• Aggressive, success-driven, and highly collaborative quantitative futures and options trader with 10 yrs. of experience and a passion for designing algorithms.• Skilled in developing and executing quantitative strategies: Created a profitable, quantitative, systematic, relative value and statistical arbitrage model based on correlation, volume and volatility.• Designed and optimized successful relative value and statistical arbitrage strategies in FX, energy and fixed income markets.• Created and implemented profitable fundamental and event-driven strategies in energy and fixed income markets.• Consistently evolving while researching for opportunities in new products, strategies and technologies.• Works well in a collaborative team environment• Disciplined, transparent risk manager and mentor in past firms. • Experience with Matlab, R, VBA, real time modeling in Excel and currently learning C and C#.• Average ROI of 113% achieved over the last 6 years.• References and business plan with detailed trading strategy available upon request.