Frank Kelly

•Analysed vessels’ hydro-dynamic performance and calibrated Kalman filter-based DP software model (C++), with client present, on board ships in a variety of locations; the EU, Middle East (UAE and Qatar), North America, South East Asia (Singapore and Japan) and Africa. •Prepared concise written findings in statistical vessel capability analysis reports for project bids. •Participated regularly in small C++ application development projects and implemented client-tailored software modifications, often with

Project planning and management of cockpit research topic. Defining and analysing future potential fuel systems avionics architectures including new inceptor technologies, improved HMI and automation and advanced fault detection methods. Supporting and coordinating technically a DTi funded research work package with partner organisations; SEIC and the University of Bath. Inerting system project lead in an international team defining an optimal system in terms of key trade factors.

Managed investigation into in-service issues with Airbus Single Aisle aircraft Fuel Systems Replicated sensing and logic-based control systems in Simulink and Stateflow Integrated a fuel computer's original legacy Pascal code with a Simulink model via C-wrapper and S-function. Undertook statistical analysis; regression and correlation of aircraft fault and configuration data Designed and led ground tests on customer aircraft Designed a flight test modification

• Designed a VBA application to automatically test oil and gas platform safety protection systems to the required risk tolerance level; involved construction of interface to in-house plant simulation software for platform-based control systems. • Worked with chemical process engineers to efficiently design and commission safety-critical control system software, in house via simulation and later on board production facility in Nigeria. • Automated MS Access database management of instrumentation

•Trained in Excel/VBA, the Financial Markets, Project Management and Presentation Skills. •Wrote scripts in Perl and Visual Basic for network monitoring and management applications. •Audit and management of a user database for core global network fault management application.

Stochastic Calculus, PDEs, Derivatives, VAR, Martingales, Binomial models, Monte Carlo Simulation • Final Project: (a) Multi-variate Financial Time Series Analysis and (b) Multi-factor HJM model

Measurement of Risk, Financial Math Programming, Arbitrage Strategies, Fixed Income Derivatives, Quantitative Finance, Behavioural Finance, Equity Flow Derivatives, Macroeconomics, Hedge Funds. Project: Top-down quantitative asset allocation in a portfolio using behavioural and macro signals.

• Subjects included: Electrical Engineering, Control & Signal Processing, Computing Systems, Communication Systems, Mathematical Methods • Project; Numerical Bayesian methods in signal processing of noisy datasets in oil exploration.