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Greg Anderson B.Com, M.Com, Ph.D
Pricing and Quantitative Models
Since completing his doctorate 8 years ago, Greg has specialised in the development
and implementation of a wide range of financial models, with a particular emphasis
on derivative pricing. Through his consulting activities with Sungard Treasury
Systems, Greg has built pricing and risk management prototypes for numerous
types of options, fixed-interest securities, and swaps. He also has considerable
experience in applying numerical methods to the valuation of non-standard financial
options, electricity derivatives, and a wide range of real assets.
He holds commerce and post-graduate finance degrees from Lincoln University
(NZ) and a Ph.D in Finance from Syracuse University (USA). His thesis
examined the application of a discrete-time, Heath-Jarrow-Morton lattice
model to interest rate derivatives. Prior to moving to the consulting
world, Greg was a Senior Lecturer in Finance at Lincoln University, where
he continues to teach a course in derivatives pricing.
Contact Greg by e-mail
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Andrew Bell
Consultant
Andrew has been involved in the New Zealand and International financial markets since first entering the dealing room of ANZ Bank in 1983. Since then Andrew has worked as a specialist currency trader, including currency options at major international banks in New Zealand and London for over 20 years. Andrew has held senior management roles with Commerzbank London, Bankers Trust London, ANZ and the National Bank NZ - which have involved him in the development of client focused financial market solutions as well as developing bank responses to changing technology. Andrew brings a wealth of real life financial market experience to the company, allowing us to provide our clients with a robust 'market' based revaluations.
Contact Andrew by e-mail
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Graeme Marshall B.Tech (Hons)
Business Development
Graeme has recently joined Resolution in the role of Chief Executive. Prior to joining Resolution Graeme held senior positions in the energy sector including roles in technology marketing, pricing, business development and infrastructure development. Graeme has considerable experience in business development both in New Zealand and overseas and will be drawing on this experience to expand Resolution's business.
Contact Graeme by e-mail | | 
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Tanya Porter B.Com, C.A
IAS39 Compliance Accountant
Tanya Porter has recently joined Resolution and holds a B.Com in Accounting and Finance from Canterbury University. She has more than 10 years business and accounting experience across a diverse range of industries in both the private and public sector. This has included positions with PricewaterhouseCoopers providing auditing and advisory work, LendLease in an investment analyst role and Landco Ltd. She is a full member of the Institute of Chartered Accountants of New Zealand (ICANZ) and is continually evaluating the implications of IAS 39 on company accounting and reporting. Tanya and her team will provide clients with comprehensive accounting and compliance advice for all types of derivatives.
Contact Tanya by e-mail | | 
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Dion Campbell B.Sc, M.Sc, MCP+I, MCSE
Software Architect
Dion was working in the software industry even before leaving university, and
has been programming since an early age. Having completed a Master’s degree
in Experimental Psychology at the University of Canterbury (NZ), he went on
to pursue his interest in computers, attaining a qualification as a Microsoft
Certified Systems Engineer shortly afterward.
He has worked for a number of companies developing financial software, including
Sungard Treasury Systems. In fact, it was while developing a bond pricing component
for Sungard that Dion first worked with Greg. Other projects with which he has
been involved include FAS 133 compliance, interest rate and currency options,
hedge relationships, and conduit fee/facility software.
Contact Dion by e-mail | | 
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Ian Ross
Quality Assurance
Ian was studying for a computer science degree at Canterbury University when
he was offered a key technical position with a local Christchurch company. He
seized the opportunity, and in the seven years since has worked as both a developer
and tester for a number of different companies in a range of areas of the IT
industry. His previous testing experience includes designing and managing the
testing of intruder alarm communications, credit card payment solutions, insurance
premium rating systems and content management systems.
In the role of Quality Assurance he has worked in one of Christchurch’s
larger development shops. During this time he initiated major changes to the
testing methodologies used and introduced the use of sophisticated automated
code reviews. Contact Ian by e-mail | | 
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