Toby Carrodus is a quantitative finance professional focused on medium-frequency systematic global macro trading. He uses statistical methods and automated algorithms to systematically trade bonds, commodities, currencies and equity indices across Europe, Asia and North America.
His educational background includes a Master of Science in Economics from the Humboldt-Universität zu Berlin, where he specialised in quantitative methods and corporate finance, and a Bachelor of Economics and Bachelor of Arts in German & Political Science from The Australian National University.
Collaborating with Portfolio Managers on all aspects of managing investment grade credit and high yield bond portfolios (US$34.4bn), including monitoring and adjusting interest rate duration, curve positioning, spread duration, FX exposure, leverage and cash; use of VBA to automate regular tasks
Maintaining target carry exposure from futures roll yield, cash yield curve roll-down, FX carry and theta; modelling risk impacts of trades and ensuring pre-compliance (incl. cash bonds, IRS, CDS, futures, FX)
Building dynamic templates with SQL, Excel/VBA, Bloomberg and proprietary software; reporting on risk metrics, portfolio positioning and attributions
Providing market commentary and assistance to Account Managers to prepare for client meetings; responding to market and client driven ad-hoc requests
