Erik C. Email and Phone Number
Philadelphia, PA, US
Erik C.'s Location
Philadelphia, Pennsylvania, United States, United States
Erik C.'s Contact Details
Erik C. work email
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Erik C. personal email
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Erik C. phone numbers
About Erik C.
I am a software developer with an analytical mindset who leverages their background in mathematics and their vast knowledge of financial products to create high quality software in support of fixed income trading. I am driven by my curiosity and my desire to always be improving.
Erik C.'s Current Company Details
Susquehanna International Group, Llp (Sig)
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Team Lead - Fixed Income Quantitative Technology
Philadelphia, PA, US
Erik C. Work Experience Details
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Team Lead - Fixed Income Quantitative TechnologySusquehanna International Group, Llp (Sig)Philadelphia, Pa, Us
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Team Lead - Fixed Income Quantitative TechnologySusquehanna International Group, Llp (Sig) Sep 2020 - PresentBala Cynwyd, Pennsylvania, UsI manage a small team of quantitative developers and software developers. I work alongside the trading desk head and other technology leads to guide the future of technology in Fixed Income, determining the projects that best advance our business priorities weighing the benefits with their financial costs and any resource constraints.I significantly improved our yield calculation for US Treasury, Corporate, and Municipal bonds in terms of accuracy, speed, memory profile, and code quality and maintainability. I designed and implemented from scratch a new library for bond valuation and risk handling the most common yield conventions for securities with a variety of features including but not limited to optionality (American, European, Bermudan) and sinking funds (pro-rata, lottery, and mixed). I also spent time improving our bond reference data through better leverage of existing datasets, tactical acquisitions of new data, and improvements to the data-model in our reference data system. These improvements greatly contributed to our electronic bond MM strategies and, in conjunction with other projects in the team, allowed us to decom Bloomberg TOMS dependency saving a significant subscription cost.I spreadheaded the LIBOR transition project for the rates desk from a technology perspective. I worked with our senior fixed income quant to validate and implement curves for a SOFR-based market. I transitioned our swap portfolio risk and valuation to SOFR discounting for cleared and OTC swaps to meet LCH's October 2020 deadline. I also transitioned our LIBOR swap and swaptions trading systems to SOFR, publishing and consuming a new SOFR volatility surface in accordance with the CFTC recommendation to dealers for July 2021. -
Software Developer - Fixed Income Quantitative TechnologySusquehanna International Group, Llp (Sig) Oct 2017 - Sep 2020Bala Cynwyd, Pennsylvania, UsFixed Income Quantitative Technology - Technology solutions for quants and traders
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Software Developer - Fixed Income SupportSusquehanna International Group, Llp (Sig) Aug 2016 - Oct 2017Bala Cynwyd, Pennsylvania, UsSoftware development supporting the front office support team developing in C# and VBA/Excel.
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Operations AnalystSusquehanna International Group, Llp (Sig) Apr 2014 - Aug 2016Bala Cynwyd, Pennsylvania, Us
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Operations And Swap DevelopmentSusquehanna International Group, Llp (Sig) Sep 2013 - Apr 2014Bala Cynwyd, Pennsylvania, UsThe position involves free-lancing around the firm to which ever group can best use my skills. My current project involves revamping an existing report, which entails finding a new data source for increased speed as well as a complete redesign of the controlling excel program.My future projects will include but are not limited to reconciliation of swap calculations, consulting on automation for the sales team, aggregation and assignment of fees, and development for excel programs needed on the Equity Options and Fixed Income desks.
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Fixed Income Operations CoopSusquehanna International Group, Llp (Sig) Mar 2013 - Sep 2013Bala Cynwyd, Pennsylvania, UsI investigated and reconciled bond and swap trades and payment, modified corporate bond repo positions to minimize brokerage fees, and restructured group responsibilities to better balance work among team members.In addition to daily tasks I also created a new excel programs, two of which are described below. The first program was to direct the job's reporting and data management requirements; drastically reducing the workload and learning curve for new co-ops. The second was designed confirm trade details with counterparties. This minor step was an important in reducing our counterparty risk as well as discovers discrepancies that would later manifest as treasury failure charges or an increased capitalization charge.
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Underwriting Effectiveness Intern (Part Time)Cigna Group Insurance Sep 2012 - Mar 2013Bloomfield, Ct, UsPart time during school:Created Excel program to reduce case scrubbing time and phase out old infrastructure. Created Excel program to aggregate, compute, and format case experience data for external brokers through coordination with Pricing, Branding, and Underwriting. -
Select Group Operations CoopCigna Group Insurance Apr 2012 - Sep 2012Bloomfield, Ct, UsPerformed daily,weekly, and monthly responsibilities including but not limited to assisting underwriters, compiling case documents, managing case assignments, reporting, and updating or creating reporting and assignment programs.
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Equity Total Return Swaps Intern (Part Time)Susquehanna International Group, Llp (Sig) Sep 2011 - Mar 2012Bala Cynwyd, Pennsylvania, UsPart time during school:Created automation for the upload swaps and reconciliation between in house and broker positions through use of Excel and Outlook.
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Equity Options Operations CoopSusquehanna International Group, Llp (Sig) Mar 2011 - Sep 2011Bala Cynwyd, Pennsylvania, UsManaged the error accounts for the desk, and reconciled option trades for the Equity Options Desk. Built Access and Excel programs for better workflow and data accuracy.Took on a second internship for 1 month, as well as extra responsibilities from full employees.
Erik C. Skills
Access
Vba
Microsoft Excel
Ad Hoc Reporting
Options
Time Management
Fixed Income
Trading
Matlab
Bonds
Microsoft Office
Sql
Sas
Bloomberg
Derivatives
Interest Rate Swaps
Total Return Swaps
Municipal Bonds
Government Bonds
Equities
Data Analysis
Finance
Analysis
Business Analysis
Python
Pandas
C#
Financial Markets
Scipy
Numpy
Data Management
Securities
Erik C. Education Details
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Drexel UniversityMathematics
Frequently Asked Questions about Erik C.
What company does Erik C. work for?
Erik C. works for Susquehanna International Group, Llp (Sig)
What is Erik C.'s role at the current company?
Erik C.'s current role is Team Lead - Fixed Income Quantitative Technology.
What is Erik C.'s email address?
Erik C.'s email address is er****@****msn.com
What is Erik C.'s direct phone number?
Erik C.'s direct phone number is +177436*****
What schools did Erik C. attend?
Erik C. attended Drexel University.
What are some of Erik C.'s interests?
Erik C. has interest in Poverty Alleviation.
What skills is Erik C. known for?
Erik C. has skills like Access, Vba, Microsoft Excel, Ad Hoc Reporting, Options, Time Management, Fixed Income, Trading, Matlab, Bonds, Microsoft Office, Sql.
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