Dylan Gordan Email & Phone Number

US Macro Value

Greater New York City Area

Macro Strategies

Greater New York City Area

Focus on monetary policy (Fed, ECB, BOE and BOJ primarily) and global fixed income investments

Greater New York City Area

Focus on monetary policy (Fed, ECB, BOE and BOJ primarily) and global fixed income investments

Greater New York City Area

⋅ Securities Division - Agency Mortgage Trading

Greater New York City Area

⋅ Securities Division - Secondary CLO Trading, Mortgage Trading, Single Stock Volatility Trading

Madrid, Spain

⋅ Assessed balance sheets and cash flow statements for large market capitalization utility companies(e.g. BG Group and Repsol) to assist trading team in due diligence process⋅ Constructed model to price convertible bonds issued by Volkswagen AG

Greenwich, Ct

⋅ Developed model to estimate option volatility to expiration, incorporating expiration month betacorrelations and seasonal adjustments⋅ Engineered Monte Carlo simulation-driven calendar spread option pricing calculator⋅ Constructed platform tracking underlying price curves implied by call/put spread mid-market prices⋅ Built macro-based data miner to extract risk statistics from WhenTech to generate company risk reports⋅ Performed fundamental analysis and paper traded in the frozen concentrated orange juice market; earned a monthly profit of 8.7% on an initial portfolio size of $1M⋅ Developed method to uncover London Metal Exchange (LME) positioning implied by open interest and price movement⋅ Analyzed volatility spreads between NY and LDN cocoa seeking inter-market arbitrage opportunities⋅ Studied options fundamentals, volatility pricing and game theory under Jason Rockland, CIO/PM

Woodbury, Ny

⋅ Assessed creditors’ expected returns on accounts receivable from recently bankrupt companies for this distressed debt hedge fund