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Andrew Sheppard

Andrew Sheppard

Areas of Expertise:
  • Supercomputing
  • Finance

Andrew is a financial consultant with extensive experience in quantitative financial analysis, trading-desk software development, and technical management.

Most recently, from 2006 to 2009, Andrew was the Chief Technology Officer and Chief Quantitative Analyst at a New York multi-strategy hedge fund. He also was the manager of an innovative software company based in London that was owned by the hedge fund but run independently. For the last two years, Andrew has been an active developer of GPU (CUDA) massively parallel software in C/C++ for realtime financial trading and risk. Andrew entered finance after conducting scientific research at Oxford University, Caltech's Jet Propulsion Lab, (Pasadena, California) and the Berkeley Space Sciences Lab (Berkeley, California), where he worked on earth and planetary remote sensing probes. Joining the proprietary trading arm of Bankers Trust in London in 1989 as a quantitative analyst, in time he became responsible for managing a 12-person front-office quantitative and programmer team with members located in London, New York, and Tokyo and covering a wide range of markets and financial instruments.

Andrew left Bankers Trust at the end of 1994 to become an independent financial consultant. As a consultant, Andrew gained a broad range of experience across many financial markets: Equities (Deutsche Bank, 1995- 1999), European fixed income (Banco Santander, 1995-1998; Argentaria Bank, 1998-2000; BBVA Bank, 2000-2005), Energy (Coral Energy/Shell Oil, Houston, TX, 1997), and Latin American and Emerging Markets Debt (Donaldson, Lufkin & Jenrette, New York, 1997-1998). After studying Astrophysics as an undergraduate, Andrew completed a masters degree in Astronomical Technology, a doctorate in Physics, and an M.B.A. at the London Business School. Over the winter of 2005 to 2006 Andrew was on sabbatical in Salamanca, Spain, during which time he wrote two books for the technical publishers O'Reilly and Pearson.

In addition to his two books, Andrew has published papers and articles in publications as diverse as SERVO (robotics) and Fine Homebuilding (construction).

Andrew offers the following finance workshops:

GPU Programming For Quantitative Finance And Risk
These are in-house training courses for Quants, Risk Professionals and Programmers in Quantitative Finance. They are hands-on classes in which attendees write high-performance GPU enhanced programs from start to finish.
Download Outline for 1-Day Intensive Course
Download Outline for 3-Day Comprehensive Course