Senior Quant and Head of Engineering, Liquidity Lock Global Markets
Fixed income quant for over a decade. Formerly Senior Vice President and front office quant lead at NatWest Markets; now architect of Liquidity Lock’s institutional trading platform, built end to end.
UST WeeklyWeek ending 16 Oct 2026: this week's read on the Treasury curve →Profile
Quant, finance and technology, in one seat.
Over a decade in fixed income where the three meet: modelling and risk on the trading desk, and the institutional platforms that trading runs on.
Quant
Desk quant and rates strat at NatWest Markets.
- Owned relative value indicators and tools for Gilts, EGBs and UK and Euro linkers
- Built the FRTB P&L attribution framework: 500k trades analysed over five years
- Methodologies for market rolling, FX adjustments and CSA curve decompositions.
Finance
Front office and markets, 2010 to now.
- Senior Vice President, NatWest Markets: led the India front office quant teams
- Goldman Sachs and Societe Generale; derivatives research at Irevna
- Multi-asset index engine for a Swiss asset manager at Evalueserve
Technology
Head of Engineering, Liquidity Lock Global Markets.
- Architected and built the institutional trading platform end to end: database, backend, frontend
- Lead the engineering org: technical direction, hiring and delivery roadmap
- Building mokata, open-source governance for AI coding agents
Selected work
Liquidity LockDesigned and built the institutional trading platform from scratch, hands-on across database architecture, backend and frontend. Own the engineering org: team build-out, hiring and delivery roadmap.NatWest MarketsLed the India front office quant teams. Owned relative value indicators for Gilts, EGBs and linkers. Built the FRTB PLA framework.mokataOpen-source memory and seatbelt for AI coding agents. A spec-driven completeness gate before any code ships; every write human-gated and on an audit ledger.
Research
Latest writing
AI, First Principles 4 OctWhat Every Production Agent Is Actually Made OfSeven components. No frameworks. Three libraries. Every agent you've heard of is some assembly of the same parts.Markets & Fixed Income 18 JulCarry and Roll-Down: Why a Right Call Can Still LoseHow a bond makes money while the market sits still — and why a correct call can still lose.Markets & Fixed Income 14 JunThe Trillion-Dollar Basis TradeTiny margins, enormous leverage. How the Treasury market's biggest trade works, who sits on each side, and why it keeps regulators up at night