Nikita Kapshuk Email & Phone Number

Chicago, Illinois, United States

Greater Chicago Area

Greater Chicago Area

• Managing $4.1B - $5.3B in risk assets on a daily basis as one of the twelve risk associates in Equities Options Risk department, by simultaneously providing market data research in the areas of statistical correlation.
• Analyzing portfolio risk and proactively engaging in the markets to manage expiration, dividend and tail risks.
• Monitoring markets and executing risk rebalancing trades based on portfolios with the goal of minimizing beta, vega and liquidity exposure across equities and derivative products.
• Stress testing financial market developments and helping build risk methodologies and processes for new risk tools directed towards monitoring real-time risk in the areas of liquidity and volatility.
• Managing business risk and adherence to compliance according to FINRA regulations as a holder of series 7 & 63 certifications by working closely with compliance team and researching trading data for anomalies.
• Perform periodic ad hoc projects related to exposure and multidimensional risk in derivative markets in the goal of increasing bottom line and decreasing operational risk.

Greater Chicago Area

• Being the youngest hire in the hedge fund demonstrated project management experience by leading a 4-member team, training them, designing and integrating data and performance processes between order management and.
• Monitored the trade flow from electronic trading platforms, and ensured accurate trade settlement in risk, PnL and accounting systems of all trading activity in fixed income portfolios. Which led to identifying.
• Collaborated with Trade Desk, Risk Management, Operations, Corporate Actions Team and IT Desk on ad hoc projects related to the growth of business capabilities such as fast trade executions, product expansion, process.
• Developed over 40 custom financial data reports using SQL to assist traders and portfolio managers in research which would then prove to be used to make over a $3 billion worth of trades.
• Perform extensive data QA Troubleshoot issues and work cross-functionally towards a solution. Established and booked trades for more than 300 financial instruments like convertible bonds, corporate bonds, futures.

Chicago, Illionois

• Responsible for model production and design of the documents in trend following (volatility alpha) models in FX, oil futures and equities with leading 8 junior traders while gaining knowledge in business and data.
• Convinced DePaul’s student funding organization to award the necessary funds in the amount of $1,800 to organize networking event in Houston, TX where co-presented quarterly financial performance and status of the fund.
• Reviewed 7 designs and documentation of volatility chasing models to ensure the design meets the fund requirements and risk parameters by conducting test trades.
• Developed 2 reporting documents up to the industry’s highest standards to be compliant with financial regulations and created a real-life reporting procedure.

Chicago, Illinois

- Directed 3 member team for creating ‘Applied Option Trading Class’- pricing, risk characteristics, and dynamic behavior of specific options: strategy (single or multiple) and portfolio hedging via based on WTI futures market. - Produced advanced vanilla option strategies and Greeks relation to long-dated options. Built computer-based option simulations.