Experience

AlphaLab Capital Group

• Singapore
• Investment Management
• 1 - 100 Employee

• Head of Statistical Arbitrage

  • Sep 2021 - Present

  Researched, developed, and managed statistical arbitrage strategies in cryptocurrency markets Researched, developed, and managed statistical arbitrage strategies in cryptocurrency markets



Signition LP

• New York City

• Principal and Co-Founder

  • Mar 2015 - Sep 2021

  -- Launched a hedge fund that systematically trades stocks across 21 countries with significant emerging markets exposure -- Created the investment process which utilizes market microstructure to facilitate the trading of a statistical arbitrage strategy with equity market neutral tilts -- Led investor relations to raise $200M and communicated regularly with clients -- Launched a hedge fund that systematically trades stocks across 21 countries with significant emerging markets exposure -- Created the investment process which utilizes market microstructure to facilitate the trading of a statistical arbitrage strategy with equity market neutral tilts -- Led investor relations to raise $200M and communicated regularly with clients



Moon Capital

• Investment Management
• 1 - 100 Employee

• Portfolio Manager, Co-Head of Systematic Trading

  • Jun 2012 - Nov 2014

  -- Managed systematically a global portfolio of equities, futures, currencies, and bonds -- Responsible for researching strategies, trading the portfolio, building risk and attribution analytics, facilitating operations, and managing broker relationships -- Established a trading operation in Brazil, setting up local brokerage accounts and coordinating the operational flow of collateral and securities lending -- Managed systematically a global portfolio of equities, futures, currencies, and bonds -- Responsible for researching strategies, trading the portfolio, building risk and attribution analytics, facilitating operations, and managing broker relationships -- Established a trading operation in Brazil, setting up local brokerage accounts and coordinating the operational flow of collateral and securities lending



Goldman Sachs

• United States
• Financial Services
• 700 & Above Employee

• Portfolio Manager, Co-Head of Systematic Trading

  • Mar 2007 - May 2012

  -- Developed and managed a multi-billion dollar, U.S. equity, market neutral portfolio -- Designed and traded quantitatively-managed currency and energy portfolios -- Built a statistical arbitrage portfolio in Brazil, trading stocks, futures, non-deliverable currency forwards, and American depositary receipts -- Developed and managed a multi-billion dollar, U.S. equity, market neutral portfolio -- Designed and traded quantitatively-managed currency and energy portfolios -- Built a statistical arbitrage portfolio in Brazil, trading stocks, futures, non-deliverable currency forwards, and American depositary receipts



The AlphaSimplex Group

• Partner, Quantitative Macro Trading

  • Jun 2003 - Mar 2007

  -- Head of research and strategy development for a quantitative global macro fund -- Responsible for entire strategy development cycle, including establishing broker relationships, gathering and cleaning data, developing proprietary trading algorithms, historically backtesting strategies, and writing final production code -- Head of research and strategy development for a quantitative global macro fund -- Responsible for entire strategy development cycle, including establishing broker relationships, gathering and cleaning data, developing proprietary trading algorithms, historically backtesting strategies, and writing final production code



Acadian Asset Management

• United States
• Financial Services
• 200 - 300 Employee

• Intern

  • 2002 - 2003

  -- Designed a stock market forecasting model utilizing Kalman filters and the expectation-maximization algorithm -- New model dynamically allocated between investment styles based on market conditions -- Designed a stock market forecasting model utilizing Kalman filters and the expectation-maximization algorithm -- New model dynamically allocated between investment styles based on market conditions