John P Krane

United States

Machinery

918 west State St, Geneva, IL 60134

Capital Markets

Charles Schwab
Director of Risk Analytics and Modeling
E*Trade Jan 1, 2015 - Oct 31, 2015
Vice President of Margin Risk
Td Ameritrade Jul 2013 - Jul 2015
Senior Quantitative Risk Analyst
Krane Trading and Research Sep 2012 - Jun 2013
Founder, Options Trader, and Quantitative Researcher
Third Millennium Trading Jul 2003 - May 2012
Quantitative Researcher and Strategist

University of Nebraska - Lincoln 1992 - 1998
University of South Dakota 1986 - 1992
Bachelors, Bachelor of Science, Management, Business

Monte Carlo Simulation
Statistics
Options
Physics
Data Mining
Data Analysis
Quantitative Analytics
Proprietary Trading
Trading
Equities
C++
Volatility
Vba
Numerical Analysis
Portfolio Management
Risk Management
Derivatives
Financial Modeling
Statistical Modeling
Sql
Bloomberg
Matlab
Quantitative Finance
Algorithms
Mathematical Modeling
Simulations
Commodity
Electronic Trading
Market Risk
Financial Risk
Analysis
Fixed Income
Applied Mathematics
R
Statistical Data Analysis
Trading Systems
Multithreaded Application Development
Statistical Finance
Numerical Simulation
Pattern Recognition
Statistical Computing
Stochastic Processes
Leadership
C#
Technical Writing
Asp.net Mvc
Rstudio
Investments
Finance
Financial Analysis
Scientific Computing
Commodity Risk Management
Scientific Writing
Multivariate Analysis
Linear Algebra
C
Securities

English
French
Italian

National Commodity Futures (Series 3)