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Louis P. | Elance
 
176985602337900
Last Sign-in: Jan 2, 2015

Louis P.

   United States
  |   Hawthorne, NY

Overview

As part of quantitative trading teams, I have performed the following functions:
1) Research
• Identified trading signals to forecast market movements (equities, commodities, currencies)
• Worked alongside C++ developers to create algorithms to detect market movements
• Understanding the architecture and requirements of the existing electronic trading system
• Utilized Matlab to backtest results and run simulations

2) Trading
• Implemented systematic trading strategies (pairs trading, gap trading, volatility arbitrage, options...

Read More »

Skills (10)

Tested
Equity Trading
Electronic Trading
Risk Analysis
Hedge Funds
Fund of Funds
Portfolio Management
Portfolio Optimization
Options
Trading
Equities

Employment

Merrill Lynch
Senior Quantitative Risk Analyst
2010 - Present
Prime Brokerage: Liquidity and Credit Risk Analysis Counterparty Credit Portfolio Management and Analysis on the Global Level Daily oversight of margining and collateral...
Blacksheep Capital Management
Quantitative Trader
2009 - 2010
Macroeconomic Analysis: Developing a broad global macro approach in identifying investment opportunities across different markets, asset classes, and strategies based on macroeconomic...
ASSENT LLC
Quantitative Strategist
2009 - 2009
Implements quantitative valuation techniques and financial modeling, including multiple regression models, no-arbitrage derivatives pricing models, and mean-reverting stochastic processes. ...
Tremont Group Holdings, Inc.
Quantitative Hedge Fund Analyst
2005 - 2008
Implemented mathematical and statistical models to manage risk Assessed quality of risk for a full range of valuation parameters (volatility, correlation, etc) ...
Smith Barney
Equity and Commodities Analyst
2003 - 2005
Responsible for monitoring growth and value stocks. Analyzes trends in energy and agriculture Conducts fundamental and technical buy-side research...
Prudential Securities Inc
Equity and Derivatives Strategist
2000 - 2003
Effectively functioned as part of a portfolio management team. Analyzed the performance of small and mid-cap value stocks Responsible for building...
Merrill Lynch
Intern to Equity Analysts
1999 - 1999
Provided assistance for two Vice Presidents of Investments. Contributed to the creation of market research reports. Developed equity stock...

Education

Polytechnic Institute of NYU
MS
-
State University of New York at Binghamton
BS
-
Overview  |  Job History  |  Resume/C.V.

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  • 12 months
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Identity
Username
lperri79
Type
Individual
Member Since
January 2015
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Louis P. | Elance

Louis P.