John Armstrong - KCL

Contact

Postal address:

John Armstrong
King's College London
Department of Mathematics
Strand
London
WC2R 2LS
UK

Office: S5.27, Strand Building, Strand Campus

Email: john.1.armstrong@kcl.ac.uk

Telephone: +44 020 7848 2855

To find my office, and to finding your way around King's Strand Campus see my KCL Maps page.

Research

I am interested in the application of geometry to financial mathematics. The analytic aspects of probability theory and optimization are well known, but there is much to be gained from considering the geometry of probability distributions, stochastic differential equations and convexity.

Industry Experience

I have extensive experience in computational aspects of risk management and have worked for Goldman Sachs, Dresdner, ION Trading and was a co-founder of Yolus. I designed the innovative Yolus risk-management system. Since ION Trading's purchase of Yolus in 2008, this has formed a core component of ION Trading's risk-management platform and, as such, it is used by numerous major banks.