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About
Nicolas Suter is a Quantitative Trader at Saba Capital Management, L.P., based in Cambridge, MA, where he develops and implements data-driven trading strategies for the firm's portfolios. Saba Capital specializes in credit and equity relative value strategies, integrating quantitative, fundamental, and technical research to seek alpha in liquid credit markets and event-driven situations. Nicolas focuses on these sectors, leveraging advanced mathematical and computational methods to optimize trading in fixed income, derivatives, and special situations prevalent in credit markets.
Before joining Saba Capital, Nicolas accumulated experience as a Quantitative Trading Intern at Jane Street, one of the leading quantitative proprietary trading firms, and as a STEP Intern at Google, where he contributed to technology and software projects. His background reflects expertise in both financial and technical environments, with practical exposure to algorithmic trading and large-scale data analysis.
Nicolas holds a Master's degree in Finance from MIT Sloan School of Management and a Bachelor of Science in Mathematics and Computer Science from the Massachusetts Institute of Technology. His academic achievements and technical skill set position him at the intersection of quantitative finance and technology, enabling contributions to advanced trading models and innovative investment techniques within the relative value and credit trading landscape.
Career History
| Organization | Role | Date Range | Details |
|---|---|---|---|
| Saba Capital Management, L.P. | Quantitative Trader | Sep 2024 to Present | — |
| Jane Street | Quantitative Trading Intern | May 2022 to Aug 2022 | — |
| STEP Intern | May 2021 to Aug 2021 | Interned at Google as a Software Engineer as part of the STEP Program. Built and tested issue-tracking platform for Youtube. | |
| Massachusetts Institute of Technology | Learning Technologist | Jun 2020 to Oct 2020 | Helped import class websites for MIT Math department from old platform to Canvas LMS. Coordinated with administrative staff and faculty to adjust department to new standards for virtual education. |
| Kumon Math and Reading Center of Glendale | Advanced Levels Assistant | Feb 2018 to Aug 2019 | Coordinated curriculum to guide 30+ students through advanced Kumon program. Worked with students to progress through complex mathematics concepts. Led three assistants as they graded homework and wor... |
| Glendale Community College | Supplemental Instruction Leader | Jan 2017 to Jun 2019 | Led Physics supplemental instruction session for ~100 students over two years, tutoring students through complex homework problems. |
| Caltech | Research Intern | Jun 2018 to Oct 2018 | Interned with Dr. Richard Kueng at Caltech, under supervision of Dr. John Preskill. Implemented Principal Component Analysis in Python to analyze and visualize senatorial voting behavior. |
Education
MIT Sloan School of Management
Master's degree, Finance, General
2023 — 2024
Massachusetts Institute of Technology
Bachelor of Science - BS, Mathematics and Computer Science
2019 — 2023
Others at Saba Capital Management, L.P. (12)
| Name | Role | Location |
|---|---|---|
| Portfolio Manager | New York, NY , United States | |
C Chen Di | Quantitative Analyst | New York, NY , United States |
| Associate | New York, NY , United States | |
| Partner | New York, NY , United States | |
| Portfolio Manager | New York, NY , United States | |
V Vish Shah | Portfolio Manager | Jersey City, NJ , United States |
| Analyst | New York, NY , United States | |
| Quantitative Researcher | New York, NY , United States | |
| Associate | NY , United States | |
E Elan Rosen | Analyst | New York, NY , United States |
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| Name | Role | Fund | Location |
|---|---|---|---|
A Andrey Belov | Research Analyst | Cramer Rosenthal Mcglynn LLC | Stamford, CT , United States |
B Brian Harvey | Equity Portfolio Manager | Cramer Rosenthal Mcglynn LLC | United States |