NAG Appoints Jason Charlesworth as Head Quant

Published 07/11/2023 By NAG

OXFORD, UK — 7 November 2023 — 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.”

About NAG

NAG provides industry-leading numerical software and technical services to banking and finance, energy, engineering, and market research, as well as academic and government institutions. World-renowned for the NAG® Library – the most rigorous and robust collection of numerical algorithms available – NAG also offers Automatic Differentiation, Machine Learning, and Mathematical Optimization products, as well as world-class technical consultancy across HPC and Cloud HPC, and other areas of numerical computing. Founded more than 50 years ago from a multi-university venture, NAG is headquartered in Oxford, UK with offices in the UK, US, EU and Asia.

• Over 50 years of experience in finance and numerical engineering
• As a not-for-profit company, NAG reinvests revenues into research and development
• Boasts the largest commercially available collection of mathematical algorithms
• 60-70% of the world’s largest investment banks use NAG software

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