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Richard Saldanha

Richard

Visiting Lecturer

Email: richard@oxquant.com

Profile

Dr Richard Saldanha is a Visiting Lecturer with over 20 years' experience gained working in quantitative finance. He is currently engaged in independent consulting through Oxquant, a firm he founded in 2001 and now co-owns and manages.

Richard gained 10 years' experience with Investec Asset Management in separate roles initially as a Portfolio Manager within the Multi-Asset Team and later as Head of Investment Risk for five years before returning to portfolio management until 2017. Previous experience includes the set up of his own hedge fund engaged in statistical arbitrage trading and Director of European Risk at Lehman Brothers (1997-2001).

Richard's experience in finance includes model-based trading in most asset classes. He has also been involved in private equity assessment and third-party manager selection. Richard continues to maintain a keen practical interest in financial derivatives usage particularly for yield enhancement and hedging purposes as well as a research focus on machine learning and data science.

Richard holds DPhil and MSc degrees in Statistics from the University of Oxford. He also holds a CNAA-awarded first-class honours degree in Mathematics.

Research

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