Mark Capogreco is a Snr Quantitative Developer at Future Fund.
-
Snr Quantitative DeveloperFuture FundSingapore -
Quantitative Strategist - ConsultantCapspire Nov 2023 - PresentAustralia -
Founder/Director, DatatizeDatatize Feb 2021 - PresentSingapore And Vietnamdatatize (Singapore and Vietnam) is a service company delivering client driven software, data analytics and quantitative algorithms.Delivered systems (All available for demonstration on request):- Physical Commodities trading system with built in shipping and accounting functionality- Crypto Trading, Risk and Accounting system - Fund Accounting System- Quantitative Algorithms currently running in the marketAll projects scoped with clients from inception and developed and delivered using datatize VN. All systems were delivered via our proprietary full stack data analytics platform with full mobile support using PWA, react native applications and telegram bots.Developed a proprietary dynamic dashboard and tiling system for on-going, efficient delivery of requirements following an agile design philosophy, providing quick delivery to clients. -
Head Of Analytics And Quantitative Systems (Ed), Enterprise Risk Analytics SystemsStandard Chartered Bank Sep 2008 - Jan 2021SingaporeDeveloped architecture to facilitate delivery of Risk Models and Analytics at Enterprise scale. Work involves setting up a Model Development Platform leveraging an array of cloud technologies tailored for Model as a Service architecture. Previous roles:Head of Valuation Model Risk Management (VMRM), Quantitative Analyst/Developer (3 years) - Developed the banks new VMRM team to review and asses model risk for Front Office pricing and risk models and ensure governance and regulation of all models. Quantitative Analyst, Quantitative Model Risk - Quant library development and Model Validation (4 years)Quantitative Developer, Modelling Analytics Group - FX Exotics Trading System (3 Years) -
Research Associate, Quantitative DeveloperUniversity Of Technology Sydney Mar 2007 - Apr 2008Sydney, AustraliaImplemented research paper by Pr. Erik Schlogl for ‘Options on the FX Cross Rate and the Implied Joint Distribution’, which involved calibration of Gram/Charlier expansion coefficients from FX market prices. Developed using C++, OpenMPI and developed environment for High Performance Parallel computing. This was used to deploy parallel computing algorithms to determine optimal starting points in determining global maxima and minima for the Gram/Charlier calibration. -
Quantitative DeveloperAsx Aug 2006 - Feb 2007Sydney, AustraliaWorked at ASX whilst undertaking study full-time. Developed Testing tools for UAT testing against new vendor solution, involving option revaluation, VaR and Sensitivity tools. -
Quantitative Developer / Software EngineerContracting Jul 2000 - Jul 2005London, United KingdomContracted to:Royal Bank of Scotland, London (10 months)Alstom, London (2 years and 4 months)JPMorgan, London (9 months)Bank of New York, London (12 months)Chase Manhattan Bank, London (5 months)Examples of projects delivered:• Developed from specification a tactical Operation Risk solution to meet a Basel 2 program requirement for the Group Enterprise Risk department.• Project managed from conception to completion overall headcount model software for the Back Office Clearance and Control departments.• Designed and developed Unit Trust Operating System with MIS reporting tool.
-
Electrical EngineerStapleton & Associates Consultants Jan 1997 - Feb 2000Perth, Australia• Designed and site commissioned control cabinet for seawater pump station. Designed, PLC coded and installed remote pump monitoring, data acquisition and fault call out service via GSM communications network. • Offshore Oil and Gas Platform Power system modelling and analysis including load flow, fault studies, motor starting, transient analysis, harmonic analysis and load shedding studies for FPSO facility, delivering report for onsite commissioning.• Modeled several large Salt Mine site power systems for expansion purposes, system limitations and upgrade works involving extensive data analysis.
Mark Capogreco Education Details
-
Business Analytics -
Deep Learning - Ai -
Distinction -
Distinction -
Electrical Engineering Major In Power And Control Systems
Frequently Asked Questions about Mark Capogreco
What company does Mark Capogreco work for?
Mark Capogreco works for Future Fund
What is Mark Capogreco's role at the current company?
Mark Capogreco's current role is Snr Quantitative Developer.
What schools did Mark Capogreco attend?
Mark Capogreco attended New York University - Leonard N. Stern School Of Business, Københavns Universitet - University Of Copenhagen, University Of Technology Sydney, University Of Sydney, The University Of Western Australia.
Who are Mark Capogreco's colleagues?
Mark Capogreco's colleagues are Jeremy Chan, John Yanitsas, Paul Crisp, Chris Burton, Pradheesh Selvarajah, Jennifer Gao, John Fraser.
Free Chrome Extension
Find emails, phones & company data instantly
Aero Online
Your AI prospecting assistant
Select data to include:
0 records × $0.02 per record
Download 750 million emails and 100 million phone numbers
Access emails and phone numbers of over 750 million business users. Instantly download verified profiles using 20+ filters, including location, job title, company, function, and industry.
Start your free trial