In 2021, I founded Sewall (www.sewall-partners.com) with a primary focus on the rapidly evolving cryptocurrency sphere. Our initial endeavors involved establishing a crypto mining operation in Paraguay and HK.Building on our mining foundation, I expanded our services to include the establishment of a High-Frequency Trading (HFT) prop desk. This sophisticated trading desk is designed to provide essential market liquidity by engaging in market making and statistical arbitrage activities across multiple cryptocurrency exchanges and platforms. Proprietary Ultra-Low freq plateform and algorithms build in C++.

Researched/developed and deployed market making and statistical arbitrage trading algorithms in the space of cryptocurrency markets. Managed successfully my own book (own PnL) across multiple markets, products and strategies (high-freq).

Accomplished multiple assignment for companies such as QVA Development LTD (Cyprus), Euporos SA (Geneva) in the space of quantitative trading strategies research and implementation, e.g. prototyping and supervising the implementation of systematic market-making algorithms for cryptocurrencies and tokenized assets – Machine learning components (NEAT) written in Python.

• Relative value volatility strategies on equities, fixed income, fx and commodities.• Focus on vol surface arb, convexity, product arb, dispersions, correlations and vix strategies• Risk management, portfolio construction and execution• Management of own book. • Development and trading of strategies from intra-day to longer term strategies.• Research activities including basket strategies, market microstructure, signal theory, artificial intelligence.

Started a new trading initiative from scratch at the Raiffeisen Zentralbank (prop desk). Single handedly built infrastructure to trade derivative products globally including energy commodity derivatives.Implemented an analytical framework for commodity trading for the calculation of expected profits, risks involved, and exposure to the major risk factors. That made it possible for the desk to analyse trades in advance, create a decision rule for position taking, and hedge its exposure to the forward curve correctly.Responsible for developing and managing a portfolio of trading strategies. Conducting both, research and trading, along with training to team members and external working parties. These models yielded robust performance throughout from 2013 through 2016.

Collaborated with physical trader (ARA, med ULSD 10ppm, Gasoil 0.1%).Held primary responsibility for trading a portfolio of energy commodity derivatives.Generated and analyzed trade ideas within a relative-value (expectations arbitrage) framework.Utilized quantitative valuation techniques and financial modeling, including multi-factor yield curve models, no-arbitrage derivatives pricing models, contango storage arb, freight costs model, mean-reverting stochastic processes on spreads as well as fundamental research & analysis (e.g. energy supply, demand, stock levels, refinery margins, weather forecast, FX)

Hold full accountability for bottom-line factors, including trading strategies development eg. energy commodity arbitrage, long-range planning, desk running and fund raising. Experienced in the negotiation and implementation of structured leverage facilities.Conceptualised and developed trading strategies using statistical models, numerical simulations & fundamental research. Produced and deployed strategies into various proprietary trading platforms (http://www.quanthouse.com/?q=GlobalCap). Managed recruiting, selection, training and development of high performance research analyst team members.

Responsible for developing flagship high frequency quantitative trading strategies (multi-asset incl. energy derivatives). Drove the design and construction of innovative trading strategies, contributed throughout the full development lifecycle; from conceptualizing through to the implementation as well as identified and addressed architectural challenges. Enhanced the current product range, the risk management strategies besides managing the desk.

Defined methodology and implementation of market risk quantification components and pricing models in the Zurich Enterprise Risk Modelling framework. Built an Economic Scenario Simulator (i.e. stochastic multi-currencies term structure model) as a function of multiple stochastic processes (i.e. Ornstein Uhlenbeck, 2-factor Vasicek model). Collaborated with Group Treasury and Capital Management to the design and implementation of a Foreign Exchange statistical model in order to mitigate the risk included by the multiple currency positions the group holds.