EFTA00593591.pdf

FUJITA NJ 07670 EXPERIENCE NOMURA SECURITIES INTERNATIONAL New York, NY Vice President. Systematic Trading (High Frequency Trading) 4/2011-2/2013 • Produced steady P&L (Sharpe Ratio of 5.0 in 2012) with intraday proprietary trading strategies in US equity • Implemented trading strategies in C++ under low latency, multi-thread trading system • Conducted back tests to develop/enhance new and existing strategies by analyzing tick level data • Cooperated with technologists to reduce order latency in trading system co-located at Nasdaq and NYSE • Ran and improved daily operations, including P&L calculations, reconciliation, and code deployment NOMURA SECURITIES INTERNATIONAL New York, NY Associate. Quantitative Analytics 4/2009-3/2011 • Created algorithm trading strategies targeting opening/closing prices in US equity • Developed US dark pool strategy with real time analysis on fills from 20+ dark pools • Researched price anomalies caused by order imbalance at opening/closing auctions LEHMAN BROTHERS New York, NY Capital Markets Summer Associate (Quantitative Trading and Analytics) Tokyo, Japan • Researched dynamic weighting scheme for proprietary quantitative factor models 6/2008-9/2008 • Enhanced algorithm trading strategies by adding VWAP intraday profile and With Volume feature DAIWA ASSET MANAGEMENT (One of the top 3 investment management firms in Japan) Tokyo, Japan Deputy Manager. Quantitative Research 2/2002-6/2006 • Modeled proprietary investment strategies, including global asset allocation, US Treasury and Japanese government bond models • Created relative value strategies in fixed income and currencies for alternative investment fund DAIWA ASSET MANAGEMENT (AMERICA) New York, NY Deputy Manager & Quantitative Analyst. Quantitative Research 7/1999-2/2002 • Modified global stock models by identifying forecast factors; estimated yield curves for Japanese government bonds; assessed accuracy of sell-side analyst earnings forecasts in the Japanese stock market • Summarized, presented and discussed research results with consultants (finance professors) hired by Daiwa DAIWA ASSET MANAGEMENT Tokyo, Japan Quantitative Analyst 4/1998- 7/1999 • Improved Japanese stock investment models with regression analysis EDUCATION THE UNIVERSITY OF CHICAGO, BOOTH SCHOOL OF BUSINESS Chicago, IL Master ofBusiness Administration 9/2007-3/2009 • Graduated with Honors • Concentrations: Econometrics and Statistics, Analytic Finance and Economics THE UNIVERSITY OF CHICAGO Chicago, IL Master ofScience in Financial Mathematics 9/2006-8/2007 • GPA: 3.9/4.0 UNIVERSITY OF TSUKUBA Tsukuba, Japan Master ofArts in Management Science 4/1996-3/1998 Bachelor ofPolicy & Planning Sciences 4/1992-3/1996 • Published "Modeling the Profiles of Japanese Independent Voters in Early 1996," Behaviormetrika, 1998 ADDITIONAL • Proficient in C++/Linux, Python and VBA; familiar with Matlab, Bloomberg API, SQL and R • Passed all three level exams of Chartered Financial Analyst (CFA) • Eligible to work in the US (Green Card holder) EFTA00593591