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Bernard Kuc
Barclays Capital
London, United Kingdom
 

Bernard Kuc is a vice-president in the London office of Barclays Capital working in the equity derivatives team of the quantitative analytics group, where he has been for the past four years. His day-to-day responsibilities involve Monte Carlo pricing of exotic equity derivatives, and maintaining and improving the group’s set of risk analytics. The primary attraction of his current job is the ability to work with some of the brightest minds in the world.

Prior employers include Application Networks (2004-2005), a provider of financial valuation and risk solutions, and Flextronics (2000-2004), where he worked on numerous telecom projects with a strong focus on fixed-line signalling infrastructure equipment. As part of his job, he was able to work with many partner companies and had the opportunity to take part in the first international interoperability tests of two of the Sigtran protocols. Finally, at Eagle Technology (1998-1999), he was responsible for Windows NT device driver development for data acquisition cards.

Bernard graduated with an MSc in Control Engineering (1999) and a BSc in Electrical Engineering (1997), both from the University of Cape Town in South Africa. His academic highlights include coming in at the top of his class in all of his MSc courses and spending two terms of office on both the Students’ Representative Council and the Students’ Engineering Council.

Bernard is a CFA charterholder and enjoys working with money. Having always had an interest in finance, keenly following oil prices as a student engineer while risking his bursary money on the markets, Bernard took the first step over to finance by studying for his CFA charter during the turmoil years that ravaged telecom employment prospects following the dot-com meltdown. Being a reviewer for Computing Reviews provides him with the opportunity to read outside his current specializations and keep in touch with progress being made in topics and technologies he has worked with before.

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Read our Q&A with Bernard Kuc here.


     

Joint online coflow routing and scheduling in data center networks
Tan H., Jiang S., Li Y., Li X., Zhang C., Han Z., Lau F.  IEEE/ACM Transactions on Networking 27(5): 1771-1786, 2019. Type: Article

With the proliferation of big data initiatives across corporations and academia, the importance of distributed computing frameworks has created many research opportunities related to routing and scheduling the multiple groups of parallel flows gen...

 

Nonhomogeneous place-dependent Markov chains, unsynchronised AIMD, and optimisation
Wirth F., Stüdli S., Yu J., Corless M., Shorten R.  Journal of the ACM 66(4): 1-37, 2019. Type: Article

The transmission control protocol (TCP) that underpins most Internet traffic has a simple yet intuitively beautiful algorithm for congestion control. Every connection will gradually ramp up the bandwidth it uses until congestion occurs, at which p...

 

RML: runtime monitoring language: a system-agnostic DSL for runtime verification
Franceschini L.  Programming 2019 (Proceedings of the Conference Companion of the 3rd International Conference on Art, Science, and Engineering of Programming, Genova, Italy,  Apr 1-4, 2019) 1-3, 2019. Type: Proceedings

This paper on the runtime monitoring language (RML) is a very brief look at a system-agnostic domain-specific language (DSL) for runtime verification. This language is system agnostic due to its use of JavaScript Object Notation (JSON) as a commun...

 

 A game theoretic model for the formation of navigable small-world networks--the tradeoff between distance and reciprocity
Yang Z., Chen W.  ACM Transactions on Internet Technology 18(4): 1-38, 2018. Type: Article

The concept of small-world networks has been developed to help explain how real whole-world social networks manage to be “navigable.” By navigable I mean the ease with which any two people can be connected with seemingly few intermedia...

 

A modified artificial bee colony approach for the 0-1 knapsack problem
Cao J., Yin B., Lu X., Kang Y., Chen X.  Applied Intelligence 48(6): 1582-1595, 2018. Type: Article

Many would consider the search for the optimal evolutionary computation (the collective noun for the multitude of search algorithms based on nature) algorithm by researchers the world over as evolutionary in itself. Not only do we search for new a...

 
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