Leo Capalleja

Leandro Capalleja is an experienced professional in quantitative research and trading software engineering, currently serving as the Head of Quantitative Research at Convex Asset Management LLC and a Trading Software Engineer at Tanius Technology, LLC since March 2019. Leandro's prior roles include Quantitative Developer II at SpiderRock - Platform Services, where a proprietary application in Python was developed for managing accounts, and Trader/Quantitative Analyst/Developer at CenterStar Asset Management, where responsibilities included managing ML-based options strategies and overseeing the strategy process flow. Leandro also has a strong foundation in quantitative analysis from tenure as a Quantitative Analyst at Tenzan Capital LLC, where significant reductions in parameter calibration time were achieved. Educational qualifications include a Master of Science in Finance from the Illinois Institute of Technology and a Bachelor of Science in Industrial and Systems Engineering from the Georgia Institute of Technology.