Quantitative Trader
Resume:
Martin Georgiev
Qualifications Summary
Metric oriented trader and trading systems developer focused on delivering consistent,
predicable, and repeatable results in an uncertain and volatile market. Familiar with multiple
asset classes and committed to an efficient quantitative approach that is able to grow equity
above the index rate while minimizing drawdowns.
Automated Algorithmic Trading Experience Chicago, IL
System Developer, Independent 2010- Present
System, strategy, and analytics developer using Python, C++, and MatLab. Responsible for
systems development life cycle of trading application.
o Perform research on analytical methods and methodologies within the industry. Extensive
knowledge of statistical back testing, metrics, and models – Monte Carlo, Cluster Analysis,
Optimizations, Distributions, and Regression Modeling.
o Build adaptive participant mapping algorithm to identify niche trade opportunities within
order and trade data
o Enable real-time communication between multiple data streams, exchange servers, execution
code, and risk management packages – FIX API
o Develop database to collect, smooth, store, and analyze relevant market data
o Greenfield development of FOREX trading system based on Machine Learning Neural
Network
o Focus on using Predictive Modeling rather than Variable Optimization
o Low Latency processing of Order Book and Trades: Pattern-Recognition algorithms
used for signal generation
o Create custom Risk Management package based on Markowitz’ MPT
o Holistic view of currencies markets, individual modules function only within the
system and do not act independently
o Consolidate and analyze daily trade data
o Observable performance April 2015: Profit Factor 2.19, Drawdown 1.8%, Return 24.6%
Trading Experience Milwaukee, WI
Futures and Options Trader, Tangra Investments 2008-2010
o Created model based on a basket of futures during a period of liquidity driven expansion;
Actively traded a convergence/divergence strategy that was able to consistently outperform
buy and hold basket
o Wrote custom equity options spreads on both weekly and monthly contracts to capture
declining volatility during periods of high market turmoil; exploited arbitrage opportunities
between contracts of different expiration dates
o Developed and traded index options model based on statistical arbitrage in response to early
automated trading attempts; exploited liquidity driven price changes
Political Campaign Experience Waukesha, WI
Wisconsin Organizing Fellow, 2008 Presidential campaign 2008
o Recruited and lead volunteers in voter outreach and registration; Developed identification
characteristics for successful targeted outreach
o Responsible for development of phone bank and active outreach strategy in localized region;
reported to regional and state directors
Education
BA in International Relations – Emphasis on Economics Boston University
Award - Dean’s Scholarship 2004-2008 2004-2008
Skills: Python, C++, Matlab, MySQL, FIX API. Working knowledge of Java, C#, Kdb+/Q
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