Chief Technology Officer
Responsible for all aspects of technology for multi-strategy hedge fund with multiple prime brokers, funds, and trading-desk locations. Strategies include credit relative value, convertible arb, structured credit, risk arb, equity relative value, basis trades, and private investments. Led strategic technology direction, team development, process improvements, product development, build/buy analysis, and overall leadership of 19-person IT team. • Delivered integration of risk management solution. Fully integrated with internal systems and in production in less than 6 months. Considered Risk Metrics, Front Arena, Sophis, and others (Python, .NET, Risk Metrics)• Delivered relative value equity pairs internal order routing system. EMS systems considered included Portware, Flextrade, Neovest, and others. (C# .NET, SQL Server) • Delivered structured-credit pre-trade analysis and portfolio management vendor system supporting Monte Carlo analysis of cash and synthetic tranches and other credit products. Leveraged R^2 Financial system, Intex, Markit Partners, Bloomberg with plans for Loan Performance and Trepp.• Delivered OLAP solution for ad hoc reporting of positions, P&L risk, and other outputs. Non-additive measures (e.g. betas, VaRs, expected shortfall) pre-calculated for popular aggregation dimensions. • Delivered credit portfolio real-time pricing and analytic service leveraging Markit Partners, CMA, and Bloomberg real-time “shredders”. (C# .NET)• Led other initiatives including security master vendor analysis, Advent Geneva support, capital allocation system, trade allocation system, best execution tracking, margin and collateral calc and reconciliation system, client services subs/reds management, CRM vendor analysis, reg reporting, fundamental research platform (Capital IQ and Tamale), partnership accounting vendor analysis.
