Allyson J. Heumann allyson@allysonheumann.

com
333 North Jefferson Street, 301, Chicago, Illinois 60661 (312) 925-9216

Allyson J. Heumann

"

SUMMARY
Management consultant with an expertise in Risk. Employs a macro perspective of a firm to develop and implement
comprehensive solutions. Core competencies: outstanding ability to work with C-suite and BOD, turning cost centers into
profit centers, repurposing and codifying raw data, ability to identify long-term goals, business development, and mapping
risk. MBA, Statistical Analysis and Finance, Tulane University, LA; Certificate in Political and Economic Studies: Game
Theory, Cambridge University, UK. Member of Chicago PRMIA Steering Committee.

EXPERIENCE
ALLYSON HEUMANN & ASSOCIATES, Chicago, IL 2006 present
Consultant
Founded consulting firm to provide expertise on a variety of topics, such as capital markets, economic trends, trading
software, risk management, due diligence, and business development. Completed over 40 consulting assignments for a
wide range of clientsfrom small start-ups to multi-national organizations.
Currently working on behalf of major consulting firm to assist a client in lifecycle costs of entering and exiting specific
options markets. Retained by a hedge fund to assist with strategic planning. Major factors include potential acquisitions of
trading operations being divested by larger international financial institutions and entrance into market making. Continue
to work with European luxury goods firm to control costs through futures and utilizes risk management to assist business
development department.
In 2013, assisted private equity firm with overhaul of trading operations from front to back office. Designed new
ERM platform for optimal assessment of real-time risk throughout the firm. Converted ERM department into a profit
center by harvesting and repurposing data. Codified data now utilized across firm from sales to business development
significantly improving and streamlining firm activities.
In 2012, worked with numerous domestic and international financial institutions reviewing their trading and
investment management practices. Identified areas of potential concern, then rewrote protocols, installed new
systems/programs, and implemented procedures to ensure concerns were mitigated effectively. Assessed
management, operations, investment, and trading teams to align required skills with optimal human capital. First
entrance into Healthcare market.
In 2011, engaged by two clientsone, an assessment of the software industry for a major consulting firm and, the
other, and a computational risk assessment for an international pension fund. Also concluded assisting a Swiss bank
with its preparations to complete a merger upon the Board of Directors approval.
In 2010, completed three assignmentsall for some of the largest global financial institutionsthe first assessed the
pros/cons, viability, and legal obligations of starting a market making operation; the second was an in-depth analysis of
fixed income trading groups; and the third a comprehensive examination of global electronic trading technology within
the commodity arena.
In 2009, retained by software developers with unique technology to assess potential usage. Aided developers in
tweaking platform for real time usage. Crafted strategic marketing plan to secure contracts with major news and
trading corporations. Program sill used by traders via leading market data providers such as CQG and Bloomberg. Also completed
6 other appointments. In 2008, completed seven engagements each year; in 2006 - 2007, completed 10 assignments.

BULLOCK CAPITAL, LLC, Chicago, IL 2003 2005
Co-Founder
Conceptualized new firm modeled to weather emerging anonymous electronic trading environment. Formulated business
plan and all supporting documentation. Oversaw all facets of operations, including business development, investor
procurement and relations, marketing, capital scheduling and sourcing, firm risk advisement, industry analysis, and vendor
management. Left partnership to pursue opportunity presented by an investor.
Conducted all external communications, including authorship of investor correspondence and negotiation of legal
operating agreements and promissory notes. Performed all due diligence. Raised required total capital.
Realized weakness in available software programs. Introduced redundant real time risk management solution while
working with third party software vendors to rectify shortcomings and troubleshoot real time usage defects.
Consulted with the Philadelphia Stock Exchange: evaluated quantitative and qualitative aspects of their hybrid trading
system, detected insufficiencies, and furnished solutions to overcome drawbacks.
Allyson J. Heumann allyson@allysonheumann.com
333 North Jefferson Street, 301, Chicago, Illinois 60661 (312) 925-9216

Allyson J. Heumann

#

EXPERIENCE continued
SUSQUEHANNA INVESTMENT GROUP (SIG), Chicago, IL 1997 2003
Index Option Market Maker (2001 2003)
Promoted within the Index Arbitrage Group to a negative expectancy team. Educated quant on real workings of capital
markets. Took leadership role and worked closely with quant to deliver more accurate volatilities, skews, and kurtosis
parameters to the five junior traders in group.
Within a quarter, group went from an annual negative $500M loss to a positive $1M quarterly return.
Equity Option Market Maker (1998 2001)
Generated liquidity in equity and index options for retail customers, institutional clients, and broker dealers. Managed and
hedged portfolio risk. Priced non-standard options that usually involved spreads with more than three sides. Started a
mentor program to help ill-equipped traders in 2000 2001.
In first assignment, traded 20 mostly high volatility, low volume smaller issues, and was always profitable. One stock
became a hostile take-over bidpersonal actions resulted in significant profit for SIG and own portfolio. Moved pits
seven times in six years, doing most of the major mergers and acquisitions for SIG on the CBOE, while also
performing very complex high volatility trading. Always profitable on all desks worked.
Collaborated with Systems Development to transform a third party software program into a viable real time program
with some inventive interfaces that allowed their traders to manipulate a multitude of variables without programming
or scripting skills, which allowed greater profitability. Real time program is still widely used within the Equity Options sector.
Proposed and created an enterprise risk management (ERM) system that amalgamated all positions worldwide for each
asset class; permitted management to insert their own pricing parameters to assess the real position value or risk;
identified conflicting positions with immediate alerts to management to assess and determine exposure to risk; and
tracked the risk/reward in a more formal approach to aid management in trader performance reviews. Also
standardized internal communication program and changed message protocol.
Assistant, Institutional Trading Desk (1997 - 1998)
As one of three assistants, screened shows from U.S. shops in equity options, then reviewed and assessed an 800+ equity
options positions portfolio, filling out delta sheets on each position to flag potentially problematic positions.
After first four months, started a risk management project to transform manual assessment process into a streamlined,
searchable automated computer program. Completed program was expandable with full firm integration capabilities.
This project was a huge success, providing the group with more control and freedom and supplying SIG with the
framework for the ERM system mentioned above in the fourth bullet.

EDUCATION
MBA, Statistical Analysis & Finance, Tulane Universitys A.B. Freeman School of Business, New Orleans, LA
GPA: 3.87/4.0. Tested out of most first year classes with substance (microeconomics, macroeconomics, statistics,
investments, econometrics, etc.). After three weeks, asked by the Dean to take some PhD level first and second year
finance courses covering topics such as Dynamic Optimization and Advanced Regression Analysis. In second
semester, asked to be a Teaching Assistant for Operations Management course. In second year, taught Operations
Management course for two semesters while Professor was ill.
Reading Certificate in Political and Economic Studies: Game Theory, The Cambridge Universitys Institute
of Political and Economic Studies, Cambridge-shire, UK. Topics covered included: economic impacts of a
borderless Europe, the probable future roles of NATO, and an in-depth examination of European Economic
Modeling.
BA, Economics, Tulane Universitys Newcomb College, New Orleans, LA
! Completed eight semesters in a five semester time period. Inducted into Omicron Delta Epsilon Honor Society in
recognition of outstanding achievements in economics.
! Designated as a Tulane Scholar, a prestigious award given in recognition of taking the initiative to enroll and
excel in a significant number of upper and graduate level courses.
! Served as a member of the Tulane Sailing Team, with classmates who were in the 1996 Olympicsranked third in
the nation first year, right behind the U.S. Navy and the U.S. Coast Guard.