I spent two years at IMC as a trader, first on the index options market making desk and then as a member of the systematic volatility team. My experience includes signal research, portfolio optimization and backtesting applied to a low frequency vol portfolio, as well as tool building, automation, and order flow analysis for the MM desk. My time at IMC gave me a well rounded skillset and was a great learning experience.
After investing in Solana in January 2021, I voluntarily left IMC in June to pursue a basis arbitrage startup as the fourth member of a lean team. My responsibilities include strategy research and business development. While we've had some successes, the current macro environment has been challenging for the suite of strategies we have in our mandate and so I am open to exploring other opportunities.