William Mcgraw Email & Phone Number

New York, New York, United States

Risk Technology Senior Quant: July 2022 - January 2024Developed centralized graph-based risk computation engine for algebraic transformations of risk data across many sources and dimensions. Conducted research into RiskMetrics (RM) modeling of interest rate derivatives, giving particular attention to RM’s accuracy in measuring the VaR of the firm’s positions. Macro Technology Product Owner: February 2021 – June 2022Coordinated—from the business side—the build-out of a new macro technology platform to support the expansion of the macro business to include more asset classes and PMs.

Combining model-based and scenario-based risks for a full picture of the distribution of market risk, I reported to the CIO, CRO, and full investment team on portfolio risk as well as trade sizing and portfolio allocation.Led the risk team’s effort in expansion to individual allocations to PMs. In addition to advising PMs on appropriate levels of risk-taking, this required adapting technology to allow for real-time monitoring against risk limits and daily reporting for multiple portfolios. Created firm’s RV analytics platform to centralize access to market data, time series calculations, and relative value analysis. This remains the foundation for the work of a four-man team of desk strategists.

New York

Interest rates strategist responsible for team's views and trade ideas in interest rate derivatives, especially options and volatility.Developed C++ library of mathematical algorithms and derivatives pricing analytics including options pricers for general interest rate derivatives products.Designed a client-facing web-based analytics platform for interest rates derivatives. This successful project became the template for the firmwide web-analytics product.

Madison, Wisconsin, United States

Recognized as an expert in the arithmetic of the Fourier coefficients of modular forms. Proved well-known conjectures in this field, including a question of Fields medalist Richard Borcherds.Five publications in prominent mathematics journals, such as Mathematische Annalen, the Journal of the London Mathematical Society and the Journal of Number Theory.Invited to speak at such prestigious institutions as Harvard University, Brown University, Boston College and the Mathematisches Forschungsinstitut Olberwolfach in Oberwolfach, Germany.

Bachelor Of Arts - Ba, Economics

Doctor Of Philosophy - Phd, Mathematics

Mscf, Quantitative Finance

Master Of Arts - Ma, Mathematics