Equity Derivatives Expert, Strategist and Trader
Resume:
Leon Gross
New York, NY *****
*********@*****.***
Summary:
Experienced well known visionary leader and innovator in Equity Derivatives, with experience in strategy, research, managing, training, marketing, sales, trading, and quant. Revenue generator with long stable career with world leader
CAREER
Recursion Capital, New York, New York 2008 – 2011
Trader and portfolio Manager
Trade options using own capital using own ideas and strategies.
Strategies including long/short volatility, dispersions, event-driven, VIX, etc
Annualized return 19%, Annual Sharpe 1.9, profitable 75% of months..
Salomon, Salomon Smith Barney, Citigroup, New York, New York 1994-2008
Managing Director, Global Head, Equity Derivatives Strategy/Research
Leadership Roles and Functions and Accomplishments
Wrote Trade Ideas in Volatility, Event Driven, Macro, Fundamental, Credit, Statistical, Multi Asset, Convertibles, New Securities, Hedging, etc.
Developed loyal following among largest and most advanced hedge fund clients
Consulted and did analysis for high profile hedge fund customers
Credited with 20% of the $150 MM annual commissions of the US salesforce
Managed, hired and trained dozen people globally in 5 locations, travelling frequently
Part of Global Management Team of 12 out of 300 department employees
Won Risk award for Global Derivatives Research House of the Year 2008
Appeared frequently in the press including Barrons, WSJ, and others
Wrote Viacom Merger Derivatives Research Report and first Volatility Swap Report
Met with customers regularly on 4 continents and spoke at events for customers
Structured complicated derivative transactions, wrote term sheets and contracts
Did analysis and provided analysis for Citi traders in various areas
Involved in starting quantitative analyst program
Taught Course at Columbia. Spoke in front of hundreds of clients at Citi events
Global Head of Multi-Strategy 2007-2008
Co-ordinated Interdisciplinary Group of Derivatives, Credit, Event Driven, Programs Developed loyal following among largest and most advanced hedge fund clients
Leon Gross *********@*****.*** Page 2
American Stock Exchange, Floor Upstairs traders, New York, New York 1993 - 1994
Wrote software for managing and valuing positions. Researched complicated situations
Chicago Mercantile Exchange, Chicago, Illinois 1993 - 1993
Wrote software for managing and valuing positions. Researched complicated situations
ACADEMIC WORK EXPERIENCE
University of Chicago, Chicago, IL
Research Assistant, Department of Molecular Genetics and Cell Biology 1987-1993
Built models of molecules from electron microscopy data. Made movies. Developed new techniques. Co-authored 7 peer reviewed journal articles, spoke at conferences. Was offered a doctorate if I did one year of course work.
Research Assistant, Department of Behavioral Science 1998-1990
Produced materials for experiments on mathematical reasons, analyzed data.
Teaching Assistant, Departments of Mathematics and Philosophy 1987-1993
Taught logic, calculus, algebra, philosophy of science
EDUCATION
University of Chicago, 1987 - 1993 – M.A., Doctoral program in philosophy. Full scholarship every year. Award for best student each year.
University of Chicago, 1982 - 1986 – B.A., Mathematics with Honors, Student Marshal
LICENSES
Series 3,7, 24, 63
LANGUAGES
C++, Visual Basic, Perl, SAS, FORTRAN (RATFOR) for work. BASIC, APL
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