Senior Quantitative Analyst, Systematic Futures

Alexander Nayda

Brooklyn, NY 929-***-**** *****@*******.**

PROFESSIONAL SUMMARY

Analyst and trade support professional with a decade of hands-on experience supporting front- and middle-office users, diagnosing real-time trading and data issues, and turning business requirements into clear functional specifications. SQL and Excel user for reporting, reconciliation, and workflow automation, with deep working knowledge of the trade lifecycle from order handling and execution through post-trade reporting and controls. Communicates issue scope, impact, and resolution status clearly to stakeholders and senior management.

PROFESSIONAL EXPERIENCE

Independent Systematic Trading Research 2014 – Present

Quantitative Analyst / Systems Analyst

Built and supported automated order-handling workflows across a multi-instrument futures portfolio, with detailed logging, exception handling, and continuous monitoring of live sessions to confirm platform stability and catch execution breaks as they occurred.

Diagnosed and resolved real-time execution, connectivity, and data issues by tracing order and price events through application logs, isolating root cause, documenting the fix, and validating the correction end to end.

Documented end-to-end trading and research workflows and translated them into clear, task-specific functional specifications used to build, configure, and iteratively enhance systems - including detailed guidelines for AI-assisted development tools.

Established a testing discipline of walk-forward validation, in-sample/out-of-sample control, and Monte Carlo simulation that functioned as regression testing, confirming each enhancement did not degrade previously verified behavior before release.

Engineered an execution-realistic backtesting methodology modeling real-world order timing and per-instrument transaction costs to eliminate look-ahead bias, delivering estimates that closely match live trading results.

Designed a volatility-targeted position-sizing methodology scaling exposure at instrument and portfolio level to a defined risk target within specified leverage limits, alongside MFE/MAE, drawdown, and VaR risk analysis.

Produced performance reporting - equity curves, trade statistics, and interactive dashboards - to give stakeholders transparent tracking of open issues, enhancements, and go/no-go decisions.

Thomson Reuters 2012 – 2014

Market Analyst

Wrote SQL queries to extract, join, and validate market and trading data across internal databases, producing recurring and ad-hoc reporting for front-office, operations, and client-support teams.

Built Excel macros and automated reporting templates that replaced manual data pulls and reconciliation steps, shortening turnaround on daily deliverables and reducing keying errors.

Investigated data exceptions and discrepancies in published market indicators, reconciling breaks against source data and coordinating with support teams to resolve issues before client delivery.

Acted as a point of contact for internal and client inquiries, communicating issue scope, impact, and resolution status clearly to analysts, business users, and senior staff.

Gathered requirements from analysts and business users and maintained internal databases and trade-related reference data supporting accurate pricing, benchmarks, and downstream reporting.

Monitored news, regulatory developments, and sector activity, distilling complex data into concise narratives, charts, and tables used by financial and corporate clients.

CORE SKILLS

Trading & Support: Front- and Middle-Office Trade Support, Trade Lifecycle & Post-Trade Processing, Order Handling & Execution Workflows, Application Monitoring & Incident Communication, Reconciliation & Break Resolution, Root-Cause Analysis

Data & Reporting: SQL (queries, joins, validation, reporting), Microsoft Excel (macros, automated reporting templates), Data Analysis, Report Writing, Workflow Automation & Process Streamlining

Business Analysis: Requirements Gathering & Documentation, Functional Specifications, Workflow Documentation, Regression & UAT Support, Stakeholder Communication, Vendor & Cross-Team Coordination

Quantitative & AI: Backtesting & Walk-Forward Optimization, Monte Carlo Simulation, Risk Management (VaR, MFE/MAE, Volatility Targeting), Portfolio Construction, AI-Assisted System Design, Prompt Engineering, Large Language Models

EDUCATION

B.A., Economics CUNY Bernard M. Baruch College

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