Tolga Guceri, CFA
Defi Quant Engineer
Moorestown
Summary
Quant Developer/Trader with a deep understanding of Digital Asset (Defi) network/protocol and infrastructure design. Extensive knowledge in legacy derivatives markets with over 10 years of experience in algorithmic design and trading market micro structure.
Overview
17
17
years of professional experience
5
5
years of post-secondary education
1
1
Certification
Work History
Defi Quant/Engineer
Premia Finance
01.2021 - Current
- Head of Research for Premia Finance, a derivatives (options) trading platform on Arbitrum (Ethereum Layer 2)
- Bridge the gap between core program development and quantitative risk modeling for derivatives.
- Design and implementation of risk frameworks for on-chain margin systems (ie. Portfolio Margin)
- Manage external relationships (Biz Dev) with Market Makers and other 3rd party integrations
Quantitative Analyst/ Portfolio Manager
Pawberry LLC
09.2014 - 01.2020
- Focused on full-life cycle of researching, coding and deploying quantitative trading methods with verifiable edge in index & volatility futures (Tradfi)
- Led the digital asset top down / bottom up fundamental protocol research (Defi)
- Utilized on-chain analytics / alternative datasets as part of HF Econometric Modeling
- Deep understanding of digital asset market structure and inefficiencies (ie. liquidation engines)
Quantitative Trader
Society Hill Partners LLC
03.2010 - 01.2013
- Implemented a “maker-taker” med frequency pairs trading strategy using autoregressive modeling (AR) techniques and cointegration
- Scripted and developed systematic processes for scaling research & development
- Engineered algos for specific “maker-taker” execution utilizing market micro structure
Options Market Maker
Lexerd Capital LLC (Cutler Group, LP)
09.2009 - 11.2012
- Registered floor Market Maker on the Philadelphia Stock Exchange (Currently owned by NASDAQ)
- Designed and implemented proprietary volatility scripts for pricing equity options
Equity Trader / Operations Specialist
Philadelphia International Advisors, LP
07.2007 - 09.2009
- ADR and international order execution
Education
Bachelor of Science - Commerce & Engineering
Drexel University
Philadelphia, PA 09.2002 - 05.2007
Skills
Node (Typescript)
Certification
CFA - Chartered Financial Analyst
Timeline
Defi Quant/Engineer
Premia Finance
01.2021 - Current
CFA - Chartered Financial Analyst
09-2016
Quantitative Analyst/ Portfolio Manager
Pawberry LLC
09.2014 - 01.2020
Quantitative Trader
Society Hill Partners LLC
03.2010 - 01.2013
Options Market Maker
Lexerd Capital LLC (Cutler Group, LP)
09.2009 - 11.2012
Equity Trader / Operations Specialist
Philadelphia International Advisors, LP
07.2007 - 09.2009
Bachelor of Science - Commerce & Engineering
Drexel University
09.2002 - 05.2007
Similar Profiles
Saraswathi NSaraswathi N
Primary School Teacher at The Premia AcademyPrimary School Teacher at The Premia Academy
Henk Van BeverenHenk Van Beveren
Senior Accountant and Controller at Premia Insurance EuropeSenior Accountant and Controller at Premia Insurance Europe
Matt DavidsonMatt Davidson
CEO/Founder at Premia FitnessCEO/Founder at Premia Fitness
Tatiana AndersonTatiana Anderson
Receptionist at Fiore Law GroupReceptionist at Fiore Law Group
Jacob CohenJacob Cohen
Patient Care Technician at Virtua Memorial HospitalPatient Care Technician at Virtua Memorial Hospital