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Tags:  knight  trading  group 
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Published:  November 24, 2010
 
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Slide 1: EQUITY DERIVATIVES TRADING • RISK MANAGEMENT • HEDGE FUND DEVELOPMENT & MANAGEMENT Charles Krueger rue de Bernex, 380 CH-1233 Bernex Switzerland Tel +41 22 548 34 37 Mob +41 79 360 4595 ckrueger99@me.com CAREER SUMMARY Proven equity derivatives trader with a strong track record in developing profitable trading strategies globally in virtually all types of market volatility environments, coupled with leadership experience and portfolio management expertise. 21 years’ exposure to both large (e.g., UBS) and small firms, with a practical, entrepreneurial ability to grow and retain financially rewarding business. Strengths include building productive relationships externally with brokers and other counter-parties, as well as internally with I.T. staff to maximize performance of existing electronic trading systems. Has consistently sought and successfully managed complex and challenging trading and leadership situations. EXPERIENCE Senior Equity Derivative Trader, Liquid Capital Australia, Sydney — 2005-2008 LCA is the Asia-Pacific office of the Liquid Capital Group, a London-based independent derivatives market-making firm, employing more than 170 people in offices in London, Sydney, Chicago and Chengdu. See www.liquidcapital.com . • Traded Equity and Index Options on the Australia Stock Exchange (ASX) using firm’s proprietary trading technology. • Worked closely with other index traders in other Asia-Pacific markets, particularly with the Nikkei desk. • Developed and Implemented SABR model of stochastic volatility, with GARCH curves of ATM volatilities. Worked with other traders in managing skew and smile risks and deciding which volatility backbones to use in various markets. • Appointed as the firm’s “ASX Markets Responsible Executive”, the key liaison between the firm and ASX, to ensure compliance with exchange rules and procedures. • Mentored and coached junior traders and clerks, fast-tracking their skills and knowledge, resulting in quicker self-sufficiency and reduced risk to the firm. Sole Proprietor, Seneca Trading Pty. Ltd., Sydney — 2002-2005 Seneca Trading was a trading firm started by the applicant. • Set up ASX-member Options trading firm, including application for ASX membership (including “ASX Markets Responsible Executive”) and Australian Securities and Investment Commission (ASIC) regulatory approval. Set up relationships with trading software provider (Orc Software, www.orcsoftware.com) and clearing firm/prime broker (Fortis). • Briefed independent programmers and co-developed customized software. • Traded a small number of Australian equity options classes, to test that business model was viable. Averaged 800 contracts per day, roughly 1% of Australian Options Market volume.
Slide 2: EQUITY DERIVATIVES TRADING • RISK MANAGEMENT • HEDGE FUND DEVELOPMENT & MANAGEMENT Senior Trader (Asia/Pacific), Knight Financial Products Pty. Ltd., Sydney — 2001-2002 KFP Sydney was the Asia-Pacific office of Knight Financial Products, the derivative trading division of Knight Capital Group (www.knight.com), an equity market-making and trade execution firm based in New Jersey. Parent closed Sydney operation in 2002 due to its declining global risk appetite. (The remainder of KFP was later sold to Citigroup in 2004.) • Traded and managed risk in the Australian Equity Options Market on the ASX OM electronic market, using Orc software client and auto-trader. Operation was profitable, despite being a period of declining volatility (except for Sep. 11 spike) and margins, and tight risk parameters. Market share approximately 5% of Australian market. • Managed three other market-makers. • Traded the Korean KOSPI index options market. Sole Proprietor, Seneca Funds Management LLC, New York City — 1999-2001 SFM was a hedge fund management firm started by the applicant. • Set-up new, Cayman Islands-domiciled equity-derivative hedge fund and local NYC-based management company from scratch, including prime broker, accounting, legal and administrator relationships. • Traded hedge fund, employing implied volatility and correlation strategies. Equity Options Market-Maker, Stonehenge Trading LLC, New York City — 1998-1999 Stonehenge was an equity option market-making and specialist trading firm, whose operations were taken over by Susquehanna in 2005. • Traded and made markets in listed equity options as a member of the American Stock Exchange, mainly in internet and other high-tech stocks during a period of high market volatility. Executive Director, UBS Securities Limited, London — 1996-1998 Formerly known as SBC Warburg Ltd., UBSSL is UBS AG’s U.K. Investment Banking subsidiary and is one of the largest Investment Banks in London. • Traded Nikkei warrants listed in Frankfurt & Zurich. • Traded OTC index and equity options with clients. • Assisted in pricing of large or unusual block equity trades. • Managed UBS’ Asian equity risk in London time zone. Executive Director, UBS Securities Australia Ltd., Sydney — 1991-1996 Formerly known as SBC Warburg Australia, UBSSAL is UBS AG’s Australian subsidiary and is the largest Investment Bank in Australia. • Set up and managed UBS’ floor presence in equity options market-making on the Australian Stock Exchange including technology and operations. Grew the operation from a single trader to the largest and most profitable floor operation in Australia, with over ten traders and clerks. • Traded large number of Australian stock options over large variety of Australian equities. Acquired and maintained market-dominant position. • Traded other equity products, such as convertibles, warrants, NY-listed ADRs, rights issues, equity block trades. • Set up equity options trading over New Zealand stocks - market share over 80% despite UBS having no physical presence in that country at that time.
Slide 3: EQUITY DERIVATIVES TRADING • RISK MANAGEMENT • HEDGE FUND DEVELOPMENT & MANAGEMENT • Passed "O'Connor" two- and three-week training courses in equity derivatives pricing theory and practice in London & Chicago offices. Manager, Macquarie Bank Ltd., Sydney — 1987-1991 Macquarie is the largest independent Investment Bank in Australia. • Traded equity options on Australian stocks for a leading Australian market-making firm and broker. • Set up convertible bond trading and traded index arbitrage. E D U C AT I O N Swiss Finance Institute, Geneva, Switzerland — 2004 • Completed course: “Estimating and Forecasting Financial Market Volatility and Correlation” Anderson Graduate School of Management, UCLA, Los Angeles, Calif. — M.B.A., 1987 • Options Theory, Corporate Finance, Securities Markets Theory, Portfolio Theory, Financial Statement Analysis, Multinational Business Finance, Micro- and Macroeconomics. University of California at Santa Cruz, Santa Cruz, Calif. — B.A., 1982 COMPUTER SKILLS Bloomberg, Reuters, Orc Trader, IRESS, Excel. Comfortable working closely with I.T. specialists to achieves maximum performance from existing systems. L A N G UAG E S K I L L S English, French (to DELF-B2 standard) and Russian. INTERESTS Outdoor sports, particularly skiing, and travel.

   
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