Dr. Manoj Thulasidas works as a senior quantitative professional at Standard Chartered Bank in Singapore, where, on a daily basis, he deals with the issues of quantitative development, including design and deployment of trading systems, and interactions and conflict resolution among various front office and downstream business units. His professional role gives him a deep appreciation for the differences in their focus and perspectives, and a need to bridge the gap. In addition to the technical details of pricing models and platform development, it is this insight that the author strives to share with the readers of Principles of Quantitative Development. Well recognized in his field, the author is a regular columnist for the Wilmott Magazine, and has published several articles on a variety of topics related to quants and quantitative finance.
Short biographical sketch: Manoj Thulasidas was born in the picturesque hill resort of Munnar in south India in 1965. He received his undergraduate degree from the Indian Institute of Technology, Madras in 1987. A physics aficionado, he then joined the Physics Department of Syracuse University as a graduate student. He studied fundamental particles and interactions at the CLEO collaboration at Cornell University during 1990-’92. After receiving his Ph.D in 1993, the author moved to Marseilles, France and continued his research with the ALEPH collaboration at CERN, Geneva. During his 10-year career as a research scientist in the field of high energy physics, he co-authored over 190 publications.
Always inquisitive about the interplay between mind and matter, perception and philosophy and their implications in physics, the author joined the Kent Ridge Digital Labs (KRDL, later to be renamed I2R) in Singapore in 1998 to explore various human body-based measurements and systems. His work at this institute resulted in four invention disclosures, two of which have been filed for patent, and numerous academic papers. Later on, he was involved in the NeuroInformatics group, focusing on Brain Machine Interface and neural signal acquisition and processing, which gave him the perfect opportunity to further understand and appreciate the role of perception in physics. The outcome of the author’s professional research career and his philosophical bend of mind is his first book, The Unreal Universe.
In 2005, the author switched to quantitative finance, and joined OCBC, a regional bank in Singapore. He led the quantitative analyst team for quantitative pricing model validation and other mathematical tasks. This middle office job, involving risk management and curtailing ebullient traders, gave him a thorough overview of pricing models and, perhaps more importantly, a perfect understanding of the conflict-driven implementation of the risk appetite of the bank. Later on, he moved to Standard Chartered Bank, taking care of their in-house trading platform, which further enhanced his "big picture" outlook and inspired him to write Principles of Quantitative Development.