About
David Lohmann is a SOFR Options Trader at Simplex Trading LLC in Chicago, Illinois, where he focuses on trading and market making within the U.S. interest rate derivatives market, specifically Secured Overnight Financing Rate (SOFR) options. In this role, he manages sophisticated options strategies and provides liquidity to institutional participants in the rapidly evolving risk-free rates market.
David's career spans over a decade in short-term interest rate derivatives, having previously served as a Eurodollar Options Trader at ARB Trading Group and at Tenzan Capital LLC. His expertise is concentrated in interest rate options and futures, where he has built a reputation for analytical rigor and operational excellence.
He holds a Bachelor of Science in Computer Science from the University of Illinois at Urbana-Champaign, equipping him with a strong quantitative and technical foundation to develop trading models and manage complex risk exposures. David is recognized for his deep specialization in U.S. interest rate derivatives, particularly in the transition from Eurodollar to SOFR-based products.
Career History
| Organization | Role | Date Range | Details |
|---|---|---|---|
| Simplex Trading LLC | SOFR Options Trader | Oct 2021 to Present | — |
| ARB Trading Group | Eurodollar Options Trader | Dec 2016 to Sep 2021 | — |
| Tenzan Capital LLC | Eurodollar Options Trader | Apr 2013 to Nov 2016 | — |
| Infinium Capital Management | S and P 500 Options Trader | Mar 2011 to Nov 2012 | — |
| Infinium Capital Management | Derivatives Trader | Sep 2005 to Nov 2012 | — |
| Infinium Capital Management | Ten Year Treasury Options Trader | Apr 2008 to Mar 2011 | — |
| Infinium Capital Management | Eurodollar Options Trader | Sep 2005 to Mar 2008 | — |
Education
University of Illinois at Urbana-Champaign
Bachelor of Science (BS), Computer Science
1998 — 2002
Skills & Expertise
Others at Simplex Trading, LLC (24)
| Name | Role | Location |
|---|---|---|
| Derivatives Trader | Chicago, IL , United States | |
D Dave Haufe | Chief Technology Officer | Chicago, IL , United States |
| Options Trader | Chicago, IL , United States | |
| Options Trader | Chicago, IL , United States | |
| Algorithmic Trader | Chicago, IL , United States | |
| US Index Volatility Trading | Chicago, IL , United States | |
| Algorithmic Trading Analyst | Chicago, IL , United States | |
| Derivatives Trader SPX | Chicago, IL , United States | |
| Derivatives Trader | Glenview, IL , United States | |
| Equity Derivatives Trader | Chicago, IL , United States |
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