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Liquid Holdings Group strengthens risk team

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Liquid Holdings Group has appointed financial services industry veterans Jeremy Shaw, Richard Boesch and Isaac Babani as senior financial engineers in the firm’s risk analytics team.

“Our new additions collectively bring a higher level of risk analytics expertise to our team,” says Bruce Cooper, chief technology officer at Liquid Holdings. “Today, our clients are benefitting from a single view of real-time performance and risk, side-by-side broker neutral execution, and compliance capabilities. These are key differentiators for Liquid. Jeremy, Richard and Isaac are hard at work building additional asset-class coverage in our OERMS, which will enable us to stay ahead of the market, while addressing our clients’ current and ongoing requirements.”
Shaw joins Liquid after serving as a senior risk consultant with the firm, providing quantitative analytics, business analysis and project management for the risk analytics engine in the Liquid platform.  Prior to consulting, Shaw was a principal investment analyst with Flagstone Finance, where he led portfolio and risk management for the firm’s fixed income, equity and commodity strategies. He also held quantitative macro analyst positions with Soros Fund Management and Nexus Research Corp, and served as vice president with Lehman Brothers.
Boesch brings more than 20 years of industry experience in derivative pricing and risk modelling across a variety of asset classes, including equities, fixed income, foreign exchange and commodities. Most recently, he served as chief risk officer at T3 Companies, where he designed and built tools to monitor and mitigate financial and operational risks across the organisation, while overseeing risk for the firm’s equity hedge fund strategies. Prior to this, Boesch held senior positions at SunGard and SolArc designing and building commodity derivative pricing tools and risk engines servicing global corporations, banks, hedge funds and commodity trading firms.
Babani brings more than 13 years of experience within quantitative analysis, trading and risk management. He has served in a variety of management roles, including vice president of quantitative finance for Bank of America, where he was responsible for the development and implementation of trading strategies and risk management tools. While at Bank of America, Babani built and implemented a hedging tool to validate system-generated risk analytics to construct an optimal series of portfolio hedge trades.  

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