Python Development and Deployment across the organization. Outright, spreads and volatility modeling in Oil, Nat Gas, and common Ags. Data warehousing and visualizations. Standardizing business logic out of Excel into Python and exposing objects back to Excel via Pyxll. Customizing, testing and deploying Anaconda scientific distribution.

● Design futures trading model that combines aspects of trend following and mean reversion● Develop the system in Python with use of NumPy and Pandas

Trading and strategy: ● Interest Rate Swaps: executed outright, curve and butterfly IRS within a complex relative value and term structure portfolio (2++ model) across US, Europe, UK and Scandinavia● Managed key rate risk while unwinding over 3,500 interest rate swaps● Bonds: managed an OAS portfolio of US Treasuries together with a Senior PM● Repo: in charge of all financing for the firm, continually switched neighboring bonds reducing short covering repo risk ● Exchange traded instruments: expanded tradable universe in a systematic trading program to include commodities, equity futures, volatility futures ● FX Exposure Model: built a firm-wide cash flow based model and traded daily exposures● Evaluated cost of trading, ranked execution quality of counterparties ● Executed a multi-strategy systematic program spanning equities, futures and foreign exchange Management and collaboration:● Managed deployment of a secondary fund, established trading protocol and dealer relationships● Collaborated with developers and quants on enhancements to Interest Rate Swaps analyticsTrading and development:● Developed Trade Monitor(Excel), proprietary cross-asset trade modeling system utilized by all Fixed Income traders and PMs in the fund● Exchange traded instruments: traded bond and deposit futures in USD, EUR, GBP; executed basis trades, hedged portfolios with futures● Foreign Exchange: delta hedged a portfolio of foreign exchange options● Government Bond Repo: started as a European repo trader, took over the US repo book● Execution: electronic, voice, Bloomberg, Tradeweb, proprietary OMS Analysis:● Performed Key Rate analysis of Interest Rate Swap portfolios● Ranked trades based on carry and volatility● Decomposed and tracked Profit & Loss Business development:● Set up lines with new counterparties and developed trading relationships● Collaborated with senior and middle office personnel on straight through processing, trading new products and reporting