NAG, a leading numerical software and technical services company, announces the appointment of Jason Charlesworth as Head Quant, effective immediately. Jason brings a wealth of expertise in the fields of computer science, financial mathematics and high-performance computing (HPC), along with a notable track record in commercial and academic endeavours.
As Head Quant, Jason will play a pivotal role in advancing NAG’s strategic initiatives within the financial services industry. His responsibilities will include spearheading the development of a cutting-edge Derivatives Pricing Toolkit, providing invaluable insights for product development, and working with customers to enhance their financial analytics products.
Jason’s career includes serving as the Head of the Numerical Performance Group at Citi and holding a prominent position as the Head of the Rates Quantitative Analysis Group at RBS. He has garnered over two decades of experience in front-office computational financial mathematics, having successfully led quant and quant dev teams across a diverse range of assets.
Commenting on the appointment John Holden, Chief Commercial Officer said “Jason has made significant early impact through the successful launch of our Derivatives Pricing software. His extensive industry experience will play a pivotal role in advancing our strategic initiatives. His expertise in areas where NAG demonstrates leadership – numerical libraries, automatic differentiation, and HPC – greatly enhances the value we deliver to our clients.”
“I’m excited to join NAG at time where quants face increasingly complex computational challenges” said Jason Charlesworth, “meeting these challenges demands high-level, hands-on experience, cutting-edge solutions, and deep numerical expertise. Working with NAG’s numerical and HPC experts will help deliver solutions that give quantifiable performance advantages to industry practitioners.”
