Quantitative trader/researcher with focus on quant/stat arb strategies in credit and equity markets: market making, credit index +ETF arbitrage, basis trading, long-short alpha models, vol trading. Hands-on experience with systematic credit trading, alpha and risk models, portfolio optimization, strategy backtesting, valuation & risk management of complex portfolios
Senior Quant Trader, Systematic Credit Trading at Chicago Trading Company
Doctor of Philosophy (PhD), Mathematics (Stochastic Analysis)