Software Skills

Python
Microsoft Excel
SQL
Flask

Sector Experience

Business Services
Financial Services
Technology

Experience

Cipher Technologies Finance
Head of Risk Management
2/2019 - 9/2020
Head of Risk Management. Modeling and Risk Analysis in Python for the Crypto Derivatives Space
Lehman Brothers Holding Inc. Finance
Senior Vice President
4/2011 - 12/2017
Provided support to internal and external legal teams on derivative valuation and market structure issues. Computed post-bankruptcy valuations for 30,000 equity derivatives including vanilla options, variance swaps, dispersion trades, correlation swaps, out-performance options, auto-callable trades and other ex
Platinum Grove Asset Management Finance
Equity Derivatives Strategist
8/2004 - 10/2008
● Relative value trades: VIX/variance, VIX/SPX options, SPX options/variance, and liquid index dispersion and
correlation