CO-CHIEF INVESTMENT OFFICER

Kris Sidial is a seasoned derivatives trader with a rich history in the volatility space.

Kris began his career under the tutelage of the legendary CBOE trader, Robert Kanter, laying a solid foundation in volatility trading. Kris then further honed his skills as a proprietary trader at both Xanthus Capital and Chimera Securities.

Before joining Ambrus, Kris was part of the exotic derivatives trading team at BMO capital markets.

With a background of having studied computer science at the University of Pennsylvania, Kris believes in a balanced approach to trading that combines quantitative and discretionary factors.

Kris dedicates significant effort to philanthropic causes, notably in supporting Christian programs and initiatives aimed at assisting underprivileged children.

CO-CHIEF INVESTMENT OFFICER

Will has been a highly successful independent trader for more than a decade. Over this time, he has used his knowledge and experience to develop several highly profitable strategies.

These include a strategy based on signals that indicate institutional hedging, a strategy exploiting changes to the VIX term structure, and a strategy that exploits intraday price dynamics in equities with unusual trading volumes.

Will’s trading and risk management philosophy is to exploit short term market dislocations and temporary supply / demand imbalances, and to cap downside risk.

MANAGING PARTNER

Sal has over fifteen years of experience in using statistical techniques to analyze trading opportunities.

In prior roles, Sal served as Head of Quantitative Credit and Fundamental Credit Technology at Citadel and before that, as Quantitative Developer in Equity Statistical Arbitrage.

Prior to Citadel, Sal worked at Morgan Stanley in New York, where he helped launch a profitable spread options trading strategy and a structured commodities trading strategy.

Sal holds an MBA from the NYU Stern School of Business.

QUANTITATIVE RESEARCHER

Paul is a research mathematician with a wide range of quantitative skills.

Prior to working with Ambrus, Paul developed compositional frameworks for legged robots as a postdoctoral researcher in the GRASP lab at the University of Pennsylvania.

Previously, Paul spent three years working on category theory and deep reinforcement learning for the Air Force Research Laboratory.

Paul studied mathematics at Texas A&M and Princeton.

JUNIOR TRADER

Matt got his start with the firm during the summer of 2022.

Currently, he is attending Brown University working towards a B.S. in Applied Mathematics and Computer Science.

Matt is also assistant captain of the Division I Brown hockey team.