About the Founder: Arash Kamyab

ARASH KAMYAB | arash@condoredge.com | Linkedin.com/in/arash-kamyab

Founder & Quantitative Developer | 2025 – Present

Drove macroeconomic modeling and quantitative development for a proprietary analysis and trading platform, specializing in cross-asset strategies: Rates, FX, Equities, and systemic liquidity.
Engineered sophisticated pricing and valuation engines to model central bank policy rate expectations across developed and emerging markets.
Translated complex macroeconomic frameworks into robust quantitative models, deploying scalable tools to forecast cross-asset volatility and market trends.

Trader, EM Trading - Latin America | 2019 – 2024

Managed market making and portfolio risk for the MXN Interest Rate Swaps (TIIE) book.
Exceeded the annual P&L target of $6mn by 50% in 2020 and 30% in 2023 by monetizing client flow and proprietary positions.
Assisted with the market making of FX Forwards for the Andean region (CLP, COP, and PEN), contributing to the desk's profitability.
Advised clients on central banks' monetary policy and Latin America's macro dynamics to optimize their investment strategies.
Successfully expanded the client base by 20% through strategic collaboration with UBS Research and Sales teams, delivering actionable market insights and trade recommendations.

Quant Analyst, EM Trading - Latin America | 2018 – 2019

Elevated desk productivity by developing real-time pricing and risk applications for the Latam Rates desk using Excel/VBA, Python, and the UBS CAL library.
Spearheaded the definition, implementation, and testing of new risk systems, significantly improving pricing accuracy and P&L for the global EM Rates business.

Desk Developer, Short-Term Interest Rate (STIR) Trading | 2014 – 2018

Developed real-time pricing models and curve control sheets for G10 and EM FX and Rates trading desks using Excel/VBA and the UBS CAL library.
Enhanced pricing accuracy and P&L by successfully migrating Emerging Market currency models to the UBS CAL framework.
Engaged traders and business managers to gather requirements, conduct testing, and ensure alignment with quantitative and development teams.

Product Specialist | 2011 – 2014

Developed advanced valuation models for FX and Interest Rate derivatives using Excel/VBA and internal analytics engines.
Consulted top-tier institutional clients on optimizing their trading workflows through the strategic integration of Thomson Reuters data and analytics.
Drove significant account growth by collaborating with sales teams to execute up-sell strategies, resulting in 30% YoY revenue expansion.
Recognition: Honored with the Markets Award for Innovation (Central Banks Target Probability Model) and the Star Performance Award for displacing a key competitor at BlackRock.

Client Specialist | 2009 – 2011

Empowered top-tier FX, Rates, and Commodities trading desks through comprehensive technical training and workflow optimization.
Managed strategic client relationships, driving deep platform integration and adoption for major Canadian banks (RBC, BMO, Scotia Capital).

McMaster University | Hamilton, Canada
Bachelor of Engineering, Software

Certifications:
Certification in Quantitative Finance (CQF)
Series 7 and 63 - FINRA

Trading & Market Data: Reuters, Bloomberg, Marketwire, Murex, Pine Script, Excel/VBA
Engineering & AI: Python, SQL, Large Language Models (LLMs), Claude, Generative AI, JIRA, Salesforce
Activities: Member of the Fixed Income Analyst Society (FIASI) Board of Directors in charge of FIASI's marketing initiatives
Interests: Cryptocurrencies and Blockchain Technology, Chess, Poker, Yoga

Loading Market Data...

jp|Nowcast

DETAIL

Granular component breakdown of the regional momentum score.

Loading jp Sub-Matrix...