Experience

Patronus Capital

• United States
• Financial Services
• 1 - 100 Employee

• Chief Investment Officer

  • Apr 2020 - Present



Optiver

• Netherlands
• Capital Markets
• 700 & Above Employee

• Derivatives Trader

  • Jan 2015 - Jan 2020

  Market making Treasury and Eurodollar options

• Wholesale Trader

  • Jan 2012 - Dec 2014



UNSW

• Research Assistant

  • Aug 2011 - Jan 2012

  Looking at Asset Allocation using dynamic dependence structures

• Tutor

  • Jul 2011 - Oct 2011

  Tutoring first year actuarial students



Zurich North America

• United States
• Insurance
• 700 & Above Employee

• Actuarial Analyst

  • Jan 2011 - Jul 2011

  General Insurance Pricing team (UNSW CO-OP ITE 3) Assisted in running monthly monitoring spreadsheets Created a pricing portfolio for Household Removal Insurance General Insurance Pricing team (UNSW CO-OP ITE 3) Assisted in running monthly monitoring spreadsheets Created a pricing portfolio for Household Removal Insurance



Westpac

• Australia
• Banking
• 700 & Above Employee

• Quantitative Analyst

  • Nov 2010 - Jan 2011

  Market Risk Management Team (Summer Internship)Used VBA to automate the inputs for the risk measures of the Electricity Trading DeskBuilt a spreadsheet to modify volatility surface of commodities and equities

• Quantitative Analyst

  • Jun 2010 - Nov 2010

  Group Risk - Enterprise Risk Analytics Team (UNSW Co-op ITE 2)Assisted with approximation tool for VaR and CVaR for Operational RiskDeveloped a new method for the correlation estimates in the credit risk model



Taylor Fry

• Australia
• Insurance
• 1 - 100 Employee

• Actuarial Analyst

  • Dec 2008 - Feb 2009

  General Insurance Consulting (UNSW CO-OP ITE 1) Learnt SAS, VBA and Excel Created a heat map of Development Triangles. General Insurance Consulting (UNSW CO-OP ITE 1) Learnt SAS, VBA and Excel Created a heat map of Development Triangles.