Brett Lustgarten

**** *. ****** ****** *** *B

Chicago, Illinois 60640

630-***-****

adkbjl@r.postjobfree.com

Education

University of Illinois at Chicago

Master of Science in Finance December 14, 2019

Specialization in Commodities, Derivatives and Financial Exchanges

Master of Science in Business Analytics December 14, 2019

Coursework in Data Mining, Machine Learning, Data Visualization and Statistical Modeling

University of Illinois at Urbana-Champaign

Bachelor of Arts in Economics May 13, 2012

Minor in Chemistry with additional coursework in Statistics, Mathematics and Finance

Work Experience

Cboe Global Markets - Chicago, Illinois September 2018 - Present

Quantitative Analyst

Member of the Global Index Services team responsible for creating and maintaining Cboe’s benchmark indices and FLEX option pricing models

Devise new benchmark indices and execute backtests of strategies using R and Python

Coordinate with various teams throughout Cboe ranging from marketing to technology in order to successfully launch and disseminate new indices over Cboe’s market data feed

Construct and update pricing models to generate theoretical option prices for Cboe FLEX options used by clients for calculating NAV’s of exchange traded funds and notes

Produce historical theoretical option prices using developed pricing models to use in backtests for new indices and to fulfill client requests

Migrate legacy indices deigned in Excel and SAS to R

Automate daily tasks using Python to streamline maintenance of indices and processes

Think Markets - Chicago, Illinois December 2017 - August 2018

Quantitative Analyst

Worked as part of a nine month contract to develop a reporting system in Tableau

Used SQL and Tableau to create reports highlighting volume traded by customers and impact on PnL to the Think Markets

Managed risk by initiating hedges in various currencies

Geneva Trading - Chicago, Illinois November 2015 - August 2017

Quantitative Trader/Analyst

Designed, developed, implemented and operated trade strategies for a high frequency trading team making markets primarily in energy, agriculture and treasury futures

Head trader on agriculture/softs trading desk with strategies generating over $1M in profits annually

Performed data/statistical analysis and backtested using R and Python to generate new trading strategies and test new ideas as well as improve existing strategies

Wrote Python scripts that analyzed real time market/trade data which trading strategies used to make real time trading decisions

Created an analytics framework using R Shiny apps as a tool for traders within my team to use to help with data analysis, position management and daily market metrics

Wrote Python scripts to help automate the end of day process for our trading team as well as backtest and code new trade strategies

Wrote trade logic for new trade strategies using C#

Blue Fire Capital - Chicago, Illinois December 2013 - October 2015

Junior Quantitative Trader

Made markets as part of a high frequency trading team in financial products including future, fixed income, forex and equities

Functioned as the sole trader for the firm on the Asian shift while operating all of the firm’s trading strategies and being responsible for all trading related decisions

Managed PnL and the risk associated with our algorithmic trading strategies throughout the trading day as market conditions changed

Developed a new, profitable and scalable trade strategy for 10 year U.S. Treasury futures

Analyzed past trades and market data using R, Python and SQL to enhance trade strategies

Created new trading strategies based on analysis of market data and market conditions

Troubleshoot any issues with the trading systems on start-up and as the ran intraday

Tower Hill Trading - Chicago, Illinois January 2013 - December 2013

Equities Trader

Analyzed financial markets to identify profitable investments and equity trades

Examined companies’ financial reports to assess the true value of their stocks

Applied fundamental and technical analysis to stocks trading on U.S. stock exchanges

University of Illinois at Chicago - Chicago, Illinois January 2018 - May 2019

Teaching Assistant

Teaching assistant for 4 professors over three semesters

Assisted all the professors in grading homework, quizzes, exams and leading several lectures throughout the semesters

Worked with Professor Re-Jin Guo on her research project to convert financial analyst reports from PDF files to text files using Python in order to use NLP to analyze the statements in the analyst reports

Licenses

FINRA Series 7 License January 2014

Technical Skills

Languages: Proficient with programming languages including R, Python, SQL, MySQL, InfluxDB, PostgreSQL, Q/KDB+, MongoDB, familiar with C# and C++

Operating Systems: Comfortable with both Windows and Linux based environments

Additional Software: Skilled in Tableau, Microsoft Office Suite and LibreOffice products

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