Equip PMs and quants with appropriate systems, automated methods, and infrastructure to ensure efficient and reliable execution of production and research activities

Involved with all aspects: Fundraising, Marketing, Sales, HR and Product.As CTO, I led a team of developers, using latest cloud technologies and a tech stack including Python, JavaScript, and C++ in creating a new platform for financial calculation and integration for Banks, Asset Managers and Hedge Funds.- Guided the engineering team to transform our prototype from concept to a cloud hosted enterprise solution.- Delivered MVP solution to first customer providing a pricing calculator for exotic structured notes.- Cloud hosting using Kubernetes, Docker on GCP - Managed in house programmers and quants along with overseas resources.- Responsible for technology strategy for the firm, including strategic planning, budgets, operations, and the prioritization of IT initiatives.

Tactical Commodities and FuturesManaged a diversified systematic trading portfolio within Highbridge’s flagship Multi-Strategy fund. Portfolio strategy types include trend and counter-trend, with long term and short term holding periods. Risk was allocated dynamically using over 30 liquid exchange traded futures (energy, metals, grains, softs, fx, equity index, & interest rate)- Actively oversaw automated order placement, execution, and positioning. - Programmed various data testing and management tools to facilitate comprehensive analysis used to conduct strategy refinement and enhancement.- Directed development of automated processes to link real-time signal engines to OMS.

Chief responsibility was to conceive of new systematic trading strategies and manage the research and development into a systematic trading program. This included both direct code development / back-testing, and a supervisory position delegating further research to staff, conducting code reviews, and evaluating all statistical results.- Implemented a diversified systematic futures portfolio seeded by Mizuho head office. Strategies include trend-following, mean reversion, and relative value. Products traded include 30+ exchange traded futures (rates, bonds, fx, equity index, energy, metals, agricultural.)- Programmed implementation platform in VBA/C++ which, manages all historical market data (intraday and daily), performs model back-testing, generates trading signals in real-time, sends signals to OMS, records all trade tickets, maintains current market positions and real-time pnl/risk.- Conducted research on a variety of strategies including trend, counter-trend, carry, and mean reversion across multiple time frame such as medium term, short term, and high frequency.- Developed Volatility Stabilization techniques to ensure continuous risk diversification

Implemented a comprehensive risk department. Integrated US risk management department with head office.- Established controls and analytic reports to manage and forecast liquidity, interest rate sensitivity, VAR and other key treasury balance sheet indicators for North American operations.

Primary responsibility was to trade a collection of low correlation global interest rate strategies utilizing both RV and trend following approach. Products traded include high grade fixed income, interest rate derivatives, and options. Strategies traded include Hedged Directional Momentum Model, Yield Curve Option Spread Portfolio, and market neutral relative value opportunities.- Provided detailed trading ideas and Technical Analysis for the desk.- Developed and enhanced a number of proprietary trading strategies and created market opportunity indicators using proprietary C++ platforms to conduct back-testing and optimize risk/reward efficiency.- Managed a team to develop a standardized pre-trade analytic platform integrating existing risk arbitrage models and extending analytic capabilities to a number of new quantitative models ( Gaussian 2+.) This generated RV indicators on fixed income, swap, and swap spread curves.

Fixed Income, FX, Futures