Josh Kalish

Josh Kalish is a seasoned professional in the finance industry specializing in trading rates, commodities, and derivatives. He has extensive experience managing large portfolios comprising swaps, futures, options, and cash products across asset classes.

His expertise includes developing high-frequency trading systems using C++, identifying trading opportunities in index and ETF products, and executing trades in complex index products with diverse regional and multi-asset class underlying securities.

Josh has a strong background in designing and overseeing low-latency market-making platforms, hedging treasury bonds for optimal carry, trading physical precious metals against indexes, and implementing equity trades around events.

Moreover, he excels in data analysis and applying machine learning techniques to analyze substantial datasets. His specialties lie in real and nominal rates products, correlated commodity products, outright products, indexes, and ETFs/ETNs.

Josh Kalish holds a comprehensive educational background, with studies in marketing at the University of Wisconsin-Milwaukee, culminating in both Bachelor's and Master's degrees.

Throughout his career, Josh has held significant roles in renowned organizations, including Delta 1 Trading at Bank of America, where he managed the rates and commodities book for the Index Arbitrage Desk, consistently generating positive profits over a decade while maintaining low balance sheet usage.

He has also contributed his expertise at Credit Suisse as a Systematic Market-Making Group Trader and Portfolio Manager, at Merrill Lynch as an Equity Trading Consultant and Project Manager specializing in C++, Java, and Linux, and at Donaldson, Lufkin & Jenrette as a C++ Software Engineer.