jrcatuna

Designed and executed a modular basis trade framework, blending perp funding arbitrage with cash-and-carry components across CeFi and DeFi venues. Identified and deployed opportunities across two categories of trades: short-term, event driven dislocations in altcoin perps (e.g., PUMP, WLFI, ASTER) with 500%+ net APYs, and more durable 40– 80% APY basis trades on majors and large-cap alts (BTC, ETH, SOL). Consulted for Mercury Capital’s former founder, contributing liquid token strategy ideas, identifying opportunities aligned with risk/reward mandates, and performing on-chain execution tests to validate strategies prior to automation. Maintained protocol native awareness of trends in MEV, restaking, and liquidity dynamics across both EVM and non-EVM chains.

Deployed multi-million-dollar DeFi positions on emerging blockchains such as Cardano and Hedera. Rapidly liquidated $15MM+ in altcoins from a bankruptcy bid via DeFi swaps and CeFi prime broker smart order routing, generating $140k profit (~1%) in under 3 hours. Executed $20MM+ in client trades through in-house Jenkins hosted algorithms, ensuring precision execution across fragmented liquidity. Managed margin and derivatives exposure to optimize funding, limit drawdowns, and boost profitability. Built USD- and crypto-denominated P&L tables, risk dashboards, and reporting tools in Haruko, improving transparency across fund strategies and positions. Managed margin for derivatives trades and facilitated rebalances from custodian and MPC self-custody accounts to CeFi exchange venues and subaccounts.

Developed expertise on over half a dozen blockchains to interact with dozens of protocols including AMMs, yield optimizers, money markets, DEx aggregators, insurance providers, synthetic asset protocols, liquid staking protocols, and cross-chain asset bridges. Tracked yield and reward token balances for over 100 strategies. Swapped reward tokens for native currency while minimizing slippage by using DEx aggregators, alternating exchanges, and strategically setting gas price and slippage tolerance. Conducted daily portfolio reconciliations, preemptively identifying significant amounts of unaccounted-for assets, and assisted in making the relevant adjustments to portfolio records. Optimally deployed $100MMs of assets in stable pair, single-sided liquidity, lending, and other delta-neutral positions without significant impacts on yield. Unwound these assets quickly and efficiently at the conclusion of the investment horizon, when they no longer met our investment criteria, or to mitigate risk during volatile market conditions. Played a key role in post-bankruptcy forensic analysis, recovering hundreds of NFTs from the infamous 0xb1 wallet and uncovering critical transactions, with my findings included in court filings. Designed and led a project accumulating governance tokens, organizing community members, launching governance proposals, and implementing voting strategies for a multi-thousand membered DAO.

Supported management of ~$1.5M AUM incubator DeFi fund, deploying strategies across Ethereum, Arbitrum, Optimism, Polygon (PoS & zkEVM), Avalanche, Kava (EVM & Cosmos), Mantle, BSC, Base, Linea, Near, Aurora, Fantom, Moonriver, Moonbeam, Solana, Cosmos, Celestia, Injective, and Osmosis. Achieved ~17% APY in a high interest rate macro and low on-chain yield environment, outperforming benchmarks such as the VisionTrack Market Neutral Index during the fund’s operating period, despite tight liquidity and reduced incentives. Directed strategy testing: approving/revoking token permissions, scanning contracts for suspicious activity, and safeguarding assets prior to deployment. Coordinated with developers to integrate new strategy requirements into the firm-wide push alert system ahead of go-live. Conducted daily PNL reconciliations as well as weekly yield projections and DeFi protocol governance risk assessments to optimize portfolio performance. Managed payroll, expense reimbursements, accounts payable, intercompany billing, federal and state tax filing, cash position, bookkeeping, and month-end close for three entities.

Scheduled and conducted live connection tests for order and execution management system with representatives from global sell side brokerage firms. Reviewed FIX and server logs for exceptions and errors during trading sessions. Conducted tests of different interface values including different order types, prices, and securities. Introduced system to archive and retain documents assuring compliance with SEC Act Rule 17a-4 (duplicate statements for employee brokerage accounts).