Aryeh Liwschitz Email & Phone Number

New York City, NY, US

Empowering our customers by bringing best-in-class financial risk, pricing and analytics solutions and architecture to bear

DWD Partners is a global macro hedge fund with a strategy that monetizes discretionary macro and volatility views through the trading of spot, forwards, futures, vanilla and exotic options across Rates, FX and Equity Asset Classes.

New York, NY New York, US

Proprietary trading of US Government Bonds - relative value and directional

-Interim Chief Operating Officer to Financial Technology firm specializing in optimizing workflow and collaboration in MBS/ABS Sales and Trading:- Applied expertise in derivatives, capital markets and business development in order to consult with companies on market knowledge as well as business development and operations.

Montrouge, -, FR

Senior trader on market making desk, reporting to head of rates trading for the Americas, with responsibility for the long end of the curve.

New York, New York, US

Senior Government Bond trader and one of first hires to the franchise. Transacted with large macro, relative value and real money clients. Provided guidance on relative value and directional trading. Reported directly to co-founders of the firm and the CEO. Guided quants to provide relative value metrics for off- the- runs and butterfly structures, such as.

Montrouge, -, FR

Developed risk and trading infrastructures to manage a large flow business. Delivered strategies to effectively face large institutional customers in a flow environment. Utilized risk capacity to make a large P&L impact. Created a robust market-making platform in U.S. Interest Rate Swaps and Treasuries. Revamped front office procedures, pricing and risk.

Zurich, CH

Reporting to Global Head of Treasury Trading. Managed outright/directional and relative value risk for entire yield curve and provided firm with expertise in risk management of large Strips portfolio.

Gogarburn, GB

Structured and managed the largest 30 year treasury lock at the firm, enabling clients to successfully hedge interest rate risk for a bond issuance one year in the future.

Frankfurt Am Main, Hessen, DE

Increased trading revenues 300% by concentrating on treasuries and swaps.Market maker in both U.S. dollar swaps and U.S. Treasury asset swaps to U.S. & European corporates and top tier hedge funds.Developed front office infrastructure for the swaps trading team which included yield curve construction and modeling, real-time U.S. Treasury and asset swap.

Instrumental in the sale closing of $700,000 annual contract for Aurora Software.Played key role in establishing Aurora Software as chosen vendor for trading software for Merrill Lynch’s Treasury and Bond Option Trading group.

New York, NY, US

Brought to the group capability to price exotic derivative structures on emerging markets debt, such as spread options, range accrual options on spreads, contingent premium options, “quanto” forwards and options. Priced and executed debt repackaging trades on emerging markets debt. Involved in all phases of execution, including pricing and risk management.

Des Moines, Iowa, US

Managed daily risk of $300 million in credit derivative structures executed with hedge funds, mutual funds and major insurance companies. Involved in all phases of creating and selling credit derivative structures: risk assessment & management, modeling, drafting legal documentation, development of sales material, and assisting relationship managers in.

B.Sc., Operations Research

Education record