SUMMARY:

• Creative problem solving Quantitative Developer with extensive experience building systematic trading strategies for premier investment banks and proprietary trading companies.
• Architected and developed back - testing and trading analytics frameworks utilizing object oriented programming in Python, C++, and Java.
• Deep proficiency in strategic and tactical planning towards deploying scalable automated trading operations.

CORE COMPETENCIES:

• Systematic/Quantitative Strategy Development & Implementation
• Multiple Asset Class Expertise (Equities, Futures, Foreign Exchange, Interest Rate Derivatives)
• Software Development Expertise (Python, Java, C++, SQL, Kdb, Distributed Computing)
• Data Science & Quantitative Analysis (Regression Analysis, Machine Learning)

PROFESSIONAL EXPERIENCE:

Confidential, New York, NY

Lead Technologist

Responsibilities:

• Lead technologist responsible for building the desk’s trading infrastructure and strategy development framework. Aided in the research, development and implementation of momentum and mean reversion strategies in futures and equities.
• Architect and lead developer of the desk’s trade allocation engine managing all QIS’ daily portfolio management operations. Current operations manage trading in 15 funds vehicles across futures, equites, ETF, and over-the-counter equity, FX, interest-rate derivatives.
• Extensive experience with the Python finance ecosystem (pandas, numpy, scikit-learn).
• Improved analytics computation efficiency through leveraging C++ bridges (Cython, ctypes) and the Dask parallel computing toolset.
• Technology mentor/internal course instructor for teaching Python and Data Science techniques in trading/finance for Credit Suisse’s analyst development and continuing education programs.

Confidential, New York, NY

Quantitative Developer

• Data architect tasked with building an analytics engine responsible for providing customized views for Enso’s clients' counterparty credit risk, collateral management, and portfolio financing. Serviced a hedge fund client base with more than $750 billion AUM - including many of the world’s top hedge funds.
• Implemented risk management tools for the BOA’s CVA Risk and FVA Funding Operations, enabling the assessment of funding and credit default exposures against OTC interest rate and municipal bond portfolios.
• Developed enhancements to the current tools to allow the trading desks to construct model hedge portfolios to evaluate the hypothetical funding costs and market impact to all the desk's interest rate portfolios (BOA).
• Developed new tools for monitoring China Construction Bank’s interest rate market risk - including improving gap and cash flow analysis, Value-At-Risk calculations and position management.

Confidential, New York, NY

Team Technical Lead

• Spearheaded development initiatives to integrate the bank's swaps trading functionality to capitalize on the upcoming Swap Exchange Facility (SEF) government mandates.
• Developed extended trading functionality of OTC interest rate derivative products on Barclays' premier electronic trading platform.
• Forward focus centered on building quantitative trading strategies for trading interest rate derivatives and other fixed income instruments from a proprietary engine targeting all electronic platforms. Framework foundation was implemented in Python, leveraging C++ and FIX toolsets for speed and efficiency.

Confidential, Jersey City, NJ

Senior Trading Systems Engineer

• Developed a proof of concept data analysis framework that allows trading signal development and testing by deriving intelligence from FIX message feeds, and pre-order and post-trade trading statistics (intraday price momentum, and volume). (Python, C++ )
• Enhanced profitability per trade by analyzing trade data using probability based statistics to predict periods of greater trend, volatility, and market participation. (Kdb)
• Implemented foreign exchange arbitrage strategy targeting order-book anomalies across FX ECNs: Currenex, Hotspot, EBS, and direct bank feeds.

Confidential, New York, NY

Quantitative Developer/Strategist

• Quant Developer responsible for the research and development of algorithmic trading strategies.
• Developed complete stand-alone trading environment that integrated research, strategy simulation and live trading in Java (Ronin Capital)
• Specialized in designing intra-day trading methods for the trading ETFs and energy futures and futures markets.
• Research centered on the discovery of automated trading rules via the use of optimization methods using genetic algorithms. Architected and coded the firm’s entire data analysis and back-testing library in Python.

Confidential, New York, NY

Quantitative Developer

• Execution Trader responsible for the deployment, execution, and risk management of the group’s systematic trading models.
• Built a systematic framework that streamlined model deployment, execution monitoring and trade/position reconciliation. Specialization in quantitative equity portfolio management and systematic momentum trading. Managed over 30 quantitative models trading daily over a billion dollars of risk capital.
• Spearheaded initiatives to transition legacy Perl utilities to more robust Python implementations.
• Concentrated development in C++, Perl, Python and FIX across a distributed computing environment.

Confidential, Chicago, IL

Senior Developer

• Senior Architect responsible for the research, development and implementation of systematic trading models. Strategies included high frequency and mid-frequency managed futures methods, centered in interest rates, equity and currencies derivatives.
• Pioneered proprietary technology that integrated the firm’s floor and electronic trading operations, including partial floor/electronic execution, as well as client reporting automation. (Java)