Allyson Joy Heumann

333 North Jefferson Street

301
Chicago, Illinois 60661
PROJECT SUCCESS SHEET allyson@allysonheumann.com
(312) 925-9216
Page 1 of 4
START DATE DESCRIPTION OF PROJECT OUTCOME
February 2014
Global Consulting Management Firm: Hired as an expert to assist Firm's client in determining
the lifecycle costs of trades in specific options markets. Establishing total costs of entering and
exiting a trade including broker commissions, bid-ask spreads, exchange fees, clearing fees and
purchasing RM platforms for each trade on each exchange the particular trade is offered. Also
providing knowledge on trading as a customer vs. a broker dealer in each trade on each exchange.
Ongoing
November 2013
Fixed Income Hedge Fund: Assisting Firm in re-entering equity markets after exiting in 2007.
Project hinges on strategic planning to determine the path it will take to trade equities and whether
or not it will open a Market Making division. Examining competitors in potential spaces to assist in
decision making.
Ongoing
December 2007
European Luxury Goods Company: Aiding Firm in controlling cost through the purchase of
futures and options. Provide metal pricing outlook. Assist in movement into new metal markets.
Offer continuing education module to C-Level Suite to learn about capital market and macro-
economic trends.
Ongoing
Newly designed platform assists ERM in assessing real
time risk with data from Front, Middle and Back
Offices.
Now, harvesting and repurposing data to improve
overall performance.
Operations streamlined throughout Firm.
Firm now concentrating on Strategic Growth for
possible sale or IPO.
September 2011
NYC Alternatives Investment Firm: Performed research and provided education on what Dodd-
Frank reforms and the impact on high frequency traders would have on the Firms future.
Explained the differences between a hybrid exchange and a totally electronic exchange from a
users perspective, detailing both pros and cons.
Used information to determine whether the Firm
wanted to enter high frequency trading arena.
July 2011
Big 5 Consulting Firm: Acted as the project expert to assist in determining if client should enter
the derivative trading platforms business. Performed due diligence on potential competition.
Assessed need for a new Firm in the market.
Determined that client should utilize its money better
elsewhere as the market was already crowded.
May 2011
International Pension Fund: Performed a computational risk assessment towards what upgrades
were necessary to move towards high speed strategies from both a real time trading information and
risk amongst the managers, traders, and from the hedge fund to the back of the fund.
Communication needs assessed and recommendations for changes made.
Introduced inexpensive but standardized
communication system for the pension to implement
amongst its various divisions.
January 2012
Private Equity Firm: Assisting Firm in assessment, design and implementation of integrated, real
time, cash platform to elevate compliance and oversight matrix. Goal of project is to improve
function in front and back office departments.
August 2011
Seasoned Luxury Goods Firm: Increasing transparency and corporate agility through
modernization of information infrastructure. Goal of project to create a logistically fluid
operational environment. Also helping to grow already strong e-commerce business.
Allyson Joy Heumann
333 North Jefferson Street
301
Chicago, Illinois 60661
PROJECT SUCCESS SHEET allyson@allysonheumann.com
(312) 925-9216
Page 2 of 4
START DATE DESCRIPTION OF PROJECT OUTCOME
Codified data to assist client in making best acquisition.
Furnished Firm with preparations to complete merger
upon Board of Directors approval.
Enabled Firm to make informed decision about
entrance into market making.
Facilitated Firm to obtain an insiders perspective of the
sell side of the markets.
February 2010
Global Financial Services Firm: Supplied Firm with Sell Side historic performance, trending and
forecasted data. Performed due diligence on a potential target. Connected Firm with FINOP
compliance officers and lawyers within the equity options derivative space to complete work.
Educated client on major differences between current
and potential businesses.
September 2009
Regional Asset Management Firm: Imparted Firm with better understanding of the intricacies
of the market making business. Educated Firm on impending changes in the designated market
maker business and how it would affect their current operation in a major stock exchange.
Allowed Firm to transition to new trading model with
the expertise of someone who had traversed similar
changes in the past.
