MARK H. TEN PAS 11 Dickinson Street Apt #25, Princeton NJ 08540 • Email: [email protected] PROFESSIONAL EXPERIENCE CITADEL INVESTMENTS Quantitative Analyst Intern June 2013-August 2013 Long Term Quantitative Strategy (formerly called Stat Arb) • Worked on R projects to source corporate bond analytics and TRACE data into firm’s data layer. • Full-time offer BARCLAYS CAPITAL/LEHMAN BROTHERS AVP, Desk Developer/ Desk Analyst April 2010-July 2012 Equity Flow Volatility Sales and Trading • Co-creator of SalesVol (see projects below); in use by hundreds of Barclays Salespeople. • Developed pricing logic used by desk for VQT, XXV, and other Barclays VIX ETNs. • Developed new analytic for historical options prices; adopted by desk. (historical strike skew) • Spotted and helped coordinate arbitrage opportunity between options trading and another trading team at Barclays. Developed tool in QuantVol for sharing information between the two teams. Analyst, Quantitative Developer August 2007-April 2010 Fixed Income Research Analytics (Lehman)/ Fixed Income Technology (Barclays) • Worked on pricing and risk logic for corporate bonds and credit default swaps. • Developed scenario analytics on credit default swaps and indices for POINT, Lehman’s awardwinning portfolio analytics tool. • Rearchitected CDS analytics delivery system; resulted in 50% speedup with no increase in hardware. • On the night of September 15th, 2008, was in the building delivering analytics and keeping systems running. THE UNIVERSITY OF ILLINOIS Course Staff September 2005-December 2006 CS 473 Algorithms and Theory (Graduate Section) Developed and graded homework for PhD CS Theory Course. Coursework involved network solving, memo tables, and NP-completeness. ACADEMICS PRINCETON UNIVERSITY, BENDHEIM CENTER FOR FINANCE Master in Finance 2nd Semester GPA: 3.4 Expected Graduation: June 2014 GRE: 800Q/730V Coursework: Artificial Intelligence, Time Series Regression, Behavioral Finance THE UNIVERSITY OF ILLINOIS AT URBANA-CHAMPAIGN Bachelor of Science in Engineering Overall GPA: 3.5 Major in Computer Science, Concentration in Finance Chancellor’s Scholar (125 Students out of 8000) SAT: 1600/1600 PROJECTS BARCLAYS SALESVOL • Keeps track of all high-touch listed cash and options equities trades executed by Barclays over the past three years. In use by salespeople to suggest potential client opportunities for various option trades. • Developed innovative summary cache to get screens to appear in ~100 ms. • Originally developed for Options Sales; now in use by hundreds of people on different equities desks across Barclays. RESEARCH INTERESTS POST-OFFERING OPTIONS TRADING STRATEGY Observed statistically significant changes in implied equity volatility after follow-on offerings; developing trading strategy to exploit market complacency following issue. SKILLS Product Knowledge: CDS products, Corporate Bonds, Stock Options, VIX products Technical: Java, R, MySQL, Excel General Expertise: Portfolio Backtesting, Scenario Analysis. CERTIFICATIONS AND OTHER Series 7 & Series 63, FINRA, 2007 Passed Level 1 CFA Exam Eagle Scout, Bronze Palm USHPA Certified Hang Glider Pilot