Kaloyan Tosev

Proprietary Trader & Markets Analyst · Sofia, Bulgaria · Open to roles at quant, trading, commodity and energy firms.

Quantitative strategy, financial engineering and global macro. Experience across proprietary trading, treasury operations, quantitative market analysis, derivatives, commodities and energy markets, macro research, DCF modelling and risk-controlled execution.

Curriculum Vitae (PDF) · LinkedIn · Threads

Experience

• Proprietary Trader, Amaltea (self-employed), Nov 2023 – present. Market microstructure through footprint charts and order flow; real-time volume analysis; options strategies.
• Intern, Management Global Markets – Treasury Department, DSK Bank, Bulgaria, Jun 2025 – Jul 2025. Money-market trading, foreign-exchange (FX) operations, discretionary portfolio management, funding operations, securities administration, daily market analysis.
• Founder & Markets Analyst, Amaltea, Mar 2023 – Nov 2023. Institutional-style research on equity and cryptocurrency markets; managed a team of six interns; secured partnerships.

Skills

Quantitative analysis · statistics and linear regression · derivatives, options and futures · commodities (energy, metals, agriculture) · energy markets: crude oil (WTI, Brent), natural gas, LNG, Dutch TTF · CFTC Commitments of Traders (COT) positioning · options flow and 13F analysis · market microstructure and order flow · volatility · backtesting and systematic strategies · risk management · global macro research · FX and money markets · Python · Pine Script · JavaScript / React.

Market applications (live)

• COT Pro — CFTC Legacy & Disaggregated positioning analytics across 30+ global futures markets.
• Credit Cycle Monitor — macro credit-cycle phase tracking and pressure indicators.
• Commodity Futures Platform — forward curves, calendar and processing spreads (crack, crush, spark), seasonality and volatility across energy, metals and agriculture.
• OilWatch — live oil tanker tracking, chokepoint risk monitoring, Brent/WTI pricing.
• Truecharts — options flow, put/call positioning and 13F institutional flow analytics.
• Aegis — systematic portfolio rotation strategy with interactive backtesting.

Custom indicators (Pine Script)

• Dynamic Regression Channels Pro — multi-horizon log-regression channels with confluence zones.
• Idiosyncratic Market Stress Index — yearly range percentile and volatility z-score.
• Trend Maturity & Efficiency Oscillator — fractal efficiency trend classification.
• Stoch + ATR + DMI Matrix — stochastic triggers filtered by DMI, ADX and EMA trend.

Research

• Reading the XAUUSD Cycle Top Through Converging Regression Channels — gold, regression channels, leverage and sentiment.
• Europe's Exposure to a Natural Gas Shock (Dutch TTF) — LNG supply, Strait of Hormuz, Europe–Asia competition, gas storage.

Certificates & awards

• Citi — Markets Quantitative Analysis (MQA) and Markets Sales & Trading job simulations
• Bank of America — Global Markets Sales and Trading Analyst job simulation
• Goldman Sachs — Risk job simulation; Fundamentals of Business Finance
• Fidelity International — Investment Management job simulation
• Freshfields — US Capital Markets job simulation
• Tata Group — GenAI Powered Data Analytics job simulation
• Yale University — Financial Markets; Narrative Economics (Prof. Robert J. Shiller)
• CME Group — agricultural, energy, equity index, FX, fixed income/STIR, metals and options-on-futures derivatives curricula
• First Place — Investment Challenge, American University in Bulgaria (AUBG)

Recommendation

Letter of recommendation from Joshua E. Reesman, CFF, former Vice President at State Street Global Advisors and Goldman Sachs.