San Francisco, California, United States
Experienced trader with a background in equities, convertible bonds, and futures. Passionate about financial markets and motivated by dynamic environments.
Primary Responsibilities: - Trading the LatAm ETF/index and systematic L/S equity book - Trading the US systematic convertible bonds book - Trading the US systematic L/S equity reactive flow Secondary: - Trading the global equity index futures book - US ETF/index rebalance research
L/S equity & options trading in an active, absolute return environment (Subsidiary of Kershner Trading Group) - Managed a $12m book which was increased through performance based risk bumps from $150k - Increased team profitability in earnings and mean reversion strategies through the implementation of a data-driven process - Utilized equities & options to dynamically hedge positions
- Conducted real-time and historical research to build a strategy based on the last decade of mid/large cap earnings seasons - Identified variables with a positive correlation to price within various sectors (internet/software, energy, financials, and TMT) - Performed statistical analysis on daily/weekly trade execution data to optimize profitability
- Studied the fundamentals of public accounting with a focus on audit practices - Analyzed financial statements and provided support research - Gained practical experience in audit procedures & techniques through hands-on training
- Developed a basic understanding of long/short strategies in an absolute return environment - Learned the fundamentals of alpha generation & equity research - Built basic scripts, filters, and algorithms to aid trading system