Nicholas Flees

Work Experience

Barksdale Trading Group at Lupo Futures

Software Engineer

Chicago, June 2014 - Present
  • Designed, implemented, and refined automated market-making application for use on four commodity-option trading desks.
  • Built target finder tool to identify option and spread markets satisfying given conditions.
  • Built Python interface to legacy proprietary database system to alleviate user frustration with cumbersome querying facilities.
  • Designing and building Python/Flask/JavaScript/SocketIO web portal for delivery of static reports and reference data.
  • Regularly develop and release data analysis tools and task-automation scripts in Python.
  • Represent technology on cross-functional Agile Scrum team assembled for planning and executing the firm’s quantitative and technical objectives.
  • Built CME-SPAN margin analysis tool with Python and Pandas.
  • Maintain legacy suite of .NET risk- and position-analysis applications for market makers and quantitative analysts.
  • Recruit and interview candidates for trading and programming roles.

University of Chicago

Lecturer

Chicago, September 2017 - Present (Periodic)

Taught the following courses in the Master's Program in Computer Science:

University of Chicago

Teaching Assistant

Chicago, January 2015 - March 2017 (Periodic)

Assist master's program faculty in the instruction and administration of the following courses:

Urban Partnership Bank

Assistant Treasurer

Chicago, June 2011 - June 2014
  • Served as Vice Chairman of Bank's Asset/Liability Committee.
  • Built models for forecasting bank's cash flow and liquidity positions in Python and Pandas.
  • Managed interest-rate risk for $1 billion balance sheet and $70 million fixed-income portfolio.

Quicken Loans: Capital Markets Group

Trader

Detroit, December 2009 - June 2011
  • Built Excel/VBA-based mortgage-trading optimization application for pooling and trading multi-billion-dollar lender’s origination pipeline.
  • Structured and traded over $25 billion in residential mortgage servicing assets and mortgage-backed securities.

AJ Manser Global

Co-Founder and Trader

Chicago, December 2007 - August 2009
  • Co-founded equity derivatives market-making firm.
  • Built Excel/VBA-based position-risk dashboard, notification monitors, and other trading tools.