Geneva, Geneva, Switzerland
Experienced quantitative analyst and trader in the softs commodities space. I am intellectually curious, driven, and have strong learning agility. I have worked on competitive trading floors and at a Silicon Valley fintech start-up. I have lived and worked in the UK and Switzerland. I am passionate about markets, commodities, derivatives, quantitative analysis, data science, and personal finance. I am proficient in Python, using it extensively for data analysis, model development, and automation. I am always eager to meet and talk to driven and passionate people. Feel free to get in touch.
Trading Engelhart's prop derivative cotton book within the softs team. Leverage our fundamental and quantitative research platforms to derive convictions on the function of the market; where disconnects arise, deploy our risk on futures (flat price / spreads) and options.
Quantitative Analyst working on the soft commodities derivatives prop trading desk (sugar, coffee, & cotton). Develop data-driven fundamental research and build quantitative models to guide strategic trading. Create analytical tools, systems, and data pipelines that underpin our research platform. Play a central role in trading discussions and decision-making.
• Ran an internal reconciliation project focusing on key volume flows ($70m+ book) which highlighted $1m+ potential gains from inefficiencies in pricing • Following the analysis, managed a team to build an improved data engineering pipeline and a daily automated reconciliation process allowing realtime visibility • Contributed to various M&As and JVs, including running financial analysis, NPV modelling, and general due diligence on an acquisition of a local partner • Ran competition analysis, pricing, and risk models which fed into key business decisions and realtime G-Coin pricing (Python/Tableau) • Worked on the business's expansion into EMEA: interfacing between the commercial and technical for investors, regulators (FINMA), and banks.
• Consulted on business intelligence procedures - improved reporting, quantitative analysis, data procedures, risk management, and dashboard for clients • Designed and implemented various portfolio analysis tools. These included Black Scholes pricing for options, Greek stress impact, VaR and CVaR amongst other measures.
• Designed and implemented proprietary reports for improved BI on VaR, stress, positions, prices and premiums. This included introducing improved data visualisation and reporting systems: Tableau, Power BI, Alteryx and Python scripts utilising numpy, pandas and matplotlib • Automation of processes including report creation, database appends, text-scraping and system flags. Contributed to significant time savings for risk and other trading desks. Python/C/VBA • Implemented current database libraries and technologies allowing for more appropriate data practices, analysis and visibility. SQLite3/Hadoop • Key contributor towards a quant machine learning project with the goal of analysing parameter weightings on corn premiums and prices • Designed and produced custom metrics to assess trading performance
• Collaborated with freight trading, paper, risk and IT desks to build historic and current reports on OT's physical and paper trading • Updated and improved workflow on key processes through VBA automation and created a SharePoint to enable better information collaboration between teams • Tested and oversaw a transition to new contract software through critical evaluation of novel functionality and key requirements