About the authors
Daniel Nehren is Managing Director and Head of Statistical Modelling and Development, Equities at Barclays. In this role, Mr. Nehren is responsible for the development of algorithmic trading product and model-based business logic for the Equities division globally. Mr. Nehren joined Barclays from Citadel LLC, where he was Head of Equity Execution, responsible for all aspects of equity execution for asset management.
Previously Mr. Nehren spent over five years at J.P. Morgan where he was the Global Head of Linear Quantitative Research. Mr. Nehren started his career in finance at Goldman Sachs in 2001 leading a team of senior architects in designing and implementing a next-generation distributed trading platform for the Equities Division.
Shannon Koenig is a Vice President on the Equities Electronic Product team at Barclays and is responsible for partnering with clients to deliver product solutions. Ms. Koenig joined Barclays from ITG where she began as product manager of the Triton EMS platform. She later expanded to cover additional trading software products, working hands-on with trading desks to design and deliver workflow solutions. Before joining Barclays, Ms. Koenig most recently served as an analytics consultant for traders and portfolio managers to produce trading strategy recommendations and broker rankings for ITG’s Algo Wheel product.
Ameya Moghe is a Vice President at Barclays working in the Statistical Modelling and Development, Equities team and is responsible for working with clients to customize their usage of Barclays’ algorithmic trading suite to enhance client outcomes.
Previously Mr. Moghe worked at ITG where he was the product manager for ITG’s suite of portfolio and tradelist optimization products and services. In this capacity, Mr. Moghe worked closely with institutional portfolio managers to utilize modern optimization techniques in conjunction with risk and transaction cost forecasting models to generate optimal portfolio allocations while honoring complex real-world constraints.
Prior to joining ITG, Mr. Moghe received an M.S. in Mathematical Finance from Boston University. Mr. Moghe is also a CFA charterholder.