Sammuel is a quantitative macro trader with over 11+ yrs of market experience and 7+ yrs experience in multi-strategy risk trading. He has extensive experience in trading, quantitative strategy formulation & implementation, and market-approach metaheuristics-based hyperparameter tuning in relation ...more

Sammuel is a quantitative macro trader with over 11+ yrs of market experience and 7+ yrs experience in multi-strategy risk trading. He has extensive experience in trading, quantitative strategy formulation & implementation, and market-approach metaheuristics-based hyperparameter tuning in relation to managing absolute return credit and rates books, volatility arbitrage book and statistical arbitrage book on flow listed derivative products. He is also a Fixed Income Specialist with 8+ yrs of experience in the space spanning from advisory, credit analysis, data analytics, risk & portfolio management. Prior to the investment management career, he has worked in quantitative research & development and actuarial industry. Areas of Specialties: Curves Construction, Live Volatility Dynamics Management, Attribution Analysis, Active Alpha, Relative Value, PCA, Factor Models, Optimization Methods, Credit Analysis, Trading, Machine Learning, Deep Learning, Bloomberg API, Orc, SunGard, Murex, Calypso, Python, C++, Matlab, TensorFlow, Keras, QuantLib, Boost, R, Python, SQL, VBA, Linuxless