- CFA charter holder and licensed Financial Risk Manager (FRM) with experience trading and making markets electronically and on the trading floor in complex options strategies for single stocks, indices and ETFs, and commodities.
- Manage risky portfolios of derivatives positions applying hedging strategies and scenario analyses.
- Data analytics using MicroStrategy, QlikView, and Spotfire dashboarding.
- Financial modeling of probability distributions of stocks, indices and ETFs, and commodities.
- Working knowledge in programming languages: SQL, R, Ruby, Python, and Javascript.
USA Track & Field Certified Running Coach @ · Developing approximately 15-20 beginner and elite runners and carefully and successfully advancing them as athletes.
· Profiled on North Brooklyn Runners website:
http://northbrooklynrunners.org/2012/02/04/nbr-member-profiles-james-chu/
· Interviewed on running website Cloud259.com - audio and interview transcript links:
http://cloud259.com/2013/03/17/episode-4-splits-and-imperfect-pacing/
http://cloud259.com/interview-transcripts/james-chu/
· Maintain shared training logs between athlete and coach as a collaborative spreadsheet using Google Docs.
· Devise training plans and race strategies for the athlete.
· Motivating and finding the the correct balance of training for each individual athlete. From January 2008 to Present (8 years) Senior Data Analytics Manager - Investments @ • Analyze and prepare data providing analytics, visualizations, and automated testing for internal auditors in investments.
• Develop and build dashboards using data visualization software QlikView and Spotfire.
• Prepare holdings and transactions reports from AIG's IDR (Investments Data Repository) using MicroStrategy.
• Re-performance and reconciliation of data flows and processes in support of audit. From December 2013 to October 2015 (1 year 11 months) Options Specialist and Market Maker @ · NYSE options specialist, market maker, and trader in single stock, index, and ETF options products.
· Negotiated parameters of trades with brokers and competing traders.
· Communicated with developers to optimize trading technology and systems to adapt to the highly competitive commodity open outcry pits.
· Communicated with risk manager to adjust risk parameters based on the changing dynamics of the market.
· Developed FLEX calculator to price customizable FLEX options in an Excel spreadsheet using Black-Scholes formula. From September 2007 to February 2013 (5 years 6 months) COMEX Gold and Silver Options Trader @ · Gold and Silver options market maker and execution trader on the New York Mercantile Exchange and Commodities Exchange. From August 2011 to March 2012 (8 months) Equity Options Trader @ · Analyzed financial market data and volatility to make trading decisions.
· Trading decisions based on data analysis, scenario analysis, event-driven strategies, volatility arbitrage, and identifying risks and trends.
· Updated scripts for electronic automated quoting system to adjust in a dynamic market place. From May 2007 to September 2007 (5 months) Equity Options Trader @ • Primary options market maker in single stock and ETF options in AMEX trading crowd, while also streaming electronic automated quotes both to the AMEX and as a Competitive Market Maker (CMM) providing depth and liquidity on the ISE.
• Analyzed volatility data identifying opportunities to initiate trades and capture profit and edge during merger, news driven, and other volatile events.
• Cleared $1M in trading profits in 2004 and $2M in 2005.
• Completed SIG’s extensive market maker training course which included lectures in Option Volatility and Pricing, Index
Pricing, Bond Valuations and Cash Flows, and Poker and Gambling Theory. From July 2000 to February 2007 (6 years 8 months)
Bachelor of Arts, Economics (Math Track) @ Princeton University From 1996 to 2000 Wethersfield High School From 1992 to 1996 James Chu, CFA, FRM is skilled in: Trading, Options, Derivatives, Equity Derivatives, Commodity, ETFs, Market Making, Volatility, Hedging, Python, Trading Systems, Trading Strategies, Volatility Arbitrage, JavaScript, Statistical Data Analysis