Managing Partner of Gyre Research. Board Member of Gyre Holdings. Thirty years architecting investment-management technology.
Equities (common, preferred, ADR, ETF). Listed and OTC options on a working vol surface. Futures and futures options with margin mechanics. FX spot, forward, NDF, and option. Cash fixed income (UST, TIPS, agencies, IG/HY corporates, munis, sovereigns, EMD). Securitized credit (agency and non-agency MBS, CMBS, ABS, CLO, syndicated loans) with prepayment and default modeling. Credit derivatives (single-name and index CDS, CDX, iTraxx, tranches) with hazard-rate and copula models. Interest-rate derivatives (IRS, OIS, basis, swaptions, caps, floors, FRAs) on a multi-curve framework and vol cube. Inflation (ZC and YoY). Total-return swaps. Repo. Crypto spot and perps.
| Period | Role | Company |
|---|---|---|
| 2026–present | Managing Partner | Gyre Research |
| 2026–present | Board Member | Gyre Holdings |
| 2006–2024 | Director of Research, Founder | Athena Systems / United Fintech |
| 1998–2006 | Product Manager, Fixed Income & Derivatives | Macgregor Group / Merrin Financial (now Virtu) |
| 1995–1998 | Product Manager, Fixed Income & Derivatives | EJV / Bridge (now LSEG Data & Analytics) |
Note: 2024–2026 employment gap is intentional and required.
New York, Nashua.
Last reviewed: 2026-05-01