Madrid · Markets · Quant development
Desk experience,
and a trading system
of my own.
My background is in markets, from trade compliance at a quantitative manager in Boston to an equity financing desk at ING in Singapore. In addition, I have built my own systematic equities platform, and I am completing a master's in data science at IE in Madrid.
In every job I have had, I ended up building something.
I interned on ING's Strategic Equity Transactions desk in Singapore, working with the traders on pricing and putting together the pitchbooks and credit packs that carry a deal through the bank. Before that I was a Product Analyst at Natixis Investment Managers in Boston, worked in Trade Management at Brown Brothers Harriman, and did Trade Compliance at Arrowstreet Capital. I started out as an investment banking summer intern at Chinabank Capital in Manila.
At Natixis that meant automating a daily report that used to eat half a morning. At Brown Brothers it was a client database. Now it is a trading platform I run myself: a data pipeline that keeps everything point-in-time, a factor engine, an orchestration layer that turns scores into orders, and a dashboard over the top. I am sharpening the data science side with a master's at IE Business School in Madrid.
Two sides of the same job
The desk and the system.
Finance
Six months on ING's Strategic Equity Transactions desk in Singapore. Working with traders on swap pricing, and producing the pitchbooks, credit packs and transaction research that sit behind a deal.
- Pitchbooks for structured equity transactions
- Swap pricing alongside the traders
- Credit rationale packs and due diligence
- IPO and book build transaction research
Quant & data
A platform that takes vendor data all the way through to broker orders, on a paper account for now. Point-in-time ingestion, a factor engine, portfolio orchestration and execution, running on my own Kubernetes clusters.
- Point-in-time data platform on Dagster and k3s
- Factor engine with explicit activation gates
- Portfolio orchestration through to broker execution
- Momentum, mean-reversion and pairs strategies
Experience
Selected work
Built, tested
and written up.
Lean Data Platform
The layer everything else stands on: vendor ingestion, point-in-time fundamentals and corporate actions, orchestrated by Dagster across a GitOps-managed Kubernetes cluster.
Meridian factor engine
A factor engine built around four components: prediction, ranking, regime and risk. Each one has to earn its way into the product.
Argus portfolio orchestration
A portfolio operating system. Strategy sleeves produce targets, a portfolio engine builds the book, risk overlays cap it, and the execution layer works the orders through to the broker.
Structured products proposal
A client case. Rebalance a concentrated equity portfolio and build an income sleeve, using structures instead of going to the market.