Quantitative Engineering and Data Group

• Member of a six-person pod that developed, tested, and implemented many short (1-2 day) and medium-term (1-2 week) strategies in stocks, futures, ADRs, and ETFs.

• Designed and developed the distributed software infrastructure needed for static data management, backtesting, risk management, P&L attribution, realtime pricing, and automated order execution

• Managed a team of four developers making markets in numerous stocks, futures, ETFs, and ADRs using quantitative fair value models

• Developed the software infrastructure needed to place quotes, adjust fair values, and track risk across all quoted products

• Consistent revenue growth since the creation of the group

• Wrote all utility applications and created database needed to maintain static data for index arbitrage trading (dividend estimates, index constituents, funding rates, etc.)

• Worked on all aspects of index arbitrage trading software from market data feeds to index calculation to order management