Paul Gregory Email & Phone Number

Chicago, Illinois, United States

Responsible for product management on current installed platforms as well as PM and direction on new technology front end and services delivered via Web, Mobile, and Cloud.

Chicago, Illinois

Managed risk exposures and margin calls of OCC clearing member Customer, CPM, Market Maker, Cross Margin, and Firm accounts. Honed plans and procedures in the event of a default of a clearing member. Interfaced with DTCC - NSCC on common member risk as well as with other OCC departments on models, analytics, pricing, new products, and business requirements on new generation OCC platform.

Chicago, Il

Managed my own volatility curves, trading, and risk. Wrote code for curve math and custom risk metrics along with algorithmic trading logic for quoting and electronic eye. Coded hedging and HFT strategies utilizing futures and ETF's.

Chicago, Il

Consulted with trading firms and sold analytic and risk management platforms. Worked with development staff on option modeling and creating innovative new solutions for our clients. Valdi provides solutions for front, middle, and back office for equities, futures, fixed income and options traders, with connectivity via SunGard's global network. It also integrates functionality previously offered as Brass OMS, Assent Liquidity Services, BondOne, GL, and MicroHedge, which provides real-time analytics and risk management for derivatives.

Greater Chicago Area

As Product Manager led creation of new custom software platform to intelligently scan OPRA market data and option trades creating real-time surveillance alerts and reports. Created single server solution bringing in full OPRA and underlying data from PICO creating near real-time volatility curve smoothing, theoreticals, greeks, trading opportunity / exchange and brokerage trade error surveillance solution.

Greater Chicago Area

Designed and scripted low latency CME futures trading strategies utilizing co-located servers driving strong profits while developing extensive knowledge in high frequency and algorithmic trading.

As Product Manager led creation of new software solution for options market making and trading with API to SunGard - MicroHedge. Implemented next gen auto-quoting logic for traders moving from open outcry to electronic trading.

Self employed Market Maker / Local in options on equity and index options at the CBOE and corn and wheat options at the CBOT.