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.

- 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.

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.

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.

Investment Management Division and Securities Division.

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

Investment Management Division.

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

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