Transforming Legal Data into Quantitative Insight.

Kevin J. P. O'Hara

Founder

Kevin J. P. O’Hara has a decades-long career in business, law and regulation, entrepreneurship, technology, international investment, and post-graduate teaching. His macro approach focuses on the intersection and confluence of law, regulation, technology, and business in several industries: predominantly financial services, fintech, market structure, healthcare, and health-tech.

Kevin is currently an active angel investor with several successful exits, including sales to LinkedIn, PayPal, and IQVIA. He possesses a plethora of private and public company board and governance experience and has helped mentor management teams.

Previously, he was (1) a C-suite member at CBOT, NYSE, Archipelago, Gulf Finance House (Bahrain); (2) an attorney at the SEC, DOJ (US Attorney’s Office), and a major Chicago law firm (products liability and mass tort defense; commercial litigation); (3) a law and business school lecturer and adjunct professor at Northwestern University and Loyola University, and (4) an in-county financial and economic advisor in Eastern Europe in 1990s as part of USAID-sponsored projects.

Kevin has an exceptional record of credibility and integrity in business and with government regulators and policy- and lawmakers. He has testified before congressional committees.

Kevin formed a charitable family foundation in 2005 that focuses on inner-city educational opportunities. He is a graduate of the University of Chicago (B.A.) and Georgetown University (J.D.).

David Annis

CEO / CTO

David H. Annis, Ph.D. is LitFinMetrics' Chief Executive Officer. Before joining LitFinMetrics, he co-founded an algorithmic trading firm specializing in valuing volatility derivatives. Prior to that, he led various quantitative analytics functions for 15 years at Wells Fargo, during which time his teams were responsible for development, validation, and oversight of hundreds of pricing, hedging, and capital models used to support capital markets operations.

Before transitioning to finance, Dr. Annis taught at the Naval Postgraduate School where, as a member of the Operations Research faculty, he held a Level 3 (Top Secret) Department of Defense security clearance. He has published 15 peer-reviewed research papers in engineering, biometrics, and finance, the most recent of which investigated the implied convexity of volatility futures and quantification of dollar risk owing to model misspecification in illiquid derivatives portfolios. Earlier in his career, he devised a long-range surveillance technique using signal processing and pattern recognition at Los Alamos National Laboratory and designed compressor hardware for military jet engines.

Dr. Annis earned his Ph.D. and M.S. in Mathematical Statistics from Purdue University, holds engineering degrees from Purdue and the University of Florida and earned his MBA with Distinction from Warwick Business School (UK), where he researched investment strategies based on European volatility derivatives.

Patrick J. Ahern

Chief Legal Officer

Patrick J. Ahern has specialized in antitrust litigation for over 25 years. He has been recognized for Antitrust Litigation in Chambers and PLC Which Lawyer. He was/is lead counsel for clients in egg, mushroom, flexible polyurethane foam, broiler chicken, pork, beef, and generic drugs, antitrust litigations. He has tried numerous antitrust and other cases to verdict or judgment.

Patrick has deep knowledge and experience in Litigation Finance, spanning almost 10 years. He has been involved in originating, negotiating and closing six (6) litigation funding transactions and has strong relationships with many litigation funders, including the largest ones.

Daniel Kaufman

Head Of Product Development

Daniel Kaufman has over 25 years’ experience in financial markets, commodities, derivatives, and index design. Early in his career, he developed contracts for NYMEX under Skunkworx in early 2000s. Thereafter, he led risk management initiatives at MarexSpectron United States and Wells Fargo Institutional Investor Services (Prime Services and Futures Commission Merchant). Over the course of his career, he has held various senior risk management roles at Goldman Sachs, NextEra Energy, BNY Mellon, and UBS with specializations in power trading and risk architecture.

Kaufman played a significant role in the implementation swap execution facilities working directly with members, exchanges, clearing houses, and vendors in trade platform development and limit management design. At Goldman Sachs, Kaufman designed a firm-wide electricity and natural gas stress testing framework which resulted in the adoption of a new risk factor management process, mapping exchange based settlements to desk curves, and lead the development of a clearing house risk committee evaluation grid and margin methodology analysis. At Wells Fargo, he developed the FINRA approved CDS ”super margin” methodology which played a critical role in evaluation of market and counterparty risk and enabled Wells Fargo to offer customers portfolio margin treatment.

Andrew Reddish

Chief Software Architect

Andrew Reddish is a software architect and technology leader with 25 years’ experience. He spent over 20 years at Microsoft building enterprise and consumer products used by millions of customers. He has shipped products and services in Artificial Intelligence, Developer and Low-Code Tooling, Enterprise Data Visualization, Video Entertainment, and Operating Systems. Mr. Reddish’s early career was spent as a software engineer on Visual Studio and Windows, before switching focus to bringing new ideas and services to market (Power Apps, Power BI, Azure AI Vision). He’s a seasoned leader having grown multiple teams to support new development efforts as well as acting as an advisor to early-stage AI & cloud-based service startups.

Oliver Frankel

Advisor

Oliver Frankel is the founding principal of Bilateral Risk Management, a consultancy offering risk assessment and mitigation advice on risk and margin modeling in financial bilateral contracts. Previously while a Managing Director at Goldman Sachs, Mr. Frankel led risk management for Commodities, Foreign Exchange and Credit, over a career spanning more than 20 years at the firm. Among other business building efforts, Mr. Frankel helped develop the Goldman Sachs Commodity Index, collaborated with the CME to offer futures on the GSCI indices, and developed a tax efficient ETF for trading commodities, or credit indices, as a stock. Mr. Frankel holds postgraduate degrees in Electrical Engineering and Mathematics, from UCLA and Cambridge University, respectively.

Sean Malloy

Advisor

Sean Malloy has held senior executive roles at various technology, trading and execution, and clearing firms. Currently, he serves as Managing Director at Clear Street, where he leads a prime brokerage cloud-based solution start-up most recently valued at $1.8 billion. Previously, Sean played a central role in the development and distribution of Sage Trader, which provided real time fuzzy logic-based filtering systems to major financial and corporate entities such as Chevron, Kraft, Morgan Stanley, UBS, and CBOE. Prior to Sage Trader, Sean held senior executive roles at Penson Worldwide, NYFIX Millennium, and Southwest Securities with a focus on the development of professional trading groups and institutional clearing and execution.