Lucas Krenn

Lucas Krenn Email and Phone Number

Quantitative Trader, Digital Assets @ flovtec
zug, switzerland
Lucas Krenn's Location
Canada, Canada
About Lucas Krenn

Better than yesterday

Lucas Krenn's Current Company Details
flovtec

Flovtec

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Quantitative Trader, Digital Assets
zug, switzerland
Website:
flovtec.com
Employees:
11
Lucas Krenn Work Experience Details
  • Flovtec
    Quantitative Trader
    Flovtec Dec 2021 - Present
  • Polar Asset Management Partners Inc.
    Quantitative Research Intern, Convertible & Risk Arbitrage
    Polar Asset Management Partners Inc. Jan 2021 - Apr 2021
    Research 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.
  • Mathematical Investment Research Council
    President And Co-Founder
    Mathematical Investment Research Council Jan 2017 - Apr 2020
    Mcmaster University
    The 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.
  • Castle Ridge Asset Management
    Intern, Machine Learning R&D
    Castle Ridge Asset Management Sep 2019 - Dec 2019
    Research 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.
  • Ontario Teachers'​ Pension Plan
    Intern, Quantitative Strategies And Research
    Ontario Teachers'​ Pension Plan May 2019 - Aug 2019
    Independently 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.
  • Td Asset Management
    Intern, Asset Allocation
    Td Asset Management May 2018 - Aug 2018
    Toronto, Ontario, Canada
    Assisted 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)
  • Deloitte
    Intern, Financial Engineering And Modeling
    Deloitte Jan 2018 - Apr 2018
    Toronto, Ontario, Canada
    Responsibilities 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.
  • Bearing Capital Partners Inc.
    Project Head
    Bearing Capital Partners Inc. Jun 2017 - Mar 2018
    The 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.
  • Academy Of Music
    Music Teacher
    Academy Of Music Mar 2015 - Jan 2018
    13-75 Rosedale Avenue
    Effective 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.
  • Td
    Intern — Decision Sciences
    Td Jun 2017 - Aug 2017
    Toronto, Ontario, Canada
    Creating 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.
  • Self Employed
    Mathematics Tutor
    Self Employed Jul 2016 - Jun 2017
    As 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

Autodidactic Options Futures Trading Bloomberg Software C++ Mathematics Index Futures Public Speaking Microsoft Office Music Education Team Leadership Microsoft Excel Teamwork Pianist Cooperation Statistical Arbitrage Powerpoint Time Management Leadership Customer Service Thomson Reuters Software Research Derivatives Stochastic Processes Communication Microsoft Word Microsoft Powerpoint Fincad

Lucas Krenn Education Details

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.

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