Paul joined TABB Group in 2009 from Alphacution LLC, where he was managing director from 2004 to 2009, focusing on the design, development, strategy and research for market intelligence and data management systems. He also holds a patent for an automated event-risk management/research focusing on the design, development, strategy and research for market intelligence and data management systems. He also holds a patent for an automated event-risk management/research platform and data model for global capital market participants.

From 2001 to 2004, he served as managing director, research and knowledge management, for Ritchie Capital Management, LLC, a multi-strategy hedge fund manager, where, in additional to leading the research team and various business development initiatives, he designed and managed the development of a centralized trading intelligence system. At Ritchie, he also directed the development of a customized investor relationship management (IRM) system, which was incremental in achieving peak assets of $3 billion, and developed real-time risk management dashboards and other transparency tools for senior management, investors and counterparties.

From 1996 to 2004, he served as chief investment officer and director at Quantlab Financial, LLC, where he co-managed $6.5 million venture capital fundraising to develop quantitative trading systems for global equity and futures markets, and directed a team of 20 for highly-automated trading strategy development and full-workflow system integration. He also led a high-frequency, market-neutral statistical arbitrage fund and designed a real-time portfolio monitoring and risk management system. Prior to Quantlab, he spent five years as a research analyst and portfolio manager at leading global derivatives shop, O’Connor & Associates, LP.

Paul earned a Master of Management from the J. L. Kellogg Graduate School of Management at Northwestern University and a Bachelors of Science in business administration from Valparaiso University.

At TABB, Paul has authored “OTC Interest Rate Swaps and Beyond: The Path to Electronic Markets” and “US Futures Markets: In the Crosshairs of the Algorithmic Revolution”; and co-authored “(Hedge) Fund Administration: The Selection Criteria for a New Market Reality”; “The Investment Assembly Line: Alpha Discovery and the Illusion of Automation”; and “Risk Analysis On-the-Fly: Fast Markets, Complex Portfolios”.

Mr. Rulle has worked in the financial services industry for 30 years. He created and ran the derivatives business at Lehman Brothers in the 1980’s and rose to become a member of the Executive Committee until his departure in 1994. He became CEO of CIBC World Markets Inc.---CIBC’s US Investment Bank---where he was primarily responsible for global derivatives, securitization and the US loan businesses. In 1999, he left CIBC to become President and CIO of Hamilton Partners, the internal “hedge fund” for the Bermuda reinsurance company, Stockton Inc.

In February 2002, he became President of hedge fund manager Graham Capital Management. Mr. Rulle chaired the Investment and Risk Committee and was also directly responsible for the Firm’s portfolio managers. As part of the senior management team, he also worked closely with the firm’s quantitative research group. He left Graham in late 2007 to form MSR Investments.

Mr. Rulle has his B,A. from Hobart and William Smith, an M.A. from William and Mary in Political Philosophy and also an MBA from the Columbia Business School where he graduated first in his class. He has taught finance as an adjunct Professor at the Columbia Business School and has published articles in a variety of texts.

Her deep experience and background qualify her to provide a broad and unique perspective on the issues and regulations facing the financial markets and market participants. Ms. Trkla also previously practiced futures, securities and corporate law as a partner with another Chicago law firm.