Toby Carrodus
Angestellt, Medium Frequency Systematic Global Macro Quant, Medium Frequency Systematic Global Macro Prop Trading
Los Angeles, Vereinigte Staaten
Über mich
Toby Carrodus, a distinguished figure in the hedge fund industry, is the driving force behind innovative trading strategies at top global financial institutions. His professional journey, marked by strategic foresight and a commitment to data-driven decision-making, parallels his profound interest in macroeconomics and the interplay between politics and economics. Toby pursued a M.Sc. in Economics at the Humboldt-Universität zu Berlin to further his expertise. A course on portfolio management sparked an interest in systematic trading strategies and portfolio construction techniques. He was later introduced to the concept of "structural alpha" during his tenure at PIMCO in London – that is, there are consistent, repeatable features of markets that can be harnessed to generate regular returns. This concept resonated with Toby and, alongside his studies of the F.A. Hayek and the limits of the human mind, underpinned his trading philosophy.
Werdegang
Berufserfahrung von Toby Carrodus
Bis heute 6 Jahre und 3 Monate, seit März 2018
Medium Frequency Systematic Global Macro Quant
Medium Frequency Systematic Global Macro Prop Trading
• Designing, researching and overseeing medium-frequency (intraday) systematic trading strategies covering currencies, commodities, bonds and equity indices • Project management of trading strategies from an exploratory data and hypothesis phase through to formal presentation of results and real-time implementation • Sourcing and cleaning data; analyzing large datasets with Python • Monitoring slippage, adjusting cost models • Collaboration with developers to implement research into live production systems
1 Jahr und 7 Monate, Sep. 2016 - März 2018
Systematic Global Macro - Associate
Winton Capital
• Systematic Global Macro • One of the world's top hedge funds judged by size (USD +30bn) and 20yr+ track record, Winton utilizes scientific methods to identify persistent edges in markets that are systematically exploited to generate sound risk-adjusted returns.
2 Jahre und 3 Monate, Mai 2014 - Juli 2016
Discretionary & Systematic Global Macro - Assistant Portfolio Manager
MST Capital
• MST Capital was a Global Macro hedge fund with an APAC bias. It ceased operations in 2016 • Direct support to CIO to manage a global macro portfolio; discretion to manage CIO positions; execution across equities, indices, rates, FX and commodities using cash, futures, options and swaps • Researching systematic trading strategies; compiling, cleaning, scrutinizing and analysing data; developing systematic strategies in Python • Quantitative and fundamental macroeconomic research for Investment Committees
ACCOUNT MANAGEMENT • Regular client and internal reporting on portfolio positioning, risk metrics, attribution; building dynamic templates with Excel, VBA, SQL and Bloomberg • Responding to market, policy and client driven ad-hoc requests e.g., benchmark modelling, modelling FX risk PORTFOLIO MANAGEMENT • Collaborating with Portfolio Managers on all aspects of managing accounts, including monitoring and adjusting interest rate duration, curve positioning, spread duration, FX exposure, leverage and cash
Ausbildung von Toby Carrodus
2 Jahre und 4 Monate, Sep. 2009 - Dez. 2011
Master of Science in Economics
Humboldt-Universität zu Berlin
4 Jahre und 7 Monate, Jan. 2005 - Juli 2009
Bachelor of Arts (Political Science, German)
Australian National University
4 Jahre und 7 Monate, Jan. 2005 - Juli 2009
Bachelor of Economics
Australian National University
Sprachen
Englisch
Muttersprache
Deutsch
Fließend