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Alan Forrest Male Edinburgh United Kingdom: Like

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Short Bio:: Current job: Manager in Retail Review, Group Credit Risk, at Royal Bank of Scotland, UK.
7 years experience (since 2001) in Credit Risk and Marketing Analytics and modelling.
Previous 10 years (1990-2000) as Lecturer / Post-doc researcher in Pure Mathematics, specialising in Ergodic Theory and Dynamical Systems.
MSc in Applied Statistics, Napier University, Edinburgh, UK.
PhD Pure Mathematics, Ohio State University.
BA Mathematics and Diploma in Advanced Studies in Mathematics, Trinity College, Cambridge.

At 12:50pm on September 8, 2010, Iain Third said…: Cool, I still talk to Roopa on occaision, but I haven't spoken to Chris since I left. Say hi to him for me.

I'm pretty busy this weekend anyway, but definately the next time I am up I'll give you advance warning, see if we can get out for a pint or something, I don't think I've seen you since I left Edinburgh. I've seen a bit of Steve Clarke, but noone else.

What do you know of Monte Carlo Simulation by the way? I put one together for work this week, but don't know anyone else who has used the process to discuss it. Took me a while to figure out how I could use it to my benefit, don't know if I got it right strictly speaking but it seems to work.

At 3:33pm on September 7, 2010, Iain Third said…: I'm in Edinburgh this weekend helping my Dad out with car stuff, I'll be pretty busy but if I get a chance it would be nice to catch up. I think I may be free Monday evening but a very early flight back to Bristol on Tuesday so not a late night.

How is RBS? Do you work with Chris Sykes, Rosemary Byde or Roopa Rangaswami? They are some of the people still in credit risk when I left.