Chris Reeves
About Chris Reeves
Chris Reeves is an Analyst specializing in Quantitative Risk at LibreMax Capital, LLC, where he has worked since 2020. He has extensive experience in quantitative software development for financial firms and focuses on developing investment strategies based on mean reversion.
Work at LibreMax Capital
Chris Reeves has been employed at LibreMax Capital, LLC since 2020, serving as an Analyst in Quantitative Risk. In this role, he focuses on analyzing and managing risks associated with quantitative investment strategies. His work contributes to the firm's efforts in optimizing investment performance and ensuring compliance with risk management protocols.
Previous Experience in Financial Services
Prior to his current position, Chris Reeves held various roles in the financial services sector. He worked at J.P. Morgan Asset Management as a Software Developer from 2015 to 2017 and later returned to J.P. Morgan as a Software Developer from 2017 to 2018. He also gained experience at Welton Investment Partners as a Software Developer from 2018 to 2020. His early career included a brief internship at T3 Trading Group as a High Frequency Trading Intern in 2012 and an internship at J.P. Morgan Asset Management in 2014.
Education and Expertise
Chris Reeves possesses expertise in quantitative software development, particularly within financial firms. His specialization includes developing innovative investment strategies, with a focus on mean reversion techniques. This expertise supports his analytical role at LibreMax Capital, where he applies quantitative methods to assess and mitigate financial risks.
Career Development Timeline
Chris Reeves has built a career in quantitative analysis and software development over several years. His professional journey began with internships, progressing to full-time roles at prominent financial institutions. His experience spans various positions, culminating in his current role at LibreMax Capital, where he has been contributing for four years.