Experienced professional with extensive background in quantitative and statistical analysis, model specification and development, and large datasets. Experience with design and development of systems and applications in the financial industry. Skills include: - All phases of quantitative ...more

Experienced professional with extensive background in quantitative and statistical analysis, model specification and development, and large datasets. Experience with design and development of systems and applications in the financial industry. Skills include: - All phases of quantitative research and development, including signal discovery, back-testing, creation and use of multi-factor models, portfolio optimization, performance attribution, risk measurement and macroeconomic analysis. - Presentation of approach and results to technical and non-technical audiences. - Training and supervision of individuals to become essential contributors to future team success. - Combining fundamental, strategy and quantitative analysis to create toolkits useful to fundamental, sector-focused investors and quant-focused investors alike. - Production of written research notes and in-person meetings and presentations to clients. - Supervision and implementation of research systems into production environments. - Key contributor on multiple II-ranked Portfolio Strategy and Quantitative Research teams. - CFA Charterholder Specialties: Equity Research, Quantitative Research, Stock Selection, Global Equity, Quantitative Models, Equity Portfolios, Portfolio Strategy, Portfolio Construction, Statistical Modeling, Macroeconomic Analysis, Factor Modeling, Linear Regression, Logistic Regression, Principal Components Analysis, Cluster Analysis, Multifactor Models, Factor Analysis, Factor Timing, Portfolio Optimization, Performance Attribution, Risk Modeling, Statistical Learning, Time Series Analysis, Equity Strategy, Sector Rotation, Sector Timing, Machine Learning, Natural Language Processing Financial Databases/Tools: FactSet, CRSP, Compustat, Worldscope, I/B/E/S, FirstCall, Bloomberg, Northfield, Thomson Reuters, Capital IQ/ClariFIless