Lucas Krenn Email and Phone Number
Better than yesterday
Flovtec
View- Website:
- flovtec.com
- Employees:
- 11
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Quantitative TraderFlovtec Dec 2021 - Present -
Quantitative Research Intern, Convertible & Risk ArbitragePolar Asset Management Partners Inc. Jan 2021 - Apr 2021Research and development of part-of-speech machine learning models (including conditional random fields) used to parse and clean various unstructured fixed income quotes for later use in alpha generation. Development of automation and web-scraping tools used to assist in the decision making processes of various projects and for report generation. -
President And Co-FounderMathematical Investment Research Council Jan 2017 - Apr 2020Mcmaster UniversityThe MIRC was founded as McMaster's first student research team to use the mathematics, statistics and computer science material taken from the undergraduate curriculum to conduct quantitative research in algorithmic trading strategies and better equip students with the industry skills necessary to work in a quantitative field. -
Intern, Machine Learning R&DCastle Ridge Asset Management Sep 2019 - Dec 2019Research and development of WALLACE: a genetic algorithms-based model that uses a proprietary branch of Evolutionary Computing to mimic the process of selective breeding and natural selection in order to optimize portfolios with various mandates. Development of tools and documentation related to the everyday requirements of a start-up hedge fund. -
Intern, Quantitative Strategies And ResearchOntario Teachers' Pension Plan May 2019 - Aug 2019Independently tested a hypothesis that claimed the feasibility of cross-sectional momentum trading strategies on sector/country aggregates after considering constraints, volatility-targeting, and transaction costs.Developed independent research ability by taking ownership of the project in its entirety. -
Intern, Asset AllocationTd Asset Management May 2018 - Aug 2018Toronto, Ontario, CanadaAssisted in developing a liability-driven investment tool used to calculate a client's probability of achieving their retirement goals given various assets and liabilities (VBA)Created a web-scraping tool that stores various geopolitical and economic events to be categorized algorithmically and analyzed for market implications (R)Created a historical factor-based tool which analyzes future expected market risk and return given current or hypothetical positions of economic indicators (VBA) -
Intern, Financial Engineering And ModelingDeloitte Jan 2018 - Apr 2018Toronto, Ontario, CanadaResponsibilities include carrying out the valuation of various types of derivatives (including mortgages, morgage-backed securities, commodity and interest rate swaps, warrants, options, and fixed-income products), gathering data from Bloomberg to be used in valuation models, preparing reports to be sent to clients.Developed understanding of complex derivatives, their respective valuation models, Bloomberg software, MS Office Suite, and time management skills. Greatly improved both problem solving skills and ability to work independently. -
Project HeadBearing Capital Partners Inc. Jun 2017 - Mar 2018The Mathematical Investment Research Council was approached by Bearing Capital Partners to create a small team to develop and implement a strategy for locking in/paying out insurance on volatility using exchange traded instruments such as SVXY. The strategy involves a model which sifts through and optimizes the combination of various indicators related to the behaviour of uncertain markets and the instruments traded. -
Music TeacherAcademy Of Music Mar 2015 - Jan 201813-75 Rosedale AvenueEffective instruction of piano, guitar, and drums lessons to students ranging from children to adults. Development in communication, professionalism, punctuality, and teamwork while participating in concerts and in bands. -
Intern — Decision SciencesTd Jun 2017 - Aug 2017Toronto, Ontario, CanadaCreating and optimizing machine learning models using Python (and packages such as Numpy, Scikit-Learn, Pandas, and Matplotlib) to discover, analyze, and forecast relationships between major Canadian macroeconomic factors and key performance indicators related to TD's credit card business. -
Mathematics TutorSelf Employed Jul 2016 - Jun 2017As a mathematics tutor, I develop and refine lessons tailor made to the learning styles and speed of each individual student. This position helps further develop effective communication, planning, and teaching abilities.
Lucas Krenn Skills
Lucas Krenn Education Details
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Master Of Mathematical Finance (Mmf) -
Honours Mathematics And Statistics (Co-Op) -
St. Roch C.S.S.Ossd, Instrumental Music Arts
Frequently Asked Questions about Lucas Krenn
What company does Lucas Krenn work for?
Lucas Krenn works for Flovtec
What is Lucas Krenn's role at the current company?
Lucas Krenn's current role is Quantitative Trader, Digital Assets.
What schools did Lucas Krenn attend?
Lucas Krenn attended University Of Toronto, Mcmaster University, St. Roch C.s.s..
What are some of Lucas Krenn's interests?
Lucas Krenn has interest in Politics, Science And Technology, Education, Arts And Culture.
What skills is Lucas Krenn known for?
Lucas Krenn has skills like Autodidactic, Options, Futures Trading, Bloomberg Software, C++, Mathematics, Index Futures, Public Speaking, Microsoft Office, Music Education, Team Leadership, Microsoft Excel.
Not the Lucas Krenn you were looking for?
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Lucas Krenn-Brown
Sacramento, Ca
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