Bryan has over 12 years of experience in derivatives investment and trading specializing primarily in volatility and convertible bond arbitrage. He has developed a proprietary volatility early warning indicator that can be applied across asset classes. Before forming ARC, Bryan spent 6 years on the buy side as the senior derivatives trader at Visium Asset Management and an analyst at Sabretooth Capital. Bryan began his career on the Chicago Board of Options Exchange as a designated primary market maker for Citigroup. He graduated from Yale University in 2001 with a BA in Social Psychology.
Daniel has 20 years of experience in the Fixed Income Sales and Trading arena, primarily within the interest rate complex. Prior to ARC, Daniel was a Managing Director and Head of Financial Institutions Group for Interest Rates Sales at Bank of America Merrill Lynch. He previously was a Managing Director at Deutsche Bank, where he ran Real Money Sales within the Cross Rates group. Daniel traded numerous fixed income products and derivatives at JP Morgan and PaineWebber, where he began his career. He graduated from Lafayette College with a BA in Economics and History.
Steven is an operations executive with over 10 years of buy side experience. He was previously the director of operations at Visium Asset Management where he oversaw the planning, implementation, and management of more than 10 new home grown funds and managed accounts, taking them from a specialized healthcare boutique fund to a global multi-asset/multi-manager platform. Before working with Visium, Steven was an operations analyst with Balyasny Asset management. He graduated from Lehigh University in 2001 with a BS in Finance.
Andrew is a volatility trader that specializes in quantitative analysis. He has 8 years of experience managing and running the volatility trading business as a proprietary trader at Morgan Stanley where he transformed the trading desk into a market making business to leverage customer flow. After leaving Morgan Stanley he became a volatility portfolio manager at CTC Fund Management. Andrew began his career at Merrill Lynch. He has a Bachelor of Science in Computer Science from the University of British Columbia.
Adam has over 10 years of cross asset class experience in quantitative trading, research, and system design. He was previously a partner in Quantavium, a systematic fixed income fund which he helped launch. Prior to that, he was at Citi working in algorithmic trading for interest rates products and at Merrill Lynch in portfolio analytics and statistical arbitrage. He began his career in algorithmic trading at Citi on the US Government Bond desk. He holds a BS in Computer Science and a degree in Spanish from Lehigh University.
Steve Keen, PhD
Professor Keen is head of the School of Economics, History and Politics at Kingston University in London. He is a specialist in nonlinear dynamic modeling of the economy, with an emphasis upon Minsky’s “Financial Instability Hypothesis” and a strictly monetary theory of economics. He is one of the handful of economists who warned of the GFC before it started, and one of only two who did so on the basis of mathematical models. He has developed the “credit accelerator” as a major explanatory variable in finance markets. Steve is also the author of Debunking Economics and the blog Debtwatch, developer of the Minsky software program and chief economist for the Institute of Dynamic Economic Analysis.
Ross is the co-founder of Motherlode, a private strategic consulting firm based in London. Ross has confidentially developed business strategy for many top tier corporate clients in the financial sector. In 2007 he founded Renegade Economist, a London based think tank dedicated to opening dialogue between leading figures in academia and finance on innovation in economic and political science. He is also an Award winning filmmaker and his internationally acclaimed film Four Horsemen chronicles the global financial crisis. The film has received many awards and has been screened in over forty countries. Ross graduated from the Royal Agricultural University with a degree in Land Management.
Jim Gatheral, PhD
Jim Gatheral is Presidential Professor of Mathematics at Baruch College, CUNY teaching mostly courses in the Masters of Financial Engineering (MFE) program. Prior to joining the faculty of Baruch College, Jim was a Managing Director at Bank of America Merrill Lynch, and also an adjunct professor at the Courant Institute, NYU. His current research focus is on volatility modeling and modeling equity market microstructure for algorithmic trading. His best-selling book, The Volatility Surface: A Practitioner's Guide (Wiley 2006) is one of the standard references on the subject of volatility modeling.
WASHINGTON SQUARE TECHNOLOGIES
Mark Higgins, PhD
Mark Higgins is the Co-founder of Washington Square Technologies LLC, a firm focused on delivering industrial-scale trading and risk management systems and expertise to the buy side. He previously built trading and risk management systems for some of the world’s biggest banks, launching and delivering the Athena project at JPMorgan and building much of the FX and rates functionality in Goldman Sachs’s SecDB. Dr. Higgins co-headed JPMorgan’s Quantitative Research group for its Investment Bank, managing 200 quants covering JPMorgan’s markets businesses, with expertise in derivatives pricing and electronic trading across asset classes. He also spent two years managing JPMorgan’s algorithmic FX index and electronic FX options franchises. Dr. Higgins has a PhD in theoretical astrophysics from Queen’s University at Kingston.
Kirat is the Co-founder of Washington Square Technologies alongside Dr. Higgins. Kirat previously served as the Head of Global Markets Risk Systems at Bank of America, where he built Quartz, a real-time integrated derivatives and securities trading, risk analytics, and applications platform. Prior to this, Kirat was at JP Morgan where he led a team which designed and built a global risk and trading system to unified trading, risk, and pricing functions for foreign exchange options, equities, and commodities. Kirat also spent eight years at Goldman Sachs writing and maintaining the core SecDb framework which is used for pricing and risk management by derivatives throughout the bank.
THE PYTHON QUANTS
Yves Hilpisch, PhD
Dr. Yves J. Hilpisch is founder and managing partner of The Python Quants GmbH, Germany, as well as founder of The Python Quants LLC., New York City. Yves is author of the books “Derivatives Analytics with Python” (Wiley Finance, 2015) as well as “Python for Finance – Analyze Big Financial Data” (O’Reilly, 2014). As a graduate in Business Administration with a Dr. rer.pol. in Mathematical Finance, he is also lecturer for Mathematical Finance at Saarland University.
Article in Australian Financial Review
"Surging volatility across all asset classes is behind a New York start-up making waves among financial market insiders for its combination of Silicon Valley technology and roster of top investment talent."