Management Vice President

KAI STRASSE

**** ********* ***, ********, ** ****1, USA

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

Cell: 415-***-****

PROFESSIONAL PROFILE

Experienced Commodity Derivatives Trader / Risk Manager with skills in fundamental and quantitative market analysis. Over 15 years experience in a variety of commodity and equity markets, managing portfolios and teams, assisting clients with risk mitigation strategies, as well as trading & hedging financial and structured products.

CAREER HISTORY

Tachyon Group July 2015 to Present

Quantitative Commodity Futures Trading, Chicago, IL

Proprietary Futures Trading (Energy, Oilseeds, Grains, Equity Index)

Development of Quantitative Trading Algorithms / Back Testing in R Statistics software

Allston Trading LLC 2010 to June 2015

Senior Trader; Commodity Derivatives, Chicago, IL

Market Making Options & Futures (Equity, Energy, Agricultural, FX, Fixed Income)

Proprietary Trading of Options, mainly in Energy and Agricultural markets.

Volatility Arbitrage, Skew Trading, Futures & Cross-Commodity Spreads (Crack-, Crush- Spreads)

Developed Mid Frequency Trading Strategies;

Modelled Time Series of Futures and Implied Volatility using “R” software with special interest in machine learning techniques and regression models

Annual P/L was consistent with relatively low volatility of returns.

Bunge Global Markets 2005 - 2010

Head of Financial Risk Management Group / Structured Products, White Plains, NY

Proprietary Trading of Agricultural-, Energy-Options, Futures, Swaps, OTC, and Exotic Options

Financial Risk Management: I developed structured products as a risk management service to our clients (farmers, food companies, livestock producers, and banks in the US, South America, Europe, and Asia). The process included the assessment of the clients’ price and volatility risk exposure. The intention was to build a risk-appropriate hedge by using futures, options, swaps, and exotic options in order to minimize risk, premium, and providing potential participation in better price levels.

Coordination with internal departments: risk, legal, compliance, and sales teams

Education and Development of new and existing employees in the area of financial markets and the use and risks of financial derivatives

Piper Jaffray Co. 2003 - 2004

Vice President/Senior Trader, Convertible Bonds, San Francisco, CA

Convertible bond arbitrage

Traded the implied Call/Put volatility of the existing Portfolio

Market Making in newly issued Bonds

Traded proprietary positions in Bonds, Stocks, Futures, and Options

Bank Vontobel AG 2002 - 2003

Vice President/Senior Trader, Structured Products, Zurich, Switzerland

Managed the Foreign Desk (US, German, and Pan-European Equity Derivatives)

Oversaw the Issuance of Equity/Index Structured Products and Warrants for Retail Clients.

Proprietary Trading of Equity and Index Options, Futures, and OTC products

Annual P/L was evenly split between Proprietary Trading and the Management of the Structured Products Portfolio

Goldman Sachs / Hull Trading 1997 - 2002

Executive Vice President/Senior Trader, Hong Kong, China

Proprietary Trading / Market Making in Australian, Korean, and Hong Kong Listed Options; Traded OTC Order Flow; Index and Volatility Arbitrage.

Managed the move of the desk and the position transfer from Sydney to Hong Kong, integrating the Australian Hull Group’s operation into Goldman Sachs Pan-Asian Trading.

Vice President/Senior Trader, Sydney, Australia

Managed the Australian Equity Derivatives Portfolio

Made Markets in the 30 most liquid Equity Options. Traded Stocks, Index Options, and Futures;

Developed significant Market Share in new market segments (e.g. ASX Spread Markets)

Associate/Senior Trader, Frankfurt, Germany

Market Making in Listed Equity and Index Options on German, Swedish, and Swiss Exchanges (Portfolio size: > USD 100 mio)

Managed Country Portfolio Risk,

Daily Trading activity was characterized by maintenance of Volatility Curves, Term Structures, and the Adjustment of System Parameters

Assistant Trader, Chicago, USA

Clerk in the S&P500 Futures Options (CME) and IBM Options (CBOE) pits

Alfred C. Toepfer International GmbH 1991 - 1993

Apprenticeship / Commodity Trader, Hamburg, Germany

Traded International Agricultural Physical Commodities, Futures, and Options.

EDUCATION

1995–1997 Loyola University Chicago Chicago, IL USA

M.B.A., Finance; GPA 3.5/4.0

1993–1995 Goethe University Frankfurt, Germany

B.A., Economics

1991–1993 School of Foreign Trade Hamburg, Germany

Certification and Apprenticeship

CERTIFICATIONS & SKILLS

US Work Permit (Permanent Resident); German Citizenship

Fluent in English, German, and French

Knowledge of “R” Statistics Software for Analysis and Back Testing

Strong Mathematical / Quantitative Aptitude

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