Mark Capogreco

Mark Capogreco Email and Phone Number

Snr Quantitative Developer @ Future Fund
Singapore
Mark Capogreco's Location
Singapore, Singapore, Singapore
About Mark Capogreco

Mark Capogreco is a Snr Quantitative Developer at Future Fund.

Mark Capogreco's Current Company Details
Future Fund

Future Fund

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Snr Quantitative Developer
Singapore
Employees:
477
Mark Capogreco Work Experience Details
  • Future Fund
    Snr Quantitative Developer
    Future Fund
    Singapore
  • Capspire
    Quantitative Strategist - Consultant
    Capspire Nov 2023 - Present
    Australia
  • Datatize
    Founder/Director, Datatize
    Datatize Feb 2021 - Present
    Singapore And Vietnam
    datatize (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.
  • Standard Chartered Bank
    Head Of Analytics And Quantitative Systems (Ed), Enterprise Risk Analytics Systems
    Standard Chartered Bank Sep 2008 - Jan 2021
    Singapore
    Developed 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)
  • University Of Technology Sydney
    Research Associate, Quantitative Developer
    University Of Technology Sydney Mar 2007 - Apr 2008
    Sydney, Australia
    Implemented 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.
  • Asx
    Quantitative Developer
    Asx Aug 2006 - Feb 2007
    Sydney, Australia
    Worked at ASX whilst undertaking study full-time. Developed Testing tools for UAT testing against new vendor solution, involving option revaluation, VaR and Sensitivity tools.
  • Contracting
    Quantitative Developer / Software Engineer
    Contracting Jul 2000 - Jul 2005
    London, United Kingdom
    Contracted 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.
  • Stapleton & Associates Consultants
    Electrical Engineer
    Stapleton & Associates Consultants Jan 1997 - Feb 2000
    Perth, 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

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.

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