Robert Beltz Email & Phone Number

Chicago, Illinois, United States

Chicago, Illinois

• Overseeing multiple Agile teams covering critical customer-facing pages and core trading services• Driving new features, functionality, and design requirements for key customer-facing pages• Driving initiatives to enhance core trading services, operations, regulatory reporting, and integration work• Formulating strategy, defining roadmaps for multiple teams, and analyzing business metrics to identify opportunities

• Oversaw trading and position management of EMM portfolio consisting of 1000+ equities with average daily portfolio volume between 100,000 and 150,000 contracts, exceeding 200,000 contracts on highest-volume days• Oversaw risk control of EMM portfolio carrying up to 100,000 theta and long-short positions totaling 800,000+ raw vega• Monitored low-latency quoting & execution systems and investigated potential issues through analysis of quoter logs, trade data, and exchange reports• Managed Tech & Telecom, Oil & Energy, Gold & Mining, and Corporate Action portfolios consisting of 400+ equities quoting across three exchanges (ISE, PHLX, CBOE)• Set system parameters and updated inputs to reflect market conditions, address portfolio risk, and maximize trading profit• Monitored trading activity and managed associated position risks at portfolio-wide and individual stock levels• Liaised with quantitative researchers, system developers, and technical support team to troubleshoot issues, optimize system performance, and assess effectiveness of quoting logic• Reviewed edge capture data, idealized P&L per contract, delta slippage, market share, & touch rate in preferenced names• Acted as Designated Supervisory Principal to ensure fulfillment of quoting obligations, address exchange notices of potential violations, request relief for quoting disruptions, and confirm buy-ins of names receiving Reg-Sho notifications• Represented firm at ISE Market Maker Advisory Committee and CBOE Hybrid Liquidity Provider meetings• Applied for new allocations at CBOE DPM post, assessing potential candidates based on liquidity, average daily volume, market capitalization, stock loan rates, and special event risks• Directed trade support team through corporate action adjustments to ensure correct quoting configurations, accurate theoretical values, and reliable risk calculations for newly adjusted symbols

• Managed portfolio of NDX, MNX, and QQQQ options, futures, and stock as part of multi-exchange floor-based market making operation with presence on CBOE, CME, AMEX, PHLX, and PCX• Managed team of 15 traders and trading assistants in Chicago, New York, Philadelphia, and San Francisco• Set daily strategic directives for traders, led morning strategy meetings, and updated trading objectives intraday• Formulated and assessed strategies based on fundamental and technical market analysis, global market factors, and individual index component risks• Set volatility surfaces and calibrated system parameters based on market conditions and progress toward strategic targets• Positioned inventory and received market information via numerous exchange-level and off-floor brokerage relationships• Balanced risks of cash-settled index options & futures versus physical-settled QQQQ stock and unwound large positions via EFP (Exchange For Physical) market• Assisted in management and oversight of SPX/DJX Index Arbitrage Group• Taught classes to educate traders and trading assistants in option theory and index arbitrage strategy• Provided markets in QQQQ options in trading crowd at Chicago Board Options Exchange (April 2001 - April 2002)• Established presence of firm in QQQQ crowd as top-tier market making operation

• Managed portfolio of 30-Year Treasury Bond and 10-Year Treasury Note options & futures as part of floor-based market making operation at Chicago Board of Trade• Provided markets in listed (standard) and flexible (non-standard) options on 30-Year Treasury Bond, 10-Year Treasury Note, 5-Year Treasury Note, and 2-Year Treasury Note futures• Provided over-the-counter markets in options on U.S. Treasuries of varying maturities to dealers overseas as well as customers in London, Tokyo, Hong Kong, Singapore, and Australia• Initiated trading strategies based on analysis of technical and fundamental market factors• Managed and educated team of clerks and supervised clerking operations