June 2009
Global Consulting Firm: Assessed five futures trading programs and their risk management
systems with an emphasis on charting and technical trading.
Aided Firm in selecting the best software program for
their needs, which contributed to future Firm profits.
April 2009
California Based Investment Management Firm: Completed a project regarding derivative
volatility trading specifically in the algorithmic trading markets. Discussed the impact of volatility
on trading volumes on U.S. derivative exchanges.
Assisted Firm in making an informed decision regarding
entry into automated trading.
March 2009
Leading Global Private Equity Firm: Educated Firm about the various methods in which Firms
set up their automated trading divisions discussion include: scripting traders, teams, pure black
boxes, and proprietary trading vs. market making.
Helped client choose most advantageous set-up given
the skills of their personnel and their current risk
systems.
March 2009
East Coast Privately Held Asset Management Firm: Hired to conduct an analysis of a specific
hedge funds electronic trading and risk management platforms. Specifically, to determine how their
systems faired compared to other comparable hedge funds.
Assisted Firm in making an informed decision as to
whether or not to invest in said hedge fund.
Enabled Firm to enact best possible server set-up, given
their needs and constraints.
Saved money by taking most effective path.
Platform now used by traders through leading market
data providers, such as CQG and Bloomberg.
October 2010
Global Asset Management Firm: Provided them with a better understanding of the intricacies of
the market making business, including a broad schooling of the various market segments, an
industry outlook, a look at potential competition, and an extensive account of the requirements for
establishing a Firm as a market maker.
December 2008
Software Development Firm: Retained to assess potential usage of a unique technology. Aided
developers in tweaking platform for real time usage. Crafted strategic marketing plan.
Big 5 Consulting Firm: Researched all data center infrastructures to determine the costs of
running a server room for a Firm, versus outsourcing service with impacts on latency noted.
Factors included: current technology, budget, IT staff skills, real estate needs, potential Firm
growth, trader location, trading strategies, and relationship with clearing Firm.
January 2009
November 2010
Global Consulting Firm: Provided an in-depth analysis of the fixed income trading landscape.
Completed due diligence of both potential targets and competitive Firm including: trading
strategies, organizational structures, and risk management practices. Formulated strategy for Firm
to enter marketplace profitably and within timeline.
Allyson Joy Heumann
333 North Jefferson Street
301
Chicago, Illinois 60661
PROJECT SUCCESS SHEET allyson@allysonheumann.com
(312) 925-9216
Page 3 of 4
START DATE DESCRIPTION OF PROJECT OUTCOME
November 2008
Global Venture Capital Firm: Hired to detail a plan on how to enter the CBOE as a market
making company.
Walked through entire process from amending
broker/dealer documents to obtaining seats.
October 2008
British Multi-National Consulting Firm: For an anonymous third party, determined valuation of
an information service specializing in agriculture and soft commodities where value was mostly in
good will.
Enabled the successful acquisition of an information
service Firm by one of Europes largest data
warehousing Firms.
September 2008
NYC-Based Global Hedge Fund: Provided technical user perspective; cost benefit, performance,
and competitive analyses; and best uses for trading software under consideration.
Assisted Firm in moving forward with best software fit.
August 2008 NYC-Based Hedge Fund: Engaged to identify possible exposure to credit markets. Provided relevant and timely information.
August 2008
Privately held global venture capital Firm: Provided them with a better understanding of the
intricacies of being a market maker, including a full education on the markets, the outlook, the
competition, and the requirements for establishing a Firm as a market maker.
Facilitated the Firm's decision to partner with another
company vs. establishing themselves as independent
market makers.
July 2008
British Multi-National Asset Management Firm: Hired to teach the executives the intricacies
of the OTC credit markets. Focused on the co-mingling of market risk with credit risk and how the
OTC markets masked potential vulnerabilities.
Provided very timely information about a market about
to experience dramatic changes.
