Software Skills

Python
Microsoft Excel
SQL
Flask

Sector Experience

Financial Services
Business Services
Technology
1
jobs

Jobs Completed

13
years

Years of Experience

10/20

Member Since

Experience

 
Cipher Technologies Finance
Head of Risk Management
02/2019 - 09/2020
Head of Risk Management. Modeling and Risk Analysis in Python for the Crypto Derivatives Space
Lehman Brothers Holding Inc. Finance
Senior Vice President
04/2011 - 12/2017
Provided support to internal and external legal teams on derivative valuation and market structure issues. Computed post-bankruptcy valuations for 30,000 equity derivatives including vanilla options, variance swaps, dispersion trades, correlation swaps, out-performance options, auto-callable trades and other ex
Platinum Grove Asset Management Finance
Equity Derivatives Strategist
08/2004 - 10/2008
● Relative value trades: VIX/variance, VIX/SPX options, SPX options/variance, and liquid index dispersion and
correlation