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In 1992 he joined Lehman Brothers (New York) as part of an advanced technologies group, where he developed a firm-wise distributed parallel processing system to evaluate complex models. He later joined the derivatives desk (Lehman Brothers Tokyo) to develop pricing and risk management for their new derivatives business.
In 2000 he left Lehman to develop the first electronic marketplace for Japanese bonds (E-Bond Japan), which featured automated real-time pricing and liquidity provision. Thereafter, he was involved as founder or management within various financial startups before joining HSBC in 2004 to lead a prop trading algo strategies R&D group (New York). The group created a first for the firm in developing and trading algo arbitrage strategies for FX.
In 2007 he became the Global Head of Fixed Income Pricing & Algo Strategies (in London), where he developed pricing and algos for fixed income market making.
In 2009, he left HSBC to start a prop trading firm utilizing model & machine learning approaches, trading medium to high frequency FX and equities. Jonathan studied for a MS in computer science at New York University, specializing in parallel & numerical algorithms.
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