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About
David Magnollay is a Quantitative Trader at Old Mission Capital LLC in New York, specializing in multi-asset market making and delta one strategies. At Old Mission Capital, he is primarily responsible for the research, development, and optimization of algorithmic trading strategies across a range of liquid asset classes, with a particular focus on equities, ETFs, and related derivatives.
Before joining Old Mission Capital in 2019, David was a Quantitative Trader at Volant Trading, where he further honed his expertise in market making and systematic trading strategies. He began his career as a Summer Associate in Convertible Trading at BNP Paribas, gaining experience in hybrid securities and risk management across global markets.
David holds degrees from Carnegie Mellon University and the Tepper School of Business, providing him with a strong analytical and quantitative foundation. His expertise spans quantitative research, algorithmic trading, and delta one products, making him a recognized contributor in the trading of liquid securities and risk-managed investment strategies.
Career History
| Organization | Role | Date Range | Details |
|---|---|---|---|
| Old Mission Capital LLC | Quantitative Trader | Jul 2019 to Present | Domestic ETF Trading |
| Volant Trading | Quantitative Trader | Jan 2016 to Apr 2019 | Trader on the delta one desk where I focused on new algo research and development, system performance optimization, building data infrastructure, and risk management. |
| BNP Paribas | Summer Associate - Convertible Trading | Jun 2015 to Aug 2015 | Built convertible bond index prototype, wrote Lasso regression based R script to auto-generate ETF tracking baskets, modeled company credit spreads using a generalized additive model, built excel tool... |
| Amberstone Capital | Summer Intern | Jun 2013 to Aug 2013 | Wrote Java programs to simulate various trade execution strategies in FX space to determine slippage minimizing strategy. |
Education
Carnegie Mellon University - Tepper School of Business
2014 — 2015
Carnegie Mellon University
Skills & Expertise
Others at Old Mission Capital LLC (49)
| Name | Role | Location |
|---|---|---|
B Brian Scullion | Derivatives Trader | Chicago, IL , United States |
 | Trader | Chicago, IL , United States |
 | Trader | Philadelphia, PA , United States |
D Daniel Suh | Senior Trader | Chicago, IL , United States |
 | Quant Trader | New York, NY , United States |
 | Quant Trader | Chicago, IL , United States |
 | Quantitative Trading Analyst | New York, NY , United States |
 | Trader | Chicago, IL , United States |
I Ife Onatunde | Quantitative Trader | New York, NY , United States |
 | Trader | West Windsor Township, NJ , United States |
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