I asked a friend who works for Citibank if he could introduce me to anyone who ran an algorithmic hedge fund. He did so in London and they were very helpful. I think because I was a novelist rather than a journalist.
They were relocating to Geneva to avoid British tax and also because they could recruit scientists from the Large Hadron Collider to work in the financial world. I felt I had stumbled on something that hadn’t really been done in popular culture before which is the extraordinary extent to which physicists and mathematicians have taken over the world there. I went to Geneva and spent some time and gradually managed to get into my dim brain what a hedge fund did and what a short was and that was it.
On finding thrillers in unusual places: There’s nothing more interesting than the details of someone’s life. All my novels are characterized by one thing. I like to take a central character and show him at work. The code-breaker, a guy who runs aqueducts, the politician in ancient Rome or in this case, people who work in a hedge fund. I just like the detail of the daily life. What’s the office like, where do you sit, what’s the first thing that happens in the day, how does the day go on, who comes to see you. Because I have an enormous interest in the detail of other people’s lives. That gives my books a sense of rootedness in reality and then you can introduce something unexpected happens and away you go. I like to take people you wouldn’t really think people would write novels about: an aqueduct engineer, a code-breaker, a hedge-fund manager. It’s in those sorts of lives that I find more fascination than in a CIA operative or a Marine or something like that.