Seth Tolev
Quantitative Analyst
Summary
A Master of Quantitative Finance graduate with diverse experience in the capital markets in Canada, USA, and Switzerland. Currently looking for opportunities in Toronto.
Experience
Junior Quantitative Analyst
Axpo Trading / Zurich, Switzerland
Price commodity derivative deals in illiquid markets, optimize proxy or "stack & roll" hedging strategies with respect to risk and transaction costs, and make trading decisions to manage the risk of the book
Analyst - Asset Allocation
LGT Capital Manageme
Developed and deployed an object oriented C# solution to automate and enhance portfolio construction techniques for asset allocation, backtesting, and attribution processes
Quantitative Research Analyst
TD Securities / Chicago, IL
Collaborated with strategists to develop an automated high frequency trading strategy on Canadian equities using alpha signals derived from tick data market microstructure and spread dynamics patterns
Education
ETH Zürich
MSc Quantitative Finance
GPA: 5.15 / 6.0; Magna cum Laude, LGT Student Prize (2010)
?Relevant Coursework Topics: Derivative Pricing, Financial Engineering, Stochastic Calculus, Portfolio Theory, Interest Rate Models, Monte Carlo, Finite Differences, Finite Elements, Corporate Finance
