Daniel Lyons Email & Phone Number

Greater New York City Area

New York

• Grew market share from 0% to 10%
• Developed sophisticated macro models that:- Monetized the inventory rebound- Moved clients out of European sovereigns in q4 2009- Predicted restrictive financial conditions in q2 2010
• Managed team building a capital markets wide ultra high frequency (milliseconds in equities, commodities and currencies. Seconds in fixed income) statistical customer trade analysis tool that:- Utilizes KDB ultra low.
• Built risk management systems for inflation-linked bonds
• Built numerous client presentations on domestic and global macro picture
• Ran an economic speaker series that was extremely well received by rates clients

• Grew market share from 1.5% in 2006 to 25% in 2008
• Responsible for all facets of the North American inflation trading business
• Built and maintained an industry leading global franchise
• Created and delivered novel and creative structured inflation solutions
• Gave speeches at Citi’s annual global fixed income conferences
• Recruited, managed and trained junior traders

Greater New York City Area

• Responsible for market making and risk management in TIPS product
• Actively took proprietary relative value positions along inflation curve and in breakeven space
• Built and utilized proprietary smooth series TIPS butterfly model
• Developed and employed TIPS spline curve model
• Developed hedging method to reduce gap risk
• Developed global platform for inflation products with European linker trader

Master Of Science (Ms), Computer Science

Data structures Algorithms Monte Carlo simulations Programming paradigms for speed or memory efficiency Graph theory Cryptographic.

Bachelor Of Science (Bs), Economics