Residencial WTC Col. Nápoles, ***** Mexico City, Mex. M. +521 55.3911.7653 ac3m7i@r.postjobfree.com

www.linkedin.com/in/enriquereyesdiaz/

ENRIQUE REYES DIAZ

PORTFOLIO DIRECTOR ALGORITHMIC TRADING QUANTITATIVE FINANCE SUMMARY

Manager, trader, product developer and strategist in Financial Markets. Quantitative and Algorithmic trading strategies developer. I create tools and quantitative models to identify markets price action catalysts. Over 10 years developing profitable trading strategies, market making and proprietary trading in virtually all types of market volatility environments. Enthusiastic leader with a strong focus on innovation. My goal is to grow high performing teams that create products and ideas of high commercial value in the financial sector. I believe team work in a positive environment is the key to unlimited possibilities. EXPERIENCE

Trading:

• Fixed Income Portfolios US and Mexican Bonds Inflation Linked Bonds Corp High Yield Debt.

• OTC Derivatives Interest Rates Swaps Libor & TIIE USDMXN FX Forwards and Options.

• US Treasury vs MBonos Relative Value positioning.

• Real-time Market Risk control, Flow Management and Proprietary Trading Desk.

• Algorithmic Trading Strategies on Stock Index Futures FX Futures CME.

• Python Programming Backtesting Strategies Machine Learning techniques. Management:

• Opening processes of trading lines and contracts for Fixed Income and Derivatives markets (ISDA’s).

• Leading the implementation and validation of Mexican Central Bank’s 31 requirements for derivatives trading.

• Team leading and Project Management in Front-to-Back Systems implementations.

• Developing Sales Strategies for specialized clients. 2017

Senior Developer Team Lead Quantitative Research Golden Compass Golden Compass Quant Research is the leading company for advanced analytics and systematic frameworks within the broader SE Asia derivatives market.

Project sr. manager of an international team (programmers and researchers working remotely from India and Mexico and reporting to Singapore). My job is implementing quantitative strategies in python environment systems using backtesting techniques and portfolio allocation methodologies.

2016 – Present

(Mexico City)

Co-Founder Head Trader Quantitative Research IDT Strategy Founded in 2016, IDT is a Family Office aimed to provide financial investment and wealth management counseling services Achievements:

• Developing an Algorithmic Trading Strategies for Futures Markets Stock Index & FX Markets.

• Implemented a Backtesting Engine in Python programming to generate new trading ideas.

• Commercialization of Quantitative Research Tools for Fixed Income Markets. 2007 – 2015

(Mexico City)

Associate Director – Proprietary Trading Desk Vector Casa de Bolsa Vector is a leading financial institution in the Stock Exchange sector with more than 30 years of experience in the Mexican market. Management of proprietary trading desk and team. Product development and derivatives market making. Trading strategies in Bonds, Swaps, FX FWDs, Bond & FX Futures. Negotiation of ISDA contracts and counterparty lines. Implementing new Lumina system for managing front office positions that allows real-time monitoring of risk and P&L of proprietary trading desk. Budget goals 200% in 2012, 150% in 2013, 120% 2014.

2005 - 2007

(Mexico City)

Derivatives Trader Citibanamex

Citi is a leading global bank that operates in Mexico as Citibanamex Management of the rate derivatives desk, IRS TIIE, IRS LIBOR USD, TIIE-LIBOR Basis, UDI-TIIE, FX Forwards front office in operation control, sensitivity risk and P&L. Pricing and structuring of linear derivatives such as Cross Currency Asset Swaps and Debt Warrants. P&L calculation for the Derivatives trading desk Responsible of the MXP Futures CME trading portfolio Achievements: Created a basis monitor in MXP, USD and UDI’s rates to be used as a tool in relative-value trading strategies for fixed income and derivatives market. Reached the goal for the MXP futures trading book in 2006 2002 - 2005

(Mexico City)

Independent Foreign Futures Broker for Clearing Houses of the Chicago Board of Trade and Chicago Mercantile Exchange

Independent Broker for CBOT and CME products. CME Futures Commission Merchants as Rosenthal Collins Group Alaron Trading Corp. and Peregrine Financial Group. Risk management and margin calls for client positions in the Futures market. Developing risk management strategies with commodities such as cocoa coffee corn and wheat. Achievements: Budget goals in customer acquisition 200% in 2003 170% in 2004. Budget goals in volume 140% in 2003 150% in 2004.

EDUCATION

• Machine Learning (2017) Stanford University

• Executive Program in Algorithmic Trading (2017) QuantInsti

• International Fixed Income & Derivatives Certificate (2015) Henley Putnam University

• Master in Finance (2005) Instituto Tecnológico Autónomo de México (ITAM)

• B.D. in Actuarial Sciences (2002) Universidad de las Américas Puebla (UDLAP) LANGUAGES

Business Proficiency in English Native Spanish

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