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oscarhickman/README.md

Oscar Hickman

I am a Ph.D. candidate at the Institute for Computational Cosmology (ICC) at Durham University. My research focuses on large-scale structure, galaxy clustering statistics, and Bayesian simulation-based inference.

Before my Ph.D., I worked as a Quant in investment banking specialising in xVA and derivatives pricing, and as a Software Developer in fintech. I hold an MSci in Physics from Imperial College London.

Research & Focus Areas

  • Large-Scale Structure & Clustering: High-performance spatial estimators, $N$-point statistics, and semi-analytic galaxy formation models.
  • Simulation-Based Inference: Neural Posterior Estimation (NPE/SBI), noise amortisation, and differentiable Bayesian pipelines.
  • Scientific Computing & HPC: High performance code in Rust, numba using Rayon, parrelisation and GPUs.
  • Systems & Tooling: Automation tools, data pipelines, and desktop clients.

Technical Stack

  • Languages: Python, Rust, C#, C, TypeScript, SQL, Bash, LaTeX
  • Scientific Computing & ML: JAX, PyTorch, Polars, NumPy, SciPy
  • Tools & Infrastructure: SLURM (HPC), Git, Docker

Background

  • Durham University | Ph.D. in Physics | 2025 – Present
  • SMBC | Quant (xVA & Derivatives Pricing) | 2024 – 2025
  • Investment Software Ltd | Software Developer | 2022 – 2024
  • Imperial College London | MSci in Physics | 2017 – 2021

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