1. Deep experience in building machine learning models for private real estate with Python, as well as quantitative models for traditional portfolio construction, as well as statistical and volatility arbitrage strategies.
2. Track record in successfully implementing market and credit risk ...
more
1. Deep experience in building machine learning models for private real estate with Python, as well as quantitative models for traditional portfolio construction, as well as statistical and volatility arbitrage strategies.
2. Track record in successfully implementing market and credit risk systems (MSCI, Bloomberg, Factset) for asset managers and hedge funds and in using R to adapt it to insurance companies rules.
3. Background in structuring CLOs, CMBS and Fund securitized vehicles, that culminated in several Deal of the Years, such as bailout of Taiwan fixed income funds (Chinatrust CDO I), Standard Chartered's first balance sheet CLO and China's first performing loan securitization (CDB CLO I).
4. Team leader in presales analytics at MSCI and successful track record of starting and growing business lines from Fitch and CIBC.
5. Well-rounded training with degrees from Chicago Booth and Columbia, and direct experience in fundamental researched gained at Salomon Smith Barney.
less
