Quantitative Specialist with extensive experience modeling, validating, and implementing quantitative solutions for the financial services industry. Combine expertise in data analytics, statistical and numerical techniques with strong computer programming skills to provide sound quantitative ...more

Quantitative Specialist with extensive experience modeling, validating, and implementing quantitative solutions for the financial services industry. Combine expertise in data analytics, statistical and numerical techniques with strong computer programming skills to provide sound quantitative results. Possess excellent communication skills, including oral, written and presentation. Specialties: Quantitative investing, quantitative analysis, factor creation, backtesting, strategy simulation, risk management, portfolio attribution, computer programming, Barra Alphabuilder, Optimization, Transaction cost analysis, Risk Models, Northfield optimizer,ITG Cost-curves, Thomson Financial, Market QA, Portfolio Analysis, Alpha-Testing, UNIX, Linux, Windows, C, C++, Perl, Python, Microsoft SQL/MySQL/Sybase SQL, csh, ksh, Microsoft Office, ClariFI Modelstation, Bloomberg, Compustat, IBESless