Caleb Cha

Co-Head of Low Latency Product

Developed automated trading platform in C# that retrieves market data and executes trades through Interactive Brokers' API service. Can be operated through custom built UI or "headless." Created and back-tested trading models with the Ninja Trader tool utilizing Esignal data feeds. Managed over $1M in assets, achieving an average of 5% return per month since launch in May 2009.

Associate Intern, RMBS trading / Equity derivatives structuring Summer 2011 • Created mortgage prepayment model utilizing internal analytics object model, which was used to predict current factor of mortgage linked debt offering. • Priced customized accelerated share repurchase product and created corresponding pitch material which was presented to potential clients. • Investigated and presented on value of convertible debt offering coupled with call spread overlay to panel of managing directors.

•Nominated and elected by executive management to "Hi Potential Program." Criteria based on professional performance and leadership potential. Only 4% of employees company-wide selected for program yearly •Managed twenty-person team located in Redmond and Beijing to test the Zune social networking site, achieving 99% uptime for site receiving over 60 million hits per month across 22 markets. •Drove development and use of standardized test specification template, resulting in consistent and complete future test plans across all web sites. •Identified and implemented tool to manage and schedule day-to-day operations, creating more predictable workload schedule and increasing group efficiency by 20%.

Zune •Managed five-person team to develop new processes and tools across disciplines that improved team communication and load-balancing across constrained resources, resulting in the team achieving all milestones for target release. •Developed core documentation and coding processes, establishing operational standards for entire test group. •Performed Release Manager functions Zune Web 3.01 including prioritizing features, setting release schedule, and directing resources, resulting in completion of all features on-time, with highest level of quality, and no overtime.

Microsoft GamesStudio •Established server deployment strategy and designed processes for two major server features for several products, resulting in “uptimes” of over 99%. •Developed and built new test processes, reducing product testing time by 50%. •Grew team from two to nine testers in eight months, developing full-service team to perform testing requirements including authoring automated tests, security validation, and performance measurements.

First Place: MIT Sloan 2010 FX trading competition

Four consecutive summer internships. Worked 20 hours per week during senior year