dependencies, generating stochastic scenarios, and validating the scenario outputs against specifications. Much of this pipeline is driven by a robust and extensible suite of in-house automation tools, which I help maintain and evolve.

I also drive R&D initiatives to improve our ESG solution. Currently, I am researching the Hull-White one-factor interest rate model and its implementation in our (C++/C#) codebase, validating that scenario outputs remain consistent amid an update to our solution which increases flexibility in the model's inputs. Previously, I investigated the efficiency of our ESG's parameter optimisation method on high-dimensional models, using Python to test and implement alternative methods that greatly improved performance. I also provide technical guidance and code reviews within the team, supporting junior developers and helping ensure high engineering standards.

I have 4 years of professional experience in Financial Services, with software consulting experience spanning across the Banking, Insurance, and Capital Markets sectors. This includes multiple secondments as a Python Model Developer for hyperexponential's insurance pricing platform, hx Renew. In October 2024, I became a certified Core Model Developer of the Renew platform. Through client engagements, I have developed practical experience in project and stakeholder management, regularly leading workshops and mentoring junior team members in both technical and business-facing roles.

I previously worked as a Decision Modelling Analyst at Nationwide Building Society, and hold a first class Master's degree in Mathematics from the University of Oxford.