Jonathan Felch
Education
Carnegie Mellon University - Tepper School of Business
Graduate Program in Computational Finance, -
Cleveland State University
Graduate Program in Computer Science, -
Vassar College
A.B., History and Economics -
Kimball Union Academy
, -Work Experience
ART Advisors
Current
ART Advisors
Walleye Capital
Current
Walleye Capital
Context Investments
2019-06-01 - 2021-07-01
Context Investments
HBK Capital Management
2014-02-01 - 2019-06-01
HBK Capital Management
Dasel Software
2012-01-01 - 2014-02-01
Dasel Software
VOLANT TRADING
2010-05-01 - 2012-02-01
VOLANT TRADING
Credit Suisse
2007-01-01 - 2009-04-01
Credit Suisse
Syntax Capital
2005-04-01 - 2006-12-01
Syntax Capital
Jigme Technology
2002-02-01 - 2005-04-01
Jigme Technology
iFormation Group
2001-02-01 - 2002-02-01
iFormation Group
Skills
Summary
Technology and investment professional with a background in quantitative finance, equity signal research, equity and credit derivatives pricing, and algorithmic trading.. Twelve years experience with equity signal research, seven years equity options pricing, five years corporate credit and credit derivatives. Developed successful credit-equity models, volatility surface modeling, execution cost modeling / market impact models. Infrastructure work includes development of domain specific languages for trading, signal construction, and risk modeling. Additional projects include large-scale event-based data processing for OPRA and tick data, Experience building bi-temporal data stores including topic-based bi-temporal views of uncertain future events.
