- Portfolio Management & Trading- Operations

- Provide investment management and operational solutions to high net worth individuals and independent financial advisors - Conduct internal investment research- Co-manage model portfolios- Create, test, implement quantitative long-only single stock strategies

- Monitored client exposures on a daily basis using value at risk, stress testing, and scenario analysis methods.- Devised, tested, and implemented enhancements to SPAN to more accurately margin short positions in short-dated, deep out-of-the-money options- Developed options risk analytics tools for client and product level analysis, resulting in more effective risk management and options margining.- Created multiple reports, including an implied volatility report that detailed and… Show more - Monitored client exposures on a daily basis using value at risk, stress testing, and scenario analysis methods.- Devised, tested, and implemented enhancements to SPAN to more accurately margin short positions in short-dated, deep out-of-the-money options- Developed options risk analytics tools for client and product level analysis, resulting in more effective risk management and options margining.- Created multiple reports, including an implied volatility report that detailed and analyzed options markets (skew, term structure, changes in IV) of major CME products for distribution to the clearing house.- Managed margin requirements for the base, precious, and ferrous metals products.- Devised a new methodology for margin “add-ons” for FX products with increased tail risk.- Interacted directly with clients when they had inquiries regarding CME risk management practices and SPAN margin calculation methodology.- Conducted bi-annual on-site client risk reviews to evaluate their risk management practices and procedures. Show less

TA for 35101 - Futures, Forwards, Options, & Swaps: Theory and Practice

- Joined a team of experienced hedge fund professionals at their startup fund during the track record building and AUM raising phase as the team's sole analyst.- Generated long and short equity and option swing trade ideas to the fund’s portfolio managers.- Monitored the portfolio day to day and made recommendations regarding current exposure and positioning.

- Traded equities, options, and futures with proprietary capital generated from Elm Eagle Momentum Fund profits after returning outside funds to seed capital investor.- Employed a thematic momentum and mean-reversion swing trading strategies.

- Created a general partnership fund with a seed capital investor after graduating and traded long/short equities, options, and futures portfolio.- Grew initial seed capital of 75k to 336.7k for a return of 359% from May 2011 to June 2013 before distributing funds back to the original investor in order to trade only proprietary capital.- Developed a trading process that began with a quantitative screen for growth stocks. Momentum signals were then used to determine entry and exit… Show more - Created a general partnership fund with a seed capital investor after graduating and traded long/short equities, options, and futures portfolio.- Grew initial seed capital of 75k to 336.7k for a return of 359% from May 2011 to June 2013 before distributing funds back to the original investor in order to trade only proprietary capital.- Developed a trading process that began with a quantitative screen for growth stocks. Momentum signals were then used to determine entry and exit signals for stocks that met the screen criteria. Show less