Moshe Sarfaty

Moshe Sarfaty Email and Phone Number

Hedge Fund Analyst @ Murchinson
toronto, ontario, canada
Moshe Sarfaty's Location
Toronto, Ontario, Canada, Canada
Moshe Sarfaty's Contact Details

Moshe Sarfaty work email

Moshe Sarfaty personal email

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About Moshe Sarfaty

Capital Markets professional with extensive experience across asset classes, products and functions. Strong track record of pricing OTC derivatives, developing trading algorithms and managing a P&L. Exposure to both the buy-side, as market-maker as well as in a structuring role, and to the sell-side as trader and risk-manager. MBA graduate with specializations in Analytic Finance and Economics and an Undergraduate degree in Computer Science.

Moshe Sarfaty's Current Company Details
Murchinson

Murchinson

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Hedge Fund Analyst
toronto, ontario, canada
Employees:
4
Moshe Sarfaty Work Experience Details
  • Murchinson
    Event-Driven And Corporate Actions
    Murchinson Jan 2015 - Present
    Toronto, Canada Area
    • Corporate Actions: M&A with elections, Tender and Dutch Tender Offers, Dividends and Scrip Options, Rights Offerings, Spin-Offs, etc.• Merger arbitrage
  • Sentigo Technologies
    Head Of Research And Trading
    Sentigo Technologies Nov 2013 - Nov 2014
    • Lead the research and development of new trading algorithms based on research of Sentigo’s proprietary web crawler algorithm. Optimize strategies’ risk and return while maintaining a statistically significant advantage over benchmarks• Manage a team of 4 and report to the CEO; Lead the quarterly presentation to shareholders• Manage the implementation of algorithms - trading decisions as well as position management• First generation algorithms yielded an annualized return of >20%, Sharpe of ~2 and no correlation with the market
  • Pi Funds
    Risk Manager
    Pi Funds Aug 2011 - Oct 2013
    Tel Aviv, Israel
    • Managed the risk of derivative portfolios in Foreign Currencies and Interest Rates with sizes >$1bn• Created scenario analyses and stress tests to learn the portfolio’s true risk profile• Actively hedged exposures to interest rates and exchange rates on a continuous basis• Reported directly to the fund’s Senior Portfolio Manager
  • Barak Capital
    Prop Trader
    Barak Capital Jan 2010 - Aug 2011
    • Functioned as a standalone profit center, evaluated based on P&L and Risk-Adjusted Return on Capital• Traded in listed Israeli and US bonds, stocks and options• Participated in initial and secondary public offerings
  • Lehman Brothers
    Associate - Corporate Actions Trading, Equity Financing Desk
    Lehman Brothers May 2007 - Jan 2009
    • Recruited to build a business specializing in lending of stocks with impending corporate actions – Developed expertise and reputation and generated P&L of >$2.5mm in less than 18 months• Forged relationships with senior traders at leading hedge funds, pitched trade ideas and shared information to build trust and reoccurring business• Monitored mergers, tenders, dividends, offerings, etc., and built a historical research database. Developed models to predict shareholders’ behavior under various events and priced the borrow accordingly• Made stock-loan markets, solicited borrows from long-only counterparties, synthesized long positions in the options market, and supported desk traders and hedge fund clients in protecting short positions
  • Lehman Brothers
    Associate - Structured Equities - Product Development Group
    Lehman Brothers Jul 2006 - May 2007
    • Created and priced structured equity products using stocks, options, ETFs and indices• Conducted feedback sessions with salespeople and customers to better understand market trends and needs• Participated in sales pitches to customers, focusing on the technical characteristics of the offered securities and their particular advantages for specific clients (type of desired exposure, tax implications, etc.) • Initiated research project to create family of index products based on fundamental and technical stock characteristics: read academic papers for ideas, identified significant model variables and developed a back-testing framework in MATLAB
  • Imperva
    Quality Assurance Engineer
    Imperva Jan 2004 - May 2004
    • Analyzed software system modules and composed test plans to exhaust possible scenarios• Initiated and developed improvements to testing methodologies that improved team's performance
  • Ayeca Software
    Quality Assurance Egineer / Manager
    Ayeca Software Jul 2002 - Jan 2004
    • Analyzed QA needs, initiated and managed all QA processes and interaction with company departments• Instituted the process of identifying changes in client needs and information gathering before reworking product• Worked directly with the clients on product integration issues and provided on-site solutions• Reduced development costs by detecting design flaws early in the process and by providing solutions
  • Israel Airports Authority
    Head Of Incoming Flights Security
    Israel Airports Authority Aug 1997 - Jun 2002
    • Functioned as Deputy of Head of Security Incidents, with responsibility for seventy agents• Conducted supervision sessions for junior security agents and Member of Inquiry Committee• Managed a staff of 20 undercover agents, assigned daily tasks, provided feedback and monitored activity • Acted as an undercover officer in the airport and was sent for additional security duties in Israeli embassies

Moshe Sarfaty Skills

Equities Capital Markets Hedge Funds Trading Portfolio Management Options Valuation Securities Emerging Markets Bonds Matlab Vba Statistics Economic Statistics Financial Modeling Data Analysis Microsoft Excel Financial Analysis Derivatives Bloomberg

Moshe Sarfaty Education Details

Frequently Asked Questions about Moshe Sarfaty

What company does Moshe Sarfaty work for?

Moshe Sarfaty works for Murchinson

What is Moshe Sarfaty's role at the current company?

Moshe Sarfaty's current role is Hedge Fund Analyst.

What is Moshe Sarfaty's email address?

Moshe Sarfaty's email address is ms****@****oth.edu

What schools did Moshe Sarfaty attend?

Moshe Sarfaty attended The University Of Chicago Booth School Of Business, Tel Aviv University.

What skills is Moshe Sarfaty known for?

Moshe Sarfaty has skills like Equities, Capital Markets, Hedge Funds, Trading, Portfolio Management, Options, Valuation, Securities, Emerging Markets, Bonds, Matlab, Vba.

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