About Me

Hi, I'm Ciaran. I'm a first-year mathematics student at the University of Edinburgh, working towards becoming a quantitative researcher.

My main interest within quantitative research is options and volatility forecasting. I’ve been working on a project exploring where the assumptions of the Black–Scholes–Merton model fail in practice, and how to forecast volatility better using approaches such as Bayesian stochastic volatility. I’m part of the quant division of the Edinburgh University Trading and Investment Club (EUTIC), and I’m joining QuantSoc’s research programme to build a trading algorithm.

Alongside my degree, I'm working through Ross's Elementary Analysis for real analysis, Chung's Elementary Probability Theory for probability, and Hull's Options, Futures, and Other Derivatives for financial mathematics.

Outside of studying, I spend time with friends and frequently go rock climbing, both bouldering and roped climbing.