Greg Wallace

Current

Vice President at West Harbour Rugby
Fourth Grade Captain/former Captain at Burwood Briars Cricket Club
Managing Director at EQ International

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Past

Rugby Coach at West Harbour Rugby Club
Rugby Coach at Wests Juniors Rugby Club
Management Consultant - Equities Execution at JPMorgan Australia

Program Trading at Credit Suisse First Boston
Quantitative Director at ABN AMRO Australia
Quantitative Director at BZW Australia
First Grade Captain at Burwood Briars Cricket Club

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4 more...

Education

FINSIA
University of Sydney
University of Sydney

University of Sydney
CBHS Lewisham

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2 more...

Recommended

21 people have recommended Greg

Connections

445 connections

Industry

Financial Services

Websites

Greg Wallace’s Summary

EQ International specialises in Execution Quantware.

It was formed in 2001 to leverage off Greg's expertise in both quant and execution.

Our flagship product is an algorithmic execution engine known as EQUATOR.

A major Australian stockbroker has been using EQUATOR to execute its client's orders since June 2006.

A new version of EQUATOR is available for fund managers to execute their orders using algorithmic strategies via DMA with their choice of brokers.

Greg Wallace’s Specialties:

Quantware (quantitative software), algorithmic trading, algorithmic execution, quantitative analysis, execution research, market impact models, fund capacity reports, equities markets consulting, fund management consulting, strategic planning

Greg Wallace’s Experience

Vice President

West Harbour Rugby

(Sports industry)

November 2006 — Present (3 years 1 month)

West Harbour is a foundation club in Sydney Premier Rugby, commencing in 1900 as Western Suburbs.

Vice President since December 2007.

From January 2007 I have been a Director and head of the Future Direction Committee which developed the club's 5 year Strategic Plan to become a leading club in Sydney Premier Rugby
Fourth Grade Captain/former Captain

Burwood Briars Cricket Club

(Sports industry)

August 2003 — Present (6 years 4 months)

Burwood Briars play cricket in the Sydney Shires competition and have won the club championship for 10 of the past 16 seasons including 5 successive seasons to 2006/07.

After being in the undefeated Fourth Grade premiers in 2008/09, I have completed the set, winning premierships with Burwood Briars in First Grade (1984/85, undefeated, as captain), Second Grade (1995/96) and Third Grade (1998/99).

Stepped down as captain for 2008/09 season.
Managing Director

EQ International

(Financial Services industry)

2001 — Present (8 years )

EQ International uses its quantitative expertise and execution experience to develop quality execution-related products and research, suitable for both institutional and retail stockbrokers and for fund managers, wealth managers and hedge funds.

Its quantitative approach aims to increase execution efficiency and add structure and discipline to the investment process by providing advanced algorithmic execution with insightful analytical and feedback mechanisms.

Its main products are:
* EQUATOR - an algorithmic execution engine for the Australian equities market
* EQ Impact Model - an advanced third-generation market impact model
* EQ Fund Capacity Report - which determines how large an equities fund can grow whilst still meeting its objectives
* EQ Order Viewer - an efficiency tool for retail advisors and compliance staff
Rugby Coach

West Harbour Rugby Club

(Sports industry)

2001 — 2006 (5 years )

* coached Under 19s Colts in 2006
* coached 4th Grade Colts to a premiership in 2005 beating Randwick 9-7 in the Grand Final
* trainer for West Harbour under 18s Premiers in State Championships in 2005
* trainer for West Harbour under 17s in State Championships in 2004
* trainer for West Harbour under 16s Grand Finalists in State Championships in 2003
* coached West Harbour under 15s in State Championships in 2002
* managed under 15 Western Zone representative team in 2002 which included Lachlan Turner as captain and Lachlan Mitchell
* coached West Harbour under 14s in State Championships in 2001
Rugby Coach

Wests Juniors Rugby Club

(Sports industry)

2000 — 2004 (4 years )

* coached new under 13 team in 2000 to a draw and 2 wins in last 5 games after losses all season
* coached under 14s to semi-finals in 2001
* coached under 15s to grand final in 2002
* coached under 16s to semi-finals in 2003
* coached under 17s to minor premiership in 2004
Management Consultant - Equities Execution

JPMorgan Australia

(Public Company; Financial Services industry)

November 2002 — July 2003 (9 months)

Established Program Trading team.This involved formulating and implementing a plan, creating the mix of personnel, then training, coaching and guiding the team, whilst at the same time ensuring cultural change occurred so the team became embedded within their organisation.

