Warren Mellor

Portfolio Analyst

Warren joined Gryphon in 2020 as a Portfolio Analyst, he is responsible for maintaining and developing Gryphon’s portfolio applications which include portfolio models, attribution systems, analytics and risk models.

Warren has more than fifteen years’ experience in financial markets including RMBS securitisation programs and wholesale credit markets. Prior to joining Gryphon, Warren spent thirteen years with National Australia Bank, which included nine years as a Quantitative Manager in their Group Treasury working alongside liquidity and interest rate traders. Prior to this he worked as Quantitative Analyst for both Westpac and Barclays. Warren started his career in various research roles in academia which included a position of Research Fellow for the University of Surrey in the United Kingdom.

 Warren holds a PhD in Physics and a 1st Class Honours degree in Science (Physics) from La Trobe University.

Warren Mellor