EXPERIENCE PROFILE: Senior quantitative analyst and researcher experienced in practical and advanced analysis, statistical modeling, and machine learning. PROFESSIONAL COMPETENCES: Team member – working in teams to create statistical models, economic forecasts, investment solutions, risk ...more

EXPERIENCE PROFILE: Senior quantitative analyst and researcher experienced in practical and advanced analysis, statistical modeling, and machine learning. PROFESSIONAL COMPETENCES: Team member – working in teams to create statistical models, economic forecasts, investment solutions, risk management software, and machine learning systems. Quantitative analysis – quantitative research, statistical modeling, forecasting returns of multiple asset classes and sectors, stock rankings by robust unsupervised learning on may fundamental data items, portfolio optimization, holdings-based risk and performance analysis. Data science – forecasts by machine learning, large-scale multiple-timeseries autoregressive forecasts based on dynamic factor models, variational Bayesian filtering and solutions, robust optimization, model selection and evaluation. Risk management – investment and enterprise risks, stress test, value-at-risk, factor models, Axioma, Bloomberg, FactSet, MSCI-Barra, Northfield, FIS-APT. System development – holdings-based risk and performance systems, returns-based systems, Python, MatLab, SQL, VBA, R, C++. KEY ACHIEVEMENTS: Making and communicating quantitative forecasts to increase investment performance. Developing Bayesian solutions to reduce costs and increase portfolio returns. Conducting statistical analysis and machine learning research to gain competitive advantage.less