The technical aspects of the role included establishing execution processes and responsibilities, specifying execution tools and developing a marketing approach to communicate the team capabilities to clients to ensure rapid use of its services.
Program Trading

Credit Suisse First Boston

(Public Company; Financial Services industry)

1999 — 2001 (2 years )

Greg was instrumental in establishing CSFB as a leading program trading house within his first 6 months. His quantitative approach to execution set CSFB apart from other desk-driven teams and laid a solid foundation for their continuing successes.
Quantitative Director

ABN AMRO Australia

(Public Company; Financial Services industry)

1998 — 1999 (1 year )

When ABN AMRO Australia purchased BZW Australia, Greg's broad experience throughout the organisation was utilised in forming the new ABN AMRO Australia from the best parts of the two merged companies.

Meanwhile Greg continued guiding quant research, index research and program trading at ABN AMRO.

In addition, Greg was recognised as being the pre-eminent index analyst in Australia throughout the benchmark transition from the All Ordinaries to the S&P/ASX 200.
Quantitative Director

BZW Australia

(Financial Services industry)

1990 — 1998 (8 years )

Since 1990 Greg Wallace has crafted a career at the cutting edge of developments in global equities markets.

As a quantitative analyst he achieved broad recognition for being able to convey his complex, creative ideas in a simple way. His work on Improving the Investment Process was the cornerstone of him being rated no. 1 Quantitative Analyst in Australia in the mid-to-late 1990s. In this series he published his first market impact model in 1995.

As a result of his ideas of Improving the Process Greg’s role broadened from quant research into risk arbitrage, electronic distribution of research, website development, index research, program trading and execution research.
First Grade Captain

Burwood Briars Cricket Club

(Sports industry)

1984 — 1987 (3 years )

Undefeated First Grade Premiers in 1984/85 in my first season as captain. Scored my first-ever century in my first game as captain, later scored a second one and scored over 500 runs for the season. Led team for a record 33 games without loss over first two seasons as captain. Used captain's perogative to overbowl my leg-spinners.

Greg Wallace’s Education

FINSIA

Graduate Diploma in Applied Finance and Investment , Portfolio Management, Equities Valuation, Quantitative Techniques , 1987 — 1991
University of Sydney

Masters , Applied Mathematics , 1980 — 1984

Thesis on Betting Systems and the Theory of Gambling.
University of Sydney

DipEd , Mathematics , 1980 — 1980
University of Sydney

BSc , Pure Mathematics, Applied Mathematics , 1976 — 1979
CBHS Lewisham

HSC , 1968 — 1975

Activities and Societies:

Prefect 1975, Dux 1969, Sportsmanship Award 1972, 1973, 1975, First XI cricket captain 1975, cricket teams 1971-75, athletics champion 1975, athletics captain 1975, Athletics team 1968-75, Rugby League 2nd XIII 1975, rugby league teams 1968-75, swimming breaststroke champion 1972,73,75, backstroke champion 1975, swimming team 1968-75, golf champion 1969, golf team 1969, tennis team 1970, debating team 1972, chess team 1975

Additional Information

Greg Wallace’s Websites:

Greg Wallace’s Interests:

Director and Vice-President of West Harbour Rugby Club, Fourth Grade player for Burwood Briars Cricket

Greg Wallace’s Groups:

West Harbour Rugby, Burwood Briars Cricket, People Knowhow, AIIA, PRMIA, IAPA

Obama for America
Business Intelligence Group
QUANTster.com
Quantitative Analytics
.NET Developers
Capital Markets Network
FIX Protocol Community
Hedge Fund Group (HFG)
Securities Industry Forum
"The "Intl" Financial Executives Networking Group"
PRMIA - Professional Risk Managers' International Association
Analytic Bridge
QWAFAFEW Quantitative Investment Society
Electronic Trading Group
Algorithmic Trading
Finance Quants Global (AKA: Wall Street Quants)
Predictive Analytics
Quantitative Finance Anonymous
Artificial Intelligence in Trading
Direct Market Access (DMA)
Financial Services Marketing
Association of Financial Analysts
Quantitative Finance Network
High Frequency Trading
Quantitative Trading
Financial Engineering Group
Quant Finance
Finance and Investment Management
Multi-Asset Class Algorithmic Trading
Sales Science
Systematic Trading and Statistical Arbitrage Network
Quant
Financial Information Xchange (FIX)
The QUANTS Network
Quantitative Trading & Risk Management
Behavioural Finance
Quant Entrepreneur
Electronic Trading Jobs
Portfolio Analytics and Investment Management
Global Quants (Quant Analysts, Developers, Risk - Systematic, Electronic, Algo Trading)
Automated Trading Strategies
Transaction Cost Analysis Group
Bobsguide Financial Technology Panel
Quant Linked Group (QLG: Wall Street Quants)
Portfolio Managers, Research, Capital Markets & Institutional
Finance Club
Algorithmic Trading
Quantitative Risk Modeling
Algorithmic Developers, Australia
Quant Investment People in Asia and Australia