Biography

Executive Summary

Nicholas Burgess is a seasoned Executive Director and senior front office Quantitative Analyst with over two decades of international experience across leading banks and hedge funds in Europe, Asia, and the Americas. Combining deep technical expertise with strategic leadership, he specialises in ultra-low latency pricing and risk analytics, advanced quantitative techniques, and building high-performing teams. Nicholas’ unique blend of rigorous academic training and practical application enables him to drive innovation and deliver sustainable competitive advantage in complex financial markets.

Professional Experience

Nicholas has held senior quant roles at some of the world’s most prestigious financial institutions, gaining broad exposure to diverse markets and asset classes. His extensive career includes leadership and hands-on quant work at:

  • XP Inc. (London & São Paulo)
  • HSBC Global Markets (London)
  • Mizuho International (London & Tokyo)
  • Commerzbank AG (London)
  • ANZ (Singapore, Melbourne & Sydney)
  • Deutsche Bank (Singapore, Hong Kong & London)
  • CQS Hedge Fund (London)
  • Merrill Lynch (London & Dublin)
  • Societe Generale (London)
  • Credit Suisse First Boston (London)
  • Bank of America (London)
  • UBS Investment Bank (London)
  • Citigroup (London)

Quantitative Experience & Projects

Nicholas has a comprehensive track record in quantitative finance, with C++ expertise for quant model research and development (buy-side) and Python for machine learning, trading strategy, and algorithmic development (sell-side). His experience includes recruitment and training of greenfield quant teams, as well as the greenfield set-up, clean-up, repair, and refactoring of quant analytics libraries.

He has implemented several Quant frameworks including Monte Carlo methods with Sobol Brownian Bridge, Trinomial Tree and PDE frameworks, bond pricing frameworks with algorithmic adjoint differentiation (AAD). His trademark ultra-fast yield curve and model calibration approach allows him to achieve analytical, real-time portfolio bucketed risk support using a curve Jacobian approach.

His extensive work experience spans multiple asset classes: interest rates, fixed income, credit derivatives, FX, commodities, and inflation. Pricing and risk analytics have been delivered across bonds, options, futures, FRAs, IRS, CDS, TRS, and more. Additionally, his expertise includes illiquid asset pricing and project finance balance sheet-based valuations within M&A teams.

Increasingly his work interests are progressively incorporating deep machine learning, Large Language Models (LLM), copilot pair programming and generative artificial intelligence (AI) to automate, streamline and optimize the quant function.

Financial Strategy & Applied Innovation

Nicholas holds advanced credentials in Financial Strategy from the University of Oxford, where he specialised in algorithmic trading and machine learning. He successfully applied this expertise in a live case study at a major Japanese megabank, integrating machine learning into global quant analytics platforms to create sustainable competitive advantages. This combination of Oxford-taught frameworks and real-world implementation underpins his ability to lead complex quantitative initiatives that blend cutting-edge technology with strategic business goals.

Coaching, Mentoring & Advisory Roles

Committed to fostering innovation and growth beyond traditional finance, Nicholas coaches and mentors early-stage companies, including an AI-driven quantitative trading start-up based in Dubai that specialises in deploying fully autonomous AI agents for financial markets. He has also provided strategic advisory to a cryptocurrency market maker in Berlin, focusing on the elimination of arbitrage opportunities within their trading platforms. Additonally, Nicholas provides services as a Non-Executive Director (NED). He has also dedicated many years as a Governor for Aylesbury High School, a selective grammar school for girls, serving on a pro bono basis as the Chair of the Resources Committee-overseeing finances, budget, and estate planning-as well as acting as the link governor for Special Needs and Disabilities (SEND).

Training, Consulting & Academic Engagement

A passionate mentor and trainer, Nicholas builds and develops quant teams from the ground up and regularly delivers bespoke training to traders, structurers, and sales teams on utilising quantitative analytics for enhanced decision-making. He offers consulting and training services focused on quant strategy, analytics, and team development. Nicholas is also an active contributor to the academic community, frequently invited to speak at universities and engage with students on a pro bono basis, inspiring the next generation of quantitative finance professionals.

Leadership Philosophy & Personal Interests

Beyond his professional pursuits, Nicholas is an avid pilot, drawing inspiration and discipline from aviation’s technical and strategic demands. His leadership style is grounded in servant leadership, coaching, and teamwork, fostering environments where collaboration and continuous learning drive efficiency and maximize success. He believes in empowering individuals and building cohesive teams that excel in fast-paced, high-performance settings.