Trading & FinTech Startups:

Interested in longer-term partnership opportunities and shorter-term advisory roles

Consulting Projects:

Trading infrastructure, quantitative development environment and analytics for trading and research.  Initial design, advisory, review of external solutions and full implementation

• Expansion of market-making and risk-taking capabilities in Rates products (swaps, cash bonds, futures & options).  State-space market-making models

• Quantitative trading and research infrastructure, signal research, simulation and post-trade analysis

• Yield curve modeling analytics and signals, factor-based risk-management and P&L attribution

• Algorithmic execution of Fixed-Income relative-value trades, TCA, execution analysis metrics

• Rationalization of existing infrastructure, in-house solutions vs. external platforms

• Model Validation

• Pricing and risk-management analytics for all Rates products