FLEXTRADE SYSTEMS INC.. Great Neck, NY 2002 — 2013

Director, Quantitative Trading Strategies, Equity Derivatives

• Analysis, design, implementation, and deployment of multi-asset algorithmic trading modules for algorithmic trading system for hedge-funds, broker-dealers and investment management firms.
• Analyzed, designed and implemented strategies for options and warrants trading (volatility, dispersion, spreads, hedging, contingent orders), ADR arbitrage, risk-arbitrage, convertible bonds, VWAP, ETF market-making, index-arbitrage, portfolio liquidation, and program trading.
• Assisted clients in specification and implementation of algorithmic trading strategies.
• Conducted pre-sales presentations. Conference speaker; Educator; Author.

SENGENT.COM, Boca Raton, Florida &amp New York, NY 2000 — 2001

Director, Quantitative Development

• Architected, specified, and designed an automated personal financial advisor. Developed selection criteria to categorize investors by risk profiles. Created portfolios consisting of a passive index/ETF component and an active stock selection component.
• Developed statistical arbitrage models based on Arbitrage Pricing Theory (APT). Calculated principal components and performed statistical regressions to determine how the derived factors explain stock returns. Back-tested models.

N & T ASSOCIATES, LLC, New York, NY &amp Minneapolis, MN 1999 — 2000 & 2001 — 2002

• Conducted statistical arbitrage research. Back-tested models to validate performance. Analyzed transaction costs and slippage. Wrote proposals for hedge fund investment.

D. E. SHAW & CO., New York, NY 1995 — 1999

Vice President, Trader and Manager

• Founded index arbitrage group. Hired and supervised traders and programmers. Managed index portfolios. Developed algorithms and design specifications for cutting-edge trading system. Negotiated with clearing firm to reduce financing costs.
• Traded statistical arbitrage, agency baskets, pairs, and individual stocks. Executed VWAP and contingent orders.
• Designed specifications for automation of pairs-trading execution. Applied limit-order-working expertise to obtain best execution for contingent orders.
• Utilized futures and options trading expertise to hedge portfolios when committing capital.

BEAR, STEARNS. New York, NY 1993 — 1994

Associate Director, Trader

• Managed index portfolios.
• Specified trading analytics and algorithms for index arbitrage system.
• Traded index options, index futures, and equities.

NOMURA SECURITIES INTERNATIONAL, INC.. New York, NY 1990 — 1993