July 2008
NYC-Based Global Hedge Fund: Informed management about derivatives outside of fixed
income and the CME structure and opportunities. Looking to expand into new markets, Firm
interested in very specific knowledge such as: the algorithms used by the CME, legal requirements
of trading on various exchanges, and potential new markets outlook. Explained why other Firms
trade OTC.
Enabled Firm to assess viability of moving into new
market given their existing obligations.
January 2008
NYC-Based Hedge Fund Sponsor: Provided a strategic outlook on expansion into equity
options. Firm sought to determine best fit for a self-regulatory organization. Vetted all U.S.
exchanges.
Gave Firm the tools that they would need to expand on
the exchange that best met their needs.
Determined risk was far greater than originally reported.
Findings prompted Firm to begin sell-off of portfolios
held by the two investigated desks.
August 2007
Global Online Market News Firm: Hired to provide feedback as to what additional asset classes
and features would be of value to traders. Strategized what would the optimal content be to keep
Firm at the top of the market, given the large volume of information available.
Gave Firm the tools that they would need to
strategically expand content.
December 2008
NYC-Based Investment Bank: Retained by C-Level Suite to establish actual activities taking place
on two trading desks in Chicago. Inquiry included evaluation of traders, quantifying actual position
risk and recommendations for imposing potential new parameters moving forward.
Allyson Joy Heumann
333 North Jefferson Street
301
Chicago, Illinois 60661
PROJECT SUCCESS SHEET allyson@allysonheumann.com
(312) 925-9216
Page 4 of 4
START DATE DESCRIPTION OF PROJECT OUTCOME
Received great reviews by management.
Successfully concluded fact-finding mission for client.
Increased reputation as expert in pairing Firms with
optimal software.
Assisted Firm in making informed decision leading to
lower trader costs/higher profitability
Created optimal timeline for capital infusion,
deployment/strategic entry into each market.
Composed marketing materials, regulatory operating
manual, and investor relations plan.
March 2007 NYC-Based Consulting Firm: Asked to assess six major players in equity market making. Secured further assignments.
Created a plan that transformed ERM from a cost
center to a profit generator.
Originated a program that topped performance
expectations.
Determined not in best interest of Firm to enter the
options marketplace.
Taught traders Eurodollar market making, trading team
communication, and risk management skills that quickly
reversed deficits into ongoing positive revenue.
Realized steady profits from all endeavors.
July 2005
Chicago-Based International Trading Firm: worked with senior management to assess the
feasibility of Firm entering the options marketplace to compliment their existing large Eurodollar
futures operations. Responsibilities broadened to include: reversing deficit incurred by nine junior
traders with less than five years experience each and managing a multi-billion dollar inventory by
monitoring changes in the yield curve to expose vulnerabilities in Firms position and make markets
for the Firm.
July 2007
San Francisco/London/NYC-Based Private Equity Investment Firm: Evaluated eight trading
platforms for internal use: Clybertrator, Trade Station, Active Trader Pro, REDIPlus, Interactive
Brokers, Rush Trade Direct, Rowe E*Trade Pro, and Real Trade. Factors accounted for included:
budget, existing ERM software, traders skill sets, hardware capabilities, and middle/back office
compatibility.
August 2007
Global Consulting Firm with Offices in 50 Cities in 20 Countries: Educated consulting Firms
client regarding: convergences of traditional buy/sell side business models; electronification of
trading venues/market makers; automation of black box trading; replacement of human screen
and voice-based volumes; high frequency traders diversification across asset classes and
cash/derivatives; commoditization of real time market data, and analytics/algorithms; and industry
consolidation and outlook.
April 2007
Start-up Market Making Firm: Contracted by mid-sized marketing Firm to evaluate best method
of expansion into new market places. Advised client on various risk management software
alternatives for individual market makers and ERM systems. Collaborated with clients accountants,
lawyers, FINOP, and software and system developers.
May 2006
NYC-Based Investment Bank: created a full enterprise risk management system (ERM) that
encompassed equities, commodities, currency, fixed income, and credit asset classes.