M Faran Siddiqui, CIM

Email: adluqq@r.postjobfree.com Tel: 416-***-**** 1318 Beauty Bush Court, Mississauga, Ont. L5V 1K4 SKILL SETS

Financial & Portfolio Management A/L & Risk Management Fund Management Risk Mgmt Trading Systems & Strategies Security Valuation & Accounting Treasury Operations Problem C++ / Java / Spring / Solace Linear Programming & Optimization Creative Problem Solver Solving Systems Design & Architecture Analytical / Quantitative Skills SQL & Major Databases Leisure Fencing / Archery Writer / Chef / Food & Nutrition Critic Itinerant Philosopher EXPERIENCE SUMMARY

Have a wealth of experience in all areas of the financial industry. Have been a trader, analyst, risk manager, and portfolio manager in virtually all major sectors including fixed income, equities, derivatives, and foreign exchange. Most recently have been working as the Principal Engineer for a cryptocurrency exchange. Have extensive experience building financial models and valuing derivative securities.

WORK EXPERIENCE

CTO FarPort Consulting (Jan 2015 – Current)

Manage IT and Dev teams with a hands-on technology emphasis and leading by example.

Develop high frequency, low latency, automated trading systems and strategies in C++.

Create quantitative models, analyze financial instruments, and develop financial structures. Principal Blockchain Markets Inc. (Jan 2018 – Feb 2020) Engineer Chief Architect and Team Lead for the creation of a new cryptocurrency exchange.

Developed and implemented Market Making and Liquidity sourcing algorithms and trading systems.

Head Trader and Manager of Liquidity and Market Making activities.

Increased Exchange trading volumes and Market Making revenue by more than 30 times.

Hands-on development with C++ and Java.

President Tradewinds Capital Management Inc. (Nov 2008 – Sep 2014)

Structured, created, and managed proprietary trading and investment funds. Portfolio Summerwood Capital Corp. (Nov 2008 – Sep 2014) Manager Managed a quantitative based alternative investment fund with a high Sharpe ratio and above average returns.

Responsible for all fund management duties which included fund creation, structuring, management and marketing.

Handled all IA duties including adherence to KYC (know your client) and suitability obligations.

Created monthly reports, commentaries, and prepared all marketing material.

Conducted all sales activities for the fund and responsible for client relations.

Presented the fund and underlying strategies at various seminars, conferences and workshops.

Acted as the primary trader for the fund and executed trades using a variety of systems.

Created quantitative models, analyzed the markets and validated trading strategies.

Continued development and maintenance of an automated trading system using C++. Consultant FarPort Consulting (Jun 2001 – Oct 2008)

Designed, developed, and implemented an automated proprietary trading system capable of executing multiple, complex strategies with North American and European Brokers, ECNs and Exchanges.

Patented unique, state-of-the-art trading technology involving zero latency data persistence and recoverability.

Licensed trading technology to broker/dealer partners including Polar Securities Inc. and Norstar Securities LP. VP Systems, Norstar Securities LP (Broker/Dealer) (Oct 2007 – Apr 2008) Strategies, Managed the entire IT and systems department for the firm and its NASD subsidiary. And Developed quantitative models and automated trading strategies for in-house proprietary trading and investments. Investments Managed the foreign exchange strategies for the broker/dealer and developed a historical investment profile.

Responsible for investigating, creating and managing new investment opportunities. Trading Polar Securities Inc. (Broker/Dealer and hedge fund manager) (Jan 2003 – Sep 2007) Strategist Managed and ran the foreign exchange strategies (cash and derivatives) for Polar Securities and the hedge fund.

Managed the advanced trading technologies and proprietary equity arbitrage program for the broker/dealer.

Developed quantitative models and automated trading strategies for in-house proprietary trading and hedge fund use.

Analyzed trading strategies and developed new metrics resulting in substantial increases in trading performance.

Created middle-office applications for use in risk management, straight-through processing and trade reconciliation. Consultant Polar Securities Inc. (Jun 2001 – Mar 2002)

Designed, developed, and implemented an automated proprietary trading system capable of executing multiple, complex strategies with North American and European Brokers, ECNs and Exchanges.

Created quantitative trading models and implemented them within proprietary automated trading strategies. Trading ITG Canada Corp (subsidiary of ITG inc., a US based global equities broker) (Jan 2001 – May 2001) Strategist Created automated trading strategies and systems using C++ on a Unix platform.

Provided statistical analysis and quantitative technical support for Transaction Cost Analysis and VWAP trading calculations.

Treasurer / FarPort Consulting (Mar 2000 – Dec 2000) Financial Provided Asset/Liability and Risk Management Consulting Services to the treasury departments of major banks. Consultant Acted as the project manager and chief architect for risk management, transfer pricing, and hedging systems projects.

Created and prototyped a general market based transfer pricing methodology which also aligned net present value with accrual/spread accounting. Designed hedging systems and processes which enabled risk-offsetting and automatic compliance with FAS133.

Treasury Canada Trust (now known as TD Canada Trust) (Sep 1996 – Mar 2000) Risk Position Primarily responsible for the creation of the daily Financial and Risk Position (>$90 Billion) which involved many Manager complex tasks such as creating and reconciling the entire balance sheet, valuing option-embedded securities, calculating risk statistics, generating credit exposures, and understanding the complete business paradigm.

Lead the systems team that was responsible for all of the processes and applications involved in the creation of the Financial and Risk Position - from mainframe code written in SAS/JCL to conversion programs written in Foxpro to valuation models written in C/C++ to portfolio management and reporting systems including Bloomberg.

Secondary duties included regulatory reporting (quarterly/annually), creating hedge effectiveness scorecards, training traders to identify and manage the risks inherent within their positions, and consulting on business and systems issues.

Systems and Asset/Liability Management Group (financial consulting company) (Oct 1994-Sep 1996) Portfolio Analyzed securities, created financial positions, and managed large fixed income portfolios (400MM). Manager Designed and developed a number of complex computer programs such as a portfolio management and reporting system, linear optimizers, financial models, and valuation routines.

Responsible for the entire Information Technology requirements of ALMG which included networking, Unix system administration, database administration, and telecommunications.

Responsible for the execution and maintenance of various processes for statistical models, automatic data conversions and the creation of financial positions. EDUCATION

B.A.Sc. University of Toronto, November 1994.

Electrical Engineering Option of the Engineering Science Program. Major projects included the design and implementation of a simple microprocessor, circuit board etcher, and modem. Thesis consisted of the development of a method to rapidly design, simulate, and prototype electronic systems using Field Programmable Gate Arrays (FPGAs).

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