Post Job Free

Resume

Sign in

Trader / Fixed Income / Equity Analysis Hedge Fund

Location:
Chicago, IL
Posted:
February 02, 2015

Contact this candidate

Resume:

PETER KRUSLAK III

Professional Summary

Versatile holistic professional with over 12 years of experience in financial analysis and algorithmic trading. Possessing excellent knowledge of

derivatives, financial analysis, statistical analysis, and financial / industry practices. Promoting knowledge to improve P&L, identify market trends and

capture profitable opportunities. Acknowledged ability to develop and safeguard sensitive/confidential trading models and high frequency trading

logic across various financial markets with rapid ascent along learning curves. Motivated individual with excellent communication and interpersonal

skills.

Leadership Financial Analysis Experience with C++/Java/VBA Trade Reconciliations Cash Flow

Forecasting

Customer Service Medium Frequency Trading MS SQL / Oracle SQL Broadway / Apama Economic

Research

Derivative Analysis Bloomberg / Reuters Eikon eSpeed / BrokerTec / TT Cheapest to Deliver / Basis Vendor

Relationships

Work History

Sr. Consultant – Prime Brokerage 04/2014 to

Present

Northern Trust Hedge Fund Services – Chicago, I L

● Active member of small team providing prime broker trade reconciliations in a hedge fund administrator capacity.

● Facilitates new prime broker account setup services for new and existing hedge fund clients.

● Assisting with projects to reduced trade booking and matching errors by working with client's brokers to optimize internal maps.

. ● Using fixed income background to assist in resolving associated prime broker inconsistencies within Citadel’s Omnium software.

● Lead’s team performing accurate rebalance procedures for client’s month and year end reconciliation delivered ahead of expectations.

Fixed Income Trading Analyst 11/2007 to 10/2013

Bank of Montreal Capital Markets – Chicago, I L

● Directly and accurately placed orders into the bank’s proprietary order routing system based on senior trader’s specifications.

● Assisted with direct trading of futures and cash instruments utilizing applications such as eSpeed, Brokertec and TT.

● Scrutinized economic releases and global news releases providing impact analysis on fixed- income trading.

● Performed all facets of QA testing of Apama algorithmic trading strategies utilizing both simulated markets and live market pricing.

. ● Created new mean reversion trading strategies within the Apama trading environment as well as modified and enhanced existing logic.

● Monitored direct market adapter connectivity intraday via a connection to GuavaTec colocation facility for latency, fills, cancels and trading errors.

● Produced and modified DV01 spread trades utilized by trading desk for curve positioning as well as worked on strategies for use pre-auctions.

● Organized the conversion of trading strategies into Brodway’s development environment working alongside a staff programmer.

● Coordinated with back office to create new automated method for reconciliation of the bank’s funding desk using WSS and DSTS systems.

. ● Reconciled P&L of high frequency trading system as well as senior trader's P&L against Bloomberg TOMS, DSTS, back-office and middle office.

● Created simple logic to back test strategies utilizing tick data in Matlbab.

● Developed Reuters and Bloomberg live-market data Excel models using VBA.

● Lead a cost mitigation effort working with a developer to construct and test in-house live Excel market data.

Fixed Income Trader 07/2005 to

07/2007

Rosenthal Collins Group – Chicago, I L

● Proactively fabricated investment strategies and assisted in developing trading strategies used in U.S. Fixed Income trading.

● Formulated cheapest-to-deliver models for basis trading and recommended and implemented changes to fixed income positions.

● Assisted the group with the initialization of Apama's Algorithmic Trading System.

● Traded U.S. cash treasuries and futures spreads using eSpeed, BrokerTec, and Trading Technologies.

● Effectively utilized in-house developed models and created statistical models to analyze and make trading decisions.

Education

Anticipated

Graduate Certificate in Computer Science

2015

Stanford Center for Professional Development, Stanford – Palo Alto, CA

Masters of Science: Finance

2008

Stuart School of Business, Illinois Institute of Technology – Chicago, IL

Bachelor of Science: Finance

2000

Northern Illinois University – DeKalb, IL.



Contact this candidate