Iain J. Clark is managing director and founder of Efficient Frontier Consulting Ltd., an independent quant consultancy that provides consultancy and training services to banks, hedge funds, exchanges and other participants in the financial services sector. He specialises in FX, FX/IR and commodities, and is an industry expert in volatility modelling and the application of numerical methods to finance.
He has 14 years finance experience including employment as Head of FX and Commodities Quantitative Analysis at Standard Bank, Head of FX Quantitative Analysis at UniCredit and Dresdner Kleinwort, and has also worked at Lehman Brothers, BNP Paribas and JP Morgan. He is the author of Foreign Exchange Option Pricing: A Practitioner's Guide (Wiley, 2011) and Commodity Option Pricing: A Practitioner's Guide (Wiley, 2014).
Iain is a hands-on quant technologist as well as an expert quant modeller and strategy consultant, having considerable practical expertise in languages such as C++ (multithreading, Boost, STL), C#, Java, Matlab, Python and R.