Jonathan Felch
Portfolio Manager
- Role
- Quantitative Portfolio Manager at Walleye Capital
- Location
- Brooklyn, NY, US
- LinkedIn followers
- 500 followers
About Jonathan Felch
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.
Experience
Quantitative Portfolio Manager
Jul 2021 — Present · Brooklyn, NY, US
Education
Carnegie Mellon University - Tepper School of Business
Graduate Program in Computational Finance
Vassar College
A.B., History and Economics
Cleveland State University
Graduate Program in Computer Science
Skills
- Credit Trading
- Electronic Trading
- Trading System
- Quantitative Investing
- Financial Engineering
- Mongodb
- Forecast Modeling
- C++
- Risk Modelling
- Quant
- Market Making
- Futures
- Statistical Arbitrage
- Time Series Analysis
- Credit Portfolio Management
- Stochastic Calculus
- Matlab
- Quantitative Finance
- Volatility
- Volatility Arbitrage
- Groovy
- Options Pricing
- Quantitative Research
- Options
- Python
- Trading Systems
- Low Latency
- Equity Trading
- Credit Derivatives
- Backtesting
- Equity Derivatives
- Scala
- High Frequency Trading
- Market Microstructure
- Trading Strategies
- Market Data
- Java
- Big Data
- Options Strategies
- Monte Carlo Simulation
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