Global Macro Trader

Samuel Gruen

Flat *, *A Moray Mews

N**DZ London

077********

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

Global macro analyst and trader

E XP ERIENC E

Global Macro Trader/Analyst, Associate Director, Cube Capital (2011-Present)

Macro-analyst:

• Built out the macroeconomic research infrastructure using Macrobond Financial (a macroeconomic

series database) both across countries and economic sectors focusing largely on credit cycle and

inflation dynamics.

• Produced qualitative research on subjects ranging from Greek debt structure, to lift-off dynamics of

the Federal Reserve and broader pieces on sectors and countries.

• Produced monthly macroeconomic recap sheets and qualitative analysis highlighting main

developments of current investment themes presented to the investment committee.

• On the ground research in Latin-America (Peru, Chile and Argentina), the Middle-East (UAE, Saudi-

Arabia and Egypt), Sub-Saharan Africa (Kenya, Nigeria) and at the annual IMF meetings in

Washington.

Trade construction and scenario analysis:

• Translation of thematic ideas informed by macroeconomic research into trade ideas representing the

best risk-reward profile.

• Created process for identifying best risk-reward profile opportunities using a three pronged approach

of historical quantitative analysis (volatility and correlation to overall book), qualitative analysis

using range of created valuation tools (regression based models for currencies, valuation sheets for

equities…) and scenario analysis (using option implied probabilities).

Trading and risk management of positions:

• Traded most asset classes (cash bonds, cash equities, commodity futures & options, interest rate

futures & options, equity index futures & options, bond futures & options, volatility and variance

swaps, CDS Indices and Single Names, IRS & Swaptions, FX Forwards & Options) across regions

and liquidity spectrums.

• Put in place best execution strategies by asset classes and implemented electronic trading

capabilities.

• Managed 20% of the positions of the portfolio on a discretionary basis within specified risk limits.

Other:

• First employee in the firm’s history to be promoted two ranks at once to associate director after the

first year of employment.

• Produced the monthly market review section of the newsletter.

Assistant to the foreign councilor of the Minister of Culture of France (Summer 2008-

2010)

• Drafting of diplomatic notes on cultural developments in partner countries (Brazil, Turkey, and

Morocco).

E DUC ATIO N

Master of Finance, University Paris Dauphine, 2010-2011

• Thesis: High-frequency and the impact on market liquidity - an analysis of the May

2010 Flash Crash.

Bachelor of Economics, Math and Political Science, University Paris Dauphine, 2007-

2010

S K ILLS

Spoken languages: French, English, and Spanish.

Software and Coding languages: Bloomberg, Macrobond Financial (advanced), VBA

(advanced), R (beginner).

Hobbies: Fencing (national level), Tennis, Basketball, Music Production & DJ.

REFERENCE

Nick Linnane, Senior Portfolio Manager, Cube Capital (********@*******.***)

Jeff Qiu, LatAm CDS trading, Credit Suisse (****.***@******-******.***)

Claudio Rossi, Partner, Clarus Capital (*******.*****@*************.**)

Contact this candidate