Senior Manager, XRP Markets Resume Example
Quantitative trader with broad experience from statistical arbitrage to high frequency FX. Early entrant in the digital asset space as an official market maker for Ripple from 2014 – 2017. Joined the XRP Markets team at Ripple to help them achieve their vision of the internet of value, but now exploring a return to quantitative trading.
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Charged with increasing liquidity of XRP to enable Ripple's vision. Lead on Liquidity SWAT team, to ensure liquidity for Ripple flagship digital asset cross border product On-Demand Liquidity (ODL), allowing product volume to grow from $0 to $2.6B annualized as of September 2020.
· Work as part of business development team to build out XRP markets, mirroring that of FX markets
· Perform primary quantitative analysis of XRP markets for Ripple, presenting to C-Suite and advisors, external partners, and broader firm
· Managed XRP programmatic and OTC sales; XRP sales grew from $46.7M in year before joining to $530M in 2018, and deliberately lower to $500M in 2019
· Developed liquidity scaling plan for ODL, then signed liquidity deals with digital asset market makers, allowing ODL cross border volumes to grow from 0 to annualized $2.6B pace as of September 2020
· Sourced acqui-hire of crypto-trading firm to bolster engineering capacity within digital asset ecosystem
· Presented to C-suite of MGI regarding digital asset markets, giving them comfort to move from legacy infrastructure to Ripple solution
· Oversee relationships with quantitative market makers facilitating ~$65M in XRP loans
· Work cross-functionally with data, product, finance, legal, tax, and compliance teams
Founded algorithmic trading desk at proprietary trading company. Earned 475M XRP for firm in market making contracts and volume incentives
· Initiated algorithmic market making for bitcoin, ether, XRP, and other cryptocurrencies across global crypto exchanges
· Led team to build low latency C++ trading platform / historical simulator to trade spot FX and digital assets
· Researched, analyzed, coded in C++, simulated, and deployed live, multiple original intraday algorithmic trading strategies
Senior employee at fast-paced algorithmic proprietary trading company that averaged over $4.75B per day in notional currency trades. Sharpe ratios of 24.51 in 2010, 28.60 in 2011, 26.04 in 2012
· Developed original quantitative trading strategies, as well as refinements of existing strategies
· Programmed and executed back testing with in-house simulation engine, using C++ for high frequency, and VBA for lower frequency strategies
· Managed real time production risk parameters to optimize performance in changing market conditions
· Implemented extensive post-trade analysis to hone trading performance
· Managed liquidity providers examining last look and firm liquidity, PnL per trade, latency, fill/accept rates, and slippage
Quantitative trader on Asian equities team at a hedge fund founded by former members of Long Term Capital Management. Primarily responsible for a quantitative long/short equities strategy on TSE, with 2007 performance of 32% Return on Capital
· Executed Topix free float and MSCI index rebalancing, IPO, and special situation strategies
· Created fully integrated quantitative trading platform, with trade signal generation, real time portfolio management, historical trade analysis, and portfolio risk management
· Developed models for pair, box, and portfolio historical analysis, performing cointegration, orthogonal regression, time series analysis, Ornstein Uhlenbeck analysis, unit root testing, momentum testing, and stress loss analysis
· Built risk analysis tool detailing PnL decomp, beta, market cap, price, volume, PB, PE, and volatility exposures
· Tested historical performance of dividend capture strategy and sector momentum strategy
· Executed majority of cash and futures trades for pan-Asia strategies on TSE, SGX, HSI, KOSPI
· Performed full trade support, including FX hedging, PnL reconciliation, financing, trade processing, and trade break research
Carnegie Mellon, Tepper School of Business - City
Columbia University - City
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Resume Overview
School Attended
- Carnegie Mellon, Tepper School of Business
- Columbia University
Job Titles Held:
- Senior Manager, XRP Markets
- Senior Algorithmic FX and Crypto Currency Trader
- High Frequency Currency Trader
- Strategist / Quantitative Equities Trader
Degrees
- Master of Science : Computational Finance
No Degree : Quantitative Studies For Finance Program
Bachelor of Arts : Economics
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