Christopher Whelan Email & Phone Number

Bellevue, Wa, Us

Menlo Park, Ca, Us

Boston, Ma, Us

Technical founder at a global systematic hedge fund launched by SSGA.• Architected and implemented an event-based realtime quantitative investment pipeline for trading 22 hours a day in 40+ markets.• Portfolio management and trading responsibilities included single name equities (cash + swap/CFD) at all stages of market status (pre-open, intraday, and close). Oversight responsibilities also included DMFX, EMFX, interest rate futures, commodity futures, and equity index futures.• Wrote tooling used for executing trades and rebalances• Developed automated process for detecting and trading upon realtime events such as M&A and corporate earnings announcements to enable very short time-to-trade.• Enhanced proprietary quadratic optimizer with novel constraints and performed extensive alpha/risk model research• Engineered point-in-time database design at core of infrastructure, enabling both high-performance time series data access while maintaining full historical record.• Integrated quant signals with realtime data feeds.• Fault-tolerant, distributed design enabled automated self-healing in event of interruptions.• Rigorous approach to investment research reproducibility.

• Lead development of firm-wide investments library encompassing portfolio optimization, data source access, risk calculation, machine learning algorithms, reporting utilities, trade creation, and position access.• Built production firm-wide risk reporting process covering all asset classes held by the firm, including equities, fixed income, commodities, FX, options, and CDS.• Conducted alpha research in the fixed income volatility and emerging market FX.• Extensive performance optimizations of both library and model code, including modifying over-the-wire protocol usage, converting serial code to parallel, and re-deriving optimization problems to fully support new dimensions of constraints.• Implemented system for sharing production code environment to end-user systems, allowing multi-platform development and reproduction of results.

Us

• Designed and built options-focused infrastructure for use in research and risk management.• Conducted global multi-asset class volatility research (alpha and beta), primarily implemented through options on the underlying or through derivatives on VIX-like indices.• Created risk-monitoring tools for use in portfolio management and evaluating arbitrary portfolio shocks.• Involved in numerous firm-wide intrastructure projects and utilities (dataset management, signal generation, signal/portfolio combination, etc.)• Advocated and implemented modern development and testing practices in the Investment codebase. Managed and consulted on the deployment of new applications through the dev/test/prod clusters.