Senior quant with practical knowledge of state-of-the-art approaches for quantitative investment strategies, goals-based wealth management, AI/Machine Learning applied to investment and wealth management, asset allocation, risk factor models, portfolio risk and attribution, derivatives pricing and ...more

Senior quant with practical knowledge of state-of-the-art approaches for quantitative investment strategies, goals-based wealth management, AI/Machine Learning applied to investment and wealth management, asset allocation, risk factor models, portfolio risk and attribution, derivatives pricing and hedging, scenario generation and stress testing. • Machine learning in investment and wealth management (what it works well, and not so well). • Design and implementation of state-of-the-art scenario-based portfolio optimization and analysis. • Practical experience to most asset classes, including equities, fixed income, commodities, FX, hedge funds, private equities. • Combination of passion and practical expertise for rapid and effective delivery of quantitative solutions in partnership with Lines of Business and Technology. • Extensive experience in design/selection/development of quantitative methods and packages.less