Mark J. Email & Phone Number

London, Gb

London, Gb

Global head of crypto interest rates trading and Treasury. Strategic oversight of all products with a funding component, including:- On-exchange systematic derivatives basis strategies- OTC loans market-making- Staking- OTC CFD rates- OTC Spot funding charges - FX Swaps- Firmwide ALM Optimisation/Treasury ManagementB2C2 Management Team member. Managing a team of six.

Projects: --> Blackjack game with Monte Carlo Simulations --> Lift Optimiser --> Expense Splitter —> Sports betting arbitrage using advanced human-like web scraper (using selenium)Completed 11 online courses covering the majority of topics included in Comp Sci bachelor’s degree. - Courses covered Algorithms, Data Structures, Machine Learning, Hardware & Software Construction (including building a compiler), Networking, and Software Design.- Universities include Harvard, Stanford, and MIT.- Focused on concepts rather than language and framework specifics in order to remain stack agnostic - however, I’ve primarily used Python, C, JavaScript, React, PostgreSQL, SQLite, MATLAB, Flask, Heroku, Git, and Tkinter.

London, Gb

- Global cross-asset execution trader (Commodities/Credit/Equities/FX/IR) for $5bn+ AUM macro hedge fund. - Traded both systematic (global volatility risk premium, trend, value, carry) and discretionary strategies.- Initiated & led incremental significant recurring P&L through optimisation of Equity PB relationships.- Resigned in order to move to Malaysia due to my partner’s unexpected work transfer in July 2019.

New York, New York, Us

Fixed Term Contract. Global Delta One and Prime.- Hired by the Global Head of Prime to enhance performance, processes, and collaboration between trading desks. - Ad-hoc projects included independently building IR & XCCY risk models, optimising trading around internal and external liquidity constraints, and analysing global Balance Sheet, RWA & P&L drivers.

New York, New York, Us

Index Arb & Inventory Optimisation, within Prime and Delta One:- Co-managed $60bn+ combined Index Arbitrage & Equity Finance trading books, generating avg. $180m p.a. P&L across both strategies by capturing the spread between various derivatives with differently priced funding components. Involved risk management of Equity delta, Funding Spread DV01, FX, IR, and XCCY basis.- Initiated and led multivariate optimisation of pooled $230bn+ EMEA & US equity inventory around various capital, liquidity & internal constraints. Generated incremental avg. $18m p.a. recurring P&L by working very closely with GS Strats to implement this optimisation into trading tools. Selected as one of the first traders globally to be given access to Slang/SecDB proprietary programming language/codebase.- Managed EMEA equity TRS trading relationships, with both Inter-Dealer Brokers and counterparties (Banks, Hedge Funds, Pension Funds, ETF Platforms). - CFD market making on single name European equities, primarily to Hedge Fund clients.- Coached four junior team members who assisted with running the book.

New York, New York, Us

Investment Management Division and Securities Division.

Us

$200k long-only equities investment fund run by c.50 students from Harvard, MIT, NYU, Penn, Georgetown, LSE, Dayton, and Colorado (www.gps100.com)

New York, New York, Us

Investment Management Division.

New York, Ny, Us

Sales & Trading. Summer Commodities Exotics & Hybrids Trading offer.

London, England, Gb

Managed a team of over 40 selling assistants and merchandisers on weekends/holidays in the Menswear Department of John Lewis Westfield Stratford City

Bachelor Of Science (Bsc), Statistics With Finance

Education record