As a seasoned investment risk manager with over 20 years of experience, I specialize in identifying and mitigating risks while driving alpha generation and inflows for portfolio managers. My expertise in factor models, portfolio construction, and exposure management has consistently enhanced ...more

As a seasoned investment risk manager with over 20 years of experience, I specialize in identifying and mitigating risks while driving alpha generation and inflows for portfolio managers. My expertise in factor models, portfolio construction, and exposure management has consistently enhanced portfolio performance and strategic decision-making. I foster collaboration that supports portfolio managers and sales teams, ensuring transparency, confidence, & inflows. Alpha Generation and Risk Management Expertise Over 20 years in investment risk management with a strong track record of enabling portfolio managers to generate alpha. Managed risks for 25 strategies with ~$75 billion in AUM, including Emerging Markets, US Equity, and Multi-Asset Class portfolios. Improved portfolio performance by correcting systematic tilts, leading to an additional alpha in various strategies. Strategic and Quantitative Acumen Advanced quantitative skills and strategic insights identify structural biases and profitable opportunities. Extensive use of Axioma & Northfield to develop custom solutions for PMs and clients. Enhanced performance of a $20 billion Deep Value strategy by correcting a systematic short beta bias, adding ~50 bps of alpha. Reduced active risk by 20% for an International Growth portfolio, improving the Information Ratio by 0.25. Global Team Leadership and Collaboration Led global risk management teams across London, Tokyo, Singapore, Budapest, & New York, managing portfolios totaling $210 billion in AUM. Transformed risk reporting by introducing concise, actionable insights, significantly increasing report utilization by portfolio managers. Effective communicator with C-Suite executives, portfolio managers, and institutional clients. Innovative Problem Solving and Custom Solutions Engineered tailored optimization solutions and developed bespoke alpha signals, enabling portfolio managers to navigate complex market conditions. Created custom stress tests and optimization scenarios, providing valuable insights that supported sales and marketing teams in attracting investors. Educational and Professional Credentials Robust educational background with an MBA and certifications including CFA, FRM, CAIA, and PRM. Continuous learning and professional development ensure that I stay ahead of industry trends and best practices, delivering value-added content to stakeholders. * Investment Strategy Analysis * Portfolio Management * Quantitative Analysis & Modeling * Macro Analysis * Portfolio Design * Trading Strategies * Scenario Analysis & Stress Tests * Hedgingless