Jason is a portfolio manager with 16 years of buy-side experience spanning "Alpha Capture," statistical arbitrage and discretionary trading. He has deep quantitative expertise developing systematic investment strategies including alpha, risk, optimization and execution. Prior work has focused on ...more

Jason is a portfolio manager with 16 years of buy-side experience spanning "Alpha Capture," statistical arbitrage and discretionary trading. He has deep quantitative expertise developing systematic investment strategies including alpha, risk, optimization and execution. Prior work has focused on applying machine learning methods in a mean-reversion setting. At Blue Elephant Jason spearheads the quantitative underwriting effort and portfolio management. Prior to joining the team Jason was the Portfolio Manager and Product Head for Marshall Wace's innovative Americas TOPS fund. Under his watch fund performance averaged 11.5% p.a. over a 2 year period. Assets under management rose from $550M to $2.2B. Jason joined Marshall Wace North America in January 2005 as a quantitative analyst. Previously he spent three years at Trisun Capital Management as a generalist fundamantal analyst. During this time he also passed the first two levels of the CFA. Prior to this role, he worked as a data-mining analyst a Xanga.com and as a research analyst at the Kahana Computational Memory Lab. Jason graduated Brandeis University in 2001 with a double major in Neuroscience and Philosophy and a minor in computer science.less