Research and develop data-driven models for proprietary automated trading systems.

Provided liquidity in U.S. and European interest rate term structures utilizing self-developed and co-located market making and hedging automation. Additionally, I assumed inventory based on independent analysis of relative value shifts in interest rates, with the intention of capturing highly asymmetrical risk/reward profiles.

Market maker in U.S. agriculture options. Worked cohesively with a group of over ten traders to actively identify and capture advantageous risk opportunities.

Held positions in Eurodollar, Euribor, and Short Sterling term structures. Strategies were almost fully discretionary with the exception of proprietary automated gray box execution logic.