FUJITA NJ 07670 EXPERIENCE NOMURA SECURITIES INTERNATIONAL New York, NY Vice President, Systematic Trading (High Frequency Trading) 4/2011-2/2013 ¢ Produced steady P&L (Sharpe Ratio of 5.0 in 2012) with intraday proprietary trading strategies in US equity e¢ Implemented trading strategies in C++ under low latency, multi-thread trading system * Conducted back tests to develop/enhance new and existing strategies by analyzing tick level data e Cooperated with technologists to reduce order latency in trading system co-located at Nasdaq and NYSE e Ran and improved daily operations, including P&L calculations, reconciliation, and code deployment NOMURA SECURITIES INTERNATIONAL New York, NY Associate, Quantitative Analytics 4/2009-3/2011 e Created algorithm trading strategies targeting opening/closing prices in US equity e Developed US dark pool strategy with real time analysis on fills from 20+ dark pools e Researched price anomalies caused by order imbalance at opening/closing auctions LEHMAN BROTHERS New York, NY Capital Markets Summer Associate (Quantitative Trading and Analytics) Tokyo, Japan e Researched dynamic weighting scheme for proprietary quantitative factor models 6/2008-9/2008 e Enhanced algorithm trading strategies by adding VWAP intraday profile and With Volume feature DAIWA ASSET MANAGEMENT (One of the top 3 investment management firms in Japan) Tokyo, Japan Deputy Manager, Quantitative Research 2/2002-6/2006 e Modeled proprietary investment strategies, including global asset allocation, US Treasury and Japanese government bond models e Created relative value strategies in fixed income and currencies for alternative investment fund DAIWA ASSET MANAGEMENT (AMERICA) New York, NY Deputy Manager & Quantitative Analyst. Quantitative Research 7/1999-2/2002 ¢ Modified global stock models by identifying forecast factors; estimated yield curves for Japanese government bonds; assessed accuracy of sell-side analyst earnings forecasts in the Japanese stock market * Summarized, presented and discussed research results with consultants (finance professors) hired by Daiwa DAIWA ASSET MANAGEMENT Tokyo, Japan Quantitative Analyst 4/1998- 7/1999 e Improved Japanese stock investment models with regression analysis EDUCATION THE UNIVERSITY OF CHICAGO, BOOTH SCHOOL OF BUSINESS Chicago, IL Master of Business Administration 9/2007-3/2009 e® Graduated with Honors e Concentrations: Econometrics and Statistics, Analytic Finance and Economics THE UNIVERSITY OF CHICAGO Chicago, IL Master of Science in Financial Mathematics 9/2006-8/2007 © GPA: 3.9/4.0 UNIVERSITY OF TSUKUBA Tsukuba, Japan Master of Arts in Management Science 4/1996-3/1998 Bachelor of Policy & Planning Sciences 4/1992-3/1996 e Published “Modeling the Profiles of Japanese Independent Voters in Early 1996," Behaviormetrika, 1998 ADDITIONAL e Proficient in C++/Linux, Python and VBA; familiar with Matlab, Bloomberg API, SQL and R e Passed all three level exams of Chartered Financial Analyst (CFA) e Eligible to work in the US (Green Card holder) EFTA00593591