Contact: Daniel.s.krajewski@gmail.comRBC Capital Markets: 2022 - PresentDirector, Quantitative Sales Trading, Electronic Trading, Global Equity- Created a scalable suite of price sensitive algorithms- Quantitative coverage for a number of institutional investors, including hedge funds, mutual funds and index funds - Developed real-time trading and risk monitoring scriptsRBC Capital Markets: 2017 - 2021Vice President, Quantitative Sales Trading, Electronic Trading, Global Equity - Improved trading performance through analyzing client orders real time, creation of transaction cost analysis, proactive recommendations of algorithm parameter changes or routing logic behavior- Created new trading strategies for both internal and client execution, including idea generation, internal or client sales pitch and testing in UAT. After implementation, responsible for measuring the effects and communication to stakeholders- Lead the development of RBC's venue analysis, 'Toxicity Study' suite. The report provides a global framework for analyzing dark pools, conditional venues and single dealer platformsRBC Capital Markets: 2015 - 2016Associate, Electronic Trading, Global Equity- Execute agency orders on behalf of quantitative, portfolio trading, corporate buyback clients- Write scripts with q/KDB+ to automate real-time and historical TCA reports- Provide QA and feedback for Technology during the development and transition of a new historical and real time transaction databaseRBC Capital Markets: 2013 - 2014Analyst, Electronic Trading, Global Equity- Expand franchise presence with the SEC and Congress through working on industry comment letters and pilot study proposals- Produce marketing and research content: algorithm and router behavior, volume trends, regulatory & government affairs, exchange microstructure analysis2012Analyst, Global Arbitrage & Trading: Structured Credit / Mortgage Backed Securities, RBC Capital Markets2011Summer Analyst, Fixed Income: Securitized Products / Asset Backed Securities, RBC Capital MarketsSkillsSeries 7, 63, 55 LicensedQ / KDB+ Studio SQLRMS Excel - VBA AutomationMS PowerPoint, MS WordBloomberg APIElectronic Trading Execution, FidessaNotary Public (NY)Passed Level I of the CFA Program
Listed skills include Equities, Bloomberg Terminal, Fixed Income, Microsoft Excel, and 19 others.