Spider Capital is a privately managed proprietary investment advisor that implements the combination of an event driven and a long/short trading approach, relying on years of experience in credit markets, long standing relationships, and careful market research to seek out the best opportunities to commit capital. As the director, I employ multiple strategies and practice an aggressive approach in building the portfolio based on news and momentum of the markets with a concentration in the US, Europe, Asia, and Emerging Markets. The fund diversifies by globally investing its assets in fixed income securities and equities, including investment grade corporate bonds, high yield securities and convertible bonds, and various global equities.

Full time side-hustle managing a premier American Steakhouse

Interdealer broker – Structured CreditICAP provides over the counter markets to major institutions around the world. While at ICAP I worked in the area of structured credit, facilitating the trading of the following:*CDX.IG9 Index Tranches – This market was at one time a very high volume, flow-style market. In order to provide proper service to dealers with whom I had relationships, I was required to keep in constant contact via electronic chat (Bloomberg IB) and over voice lines. I needed a good knowledge of the inherent value of the securities I was quoting and emphasis was given to acquiring good information and relaying that information to market participants in the interest of ensuring that trades were done at the best price for all parties involved.*CDX.IG off-the run Index Tranches – This market was less liquid and required a slightly different approach than working in a flow product. Goals for this market were to get trades done in the interest of collapsing or unwinding legacy positions and simultaneously to provide accurate prices on a regular basis so that dealers could properly evaluate risk, report marks to internal compliance, and determine overall book value in the less liquid environment.*CDX Index Swaptions – During my time as part of the team doing credit options at ICAP, I strived to gain a full fundamental understanding of how the assets were priced and their relative pricing based on underlying strikes and expiration. I worked internally with developers in designing an Excel pricing model and was especially proud of the resulting model and its usefulness as a tool with which a good expectation of the market’s daily valuations could be calculated for a full run of strikes and durations.

During my ten years of employment at GFI, I had the opportunity to work in various markets and gain exposure to a full spectrum of over the counter credit products. In all areas of experience, skills emphasized were relationship development and product knowledge. Daily goals were centered on proper execution of trades and the collection and dissemination of appropriate information as it related to the assessment of individual assets’ value.2007-2009 Structured Credit: CDX.HY Index – I worked as part of a small team of brokers in the area of structured credit focused on High Yield Index Tranches2003-2007 Emerging Markets: Credit Derivatives – As part of the single name CDS desk, I worked with a team of brokers focused on the execution of trades in emerging market sovereign CDS in both single names and in the CDX.EM index1999-2003 Emerging Markets: Cash, Repo, and Options - After being initially hired to work on the EM Repo desk in 1999, my team oriented work ethic and client relationships I developed afforded me the chance to work in the repo market and simultaneously split time brokering the EM Bond options and the EM bonds (the cash desk).

As a consultant at Roche pharmaceuticals, I worked on a data collection and organization project ensuring that OSHA and EPA policies were communicated to and implemented at numerous Roche facilities.