Calypso expands quantitative team with David Kelly
27 March 2013 San Francisco
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Following on from Calypso Technology’s opening of a Madrid office, the firm also announced the appointment of David Kelly as director of financial engineering. Kelly has experience as a trader, quant and technologist and will be responsible for the financial engineering team at Calypso.
Kelly’s hire comes as part of an ongoing initiative to expand Calypso’s expert team of financial engineers and to seek out highly talented, seasoned industry veterans.
He has previously held senior positions at some of the largest financial institutions and was most recently the director of credit product development at Quantifi. As a member of Quantifi’s senior management team, Kelly oversaw quantitative and technical staff in providing pricing and risk solutions to global banks, asset managers, hedge funds and insurance companies.
Prior to Quantifi, Kelly was a senior trader on Citigroup’s CVA desk and was formerly head of the global analytics group at JPMorgan Chase, where he also designed and developed the first CVA pricing and risk management system for the credit portfolio trading desk.
Kelly will be reporting to Tej Sidhu, senior vice president of engineering.
Kelly’s hire comes as part of an ongoing initiative to expand Calypso’s expert team of financial engineers and to seek out highly talented, seasoned industry veterans.
He has previously held senior positions at some of the largest financial institutions and was most recently the director of credit product development at Quantifi. As a member of Quantifi’s senior management team, Kelly oversaw quantitative and technical staff in providing pricing and risk solutions to global banks, asset managers, hedge funds and insurance companies.
Prior to Quantifi, Kelly was a senior trader on Citigroup’s CVA desk and was formerly head of the global analytics group at JPMorgan Chase, where he also designed and developed the first CVA pricing and risk management system for the credit portfolio trading desk.
Kelly will be reporting to Tej Sidhu, senior vice president of engineering.
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