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Financial Systems Consultant

Location:
Mississauga, Ontario, Canada
Posted:
November 11, 2017

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M. Faran Siddiqui, CIM

Email: ac29g1@r.postjobfree.com Tel: 416-***-**** 1318 Beauty Bush Court, Mississauga, Ont. L5V 1K4 SKILL SETS

Financial & • Portfolio Management • A/L & Risk Management • Fund Management Risk Mgmt • Trading Systems & Strategies • Security Valuation & Accounting • Treasury Operations Problem • Analytical / Quantitative Skills • Linear Programming & Optimization • Creative Problem Solver Solving • Systems Design & Architecture • C++ / Python / FIX / ISM / STAMP • SQL & Major Databases Leisure • Fencing / Archery • Writer / Chef / Food & Nutrition Critic • Itinerant Philosopher EXPERIENCE SUMMARY

Have a wealth of experience in all areas of the financial industry. Have been a trader, analyst, risk manager, and portfolio manager in virtually all major sectors including fixed income, equities, derivatives, and foreign exchange. Have tremendous quantitative and technical skills including modeling, programming, systems design, business analysis, workflow design, and architecture. WORK EXPERIENCE

Consultant FarPort Consulting (Jan 2015 – Current)

• Develop high frequency, low latency, automated trading systems and strategies in C++.

• Create quantitative models, analyze financial instruments, and develop financial structures.

• Design and build prototypes to explore new concepts in energy and kinematics.

• Chief Technology Officer for a small development company. President Tradewinds Capital Management Inc. (Nov 2008 – Sep 2014)

• Structured, created, and managed proprietary trading and investment funds. Portfolio Summerwood Capital Corp. (Nov 2008 – Sep 2014) Manager • Managed a quantitative based FX Trading Fund with a high Sharpe ratio and above average returns.

• Responsible for all fund management duties which included fund creation, structuring, management and marketing.

• Handled all IA duties including adherence to KYC (know your client) and suitability obligations.

• Created monthly reports, commentaries, and prepared all marketing material.

• Conducted all sales activities for the fund and responsible for client relations.

• Presented the fund and underlying strategies at various seminars, conferences and workshops.

• Acted as the primary trader for the fund and executed trades using a variety of systems.

• Created quantitative models, analyzed the markets and validated trading strategies.

• Continued development and maintenance of an in-house built semi-intelligent automated trading system using C++. Treasurer / FarPort Consulting (Jun 2001 – Oct 2008) Financial • Designed, developed, and implemented an automated proprietary trading system capable of executing multiple, Consultant complex strategies with North American and European Brokers, ECNs and Exchanges.

• Patented unique, state-of-the-art trading technology involving zero latency data persistence and recoverability.

• Licensed trading technology to broker/dealer partners including Polar Securities Inc. and Norstar Securities LP.

• Worked with several programming languages (including C++) and communication protocols (including FIX). VP Systems, Norstar Securities LP (Broker/Dealer) (Oct 2007 – Apr 2008) Strategies, • Managed the entire IT and systems department for the firm and its NASD subsidiary. And • Developed quantitative models and automated trading strategies for in-house proprietary trading and investments. Investments • Managed the foreign exchange strategies for the broker/dealer and developed a historical investment profile.

• Responsible for investigating, creating and managing new investment opportunities. Trading Polar Securities Inc. (Broker/Dealer and hedge fund manager) (Jan 2003 – Sep 2007) Strategist • Managed and ran the foreign exchange strategies (cash and derivatives) for Polar Securities and the hedge fund.

• Managed the advanced trading technologies and proprietary equity arbitrage program for the broker/dealer.

• Developed quantitative models and automated trading strategies for in-house proprietary trading and hedge fund use.

• Analyzed trading strategies and developed new metrics resulting in substantial increases in trading performance.

• Created middle-office applications for use in risk management, straight-through processing and trade reconciliation. Consultant Polar Securities Inc. (Jun 2001 – Mar 2002)

• Designed, developed, and implemented an automated proprietary trading system capable of executing multiple, complex strategies with North American and European Brokers, ECNs and Exchanges.

• Created quantitative trading models and implemented them within proprietary automated trading strategies. Trading ITG Canada Corp (subsidiary of ITG inc., a US based global equities broker) (Jan 2001 – May 2001) Strategist • Created automated trading strategies and systems using MarketMind and C/C++ on a Unix platform. Strategies created include interlisted / pairs arbitrage, index matching, and reserve book.

• Provided statistical analysis and quantitative technical support for Transaction Cost Analysis and VWAP trading calculations.

Treasurer / FarPort Consulting (Mar 2000 – Dec 2000) Financial • Provided Asset/Liability and Risk Management Consulting Services to the treasury departments of major banks. Consultant • Acted as the project manager and chief architect for risk management, transfer pricing, and hedging systems projects.

• Banking projects involved developing quantitative financial models and creating new business paradigms for mortgage valuation, transfer pricing, and risk management.

• Created and prototyped a general market based transfer pricing methodology which also aligned net present value with accrual/spread accounting. Designed hedging systems and processes which enabled risk-offsetting and automatic compliance with FAS133.

Treasury Canada Trust (now known as TD Canada Trust) (Sep 1996 – Mar 2000) Risk Position • Primarily responsible for the creation of the daily Financial and Risk Position (>$90 Billion) which involved many Manager complex tasks such as creating and reconciling the entire balance sheet, valuing option-embedded securities, calculating risk statistics, generating credit exposures, and understanding the complete business paradigm.

• Lead the systems team that was responsible for all of the processes and applications involved in the creation of the Financial and Risk Position - from mainframe code written in SAS/JCL to conversion programs written in Foxpro to valuation models written in C/C++ to portfolio management and reporting systems.

• Secondary duties included regulatory reporting (quarterly/annually), creating hedge effectiveness scorecards, training traders to identify and manage the risks inherent within their positions, and consulting on business and systems issues.

Systems and Asset/Liability Management Group (financial consulting company) (Oct 1994-Sep 1996) Portfolio • Analyzed securities, created financial positions, and managed large fixed income portfolios (400MM). Manager • Designed and developed a number of complex computer programs such as a portfolio management and reporting

(from June system, linear optimizers, financial models, and valuation routines. 1996), • Responsible for the entire Information Technology requirements of ALMG which included Novell L.A.N. administration, network protocol configurations, Unix system administration, database administration, and Systems telecommunications.

Manager / • Responsible for the execution and maintenance of various processes for statistical models, automatic data Analyst conversions and the creation of financial positions.

(from Oct. • Working environments were DOS, Windows, OS/2, and Unix running on Intel and DEC Alpha machines. 1994) • Programming languages included C, C++, Object Pascal, Delphi, Foxpro, Visual Basic, and PowerBuilder. EDUCATION

B.A.Sc. University of Toronto, November 1994.

Electrical Engineering Option of the Engineering Science Program. Major projects included the design and implementation of a simple microprocessor, circuit board etcher, and modem. Thesis consisted of the development of a method to rapidly design, simulate, and prototype electronic systems using Field Programmable Gate Arrays (FPGAs).



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