Head of Quantitative, Execution and Risk Products, Lime Brokerage LLC
David Don is a Head of Quantitative, Execution and Risk Products at Lime Brokerage LLC, where he helps manage Lime’s solutions for high frequency trading strategy development, post trade risk monitoring, and execution algorithms. Mr. Don joined Lime in 2011 in connection with the sale of the business assets of Cactus Trading Systems, LLC, a trading technology company he co-founded in 2009, to Lime. Prior to that, we was a Vice President of the QuantStat Group at TD Securities, where from 2003-2008 he co-managed a market neutral equity portfolio, developed and implemented capital structure arbitrage models to add alpha to the equity portfolio using information from the credit markets, and developed multi-manager portfolio allocation techniques. He also managed the development of a high frequency multi-factor equity risk model, and of an intranet knowledge-base site which allowed the company to track data product usage. Mr. Don graduated summa cum laude from Northwestern University with majors in Mathematics and Economics and a minor in Physics.