Manager Management

Craig M. Rose

*** ************ **** ( Hillsdale, NJ 07642 ( 201-***-****

**********@*******.***

PROFESSIONAL EXPERIENCE

*/** - */** ******** Fund Management LLC - Greenwich, CT

Research/Operations Analyst

. Evaluate quantitatively driven investment programs for a

hedge fund portfolio manager investing in complex, model

driven strategies, i.e. statistical arbitrage and rebate

capture.

. Collaborate with team members for research, testing, and

deployment of new quantitative strategies and improving

existing strategies.

. Monitoring and controlling risk limits over

trading books.

. Create P/Ls on production and back-tested trading

data.

. Provide real time analytics for trade strategy

simulations.

. Perform statistical analysis directed by the

portfolio manager.

. Conduct research using Bloomberg market data via

BB terminal.

. Construct analytical spreadsheets using Bloomberg

Excel add in (BB api).

. Provide graphical analysis using gnuplot.

. Perl and shell scripting within a linux based

environment.

. Use of awk for general data manipulation.

. Flat file creation/manipulation using gvim.

. Monitor market driven events using tools developed with MS

Excel.

. Use of excel macros to interact with Bloomberg

terminal.

. Develop Bloomberg api formulas to extract

historical and real-time data.

. Execute trades via order management system.

. Perform real-time risk management.

3/04 - 1/12 Interactive Brokers Group LLC - Timber Hill LLC Greenwich, CT

9/06 -1/12 Equity Trader - Listed/OTC Trading Supervisor - Equity Risk

Management

. Report directly to the Senior Vice President,

Software Development and Director.

. Create various P/Ls on an as needed basis.

. Provide real time analytics on beta projects.

. Perform statistical analysis crucial to the

business plan development.

. Daily equity risk management; total exposure

exceeding $100 million.

. Analyze risk on over 3000 stock positions.

. Mitigate daily risk via baskets containing as much as 10

million shares.

. Supervise market-making activities for

NASDAQ/NYSE/CBSX.

. Create scripts using Perl.

. Monitor all equity trading activity for the proprietary

trading operation.

. Influential on the implementation of a high

frequency trading system.

. Quoting functions:

. Set up, test and maintain all functionality related to

equity trading.

. Report on trading issues:

. Monitor all aspects of equity trading, including

quoting, execution, latency, and risk management.

. Measure risk of overnight positions.

. Manually hedge delta in the event our overall risk

becomes biased.

. Generate P/L reports:

. Mine daily P/L data to facilitate further development

for new trading strategies.

. Use of awk to identify patterns in archived data and

gnuplot to plot data.

. Create daily P/Ls showing our trading, position and

total P/L, as well as risk measurements for each

actively traded market.

. Generate/run SQL queries to gather data.

. Adhere to compliance rules.

. Interact with the Chief Compliance Officer on

SEC/FINRA inquiries.

. Manage market maker exchange registrations for

equities.

. Coordinate with stock loan on customer buy-ins.

. Maintain REG-SHO quoting rules.

3/04 - 9/06 Risk System Analyst

. Provided support to derivative traders:

. Data analysis and maintenance of proprietary

trading models.

. Trading system troubleshooting.

. Use of unix, vi, Perl, and SQL.

4/00 - 3/04 Lazard Fr res & Co., LLC New York, NY

Assistant to Foreign Equities Trader

Technical Analyst, Level 2 support

9/96-4/00 New York City Board of Education New York, NY

Mathematics and Computer Teacher

CREDENTIALS

NASD Series 7, 24, 55 & 63 (expires January, 2014)

New York State Permanent Teaching Certification - Mathematics

EDUCATION

May 1998 Master of Science in Instructional Technology, with distinction

New York Institute of Technology, New York, NY

May 1994 Bachelor of Science in Marketing

Rutgers University School of Business, New Brunswick, NJ

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