An experienced, accomplished investment management executive An inspirational leader of research, portfolio management, portfolio construction and trading teams. • A trusted partner. • Consistently delivered insight and support to clients, consultants, and prospects • Delivered process ...more

An experienced, accomplished investment management executive An inspirational leader of research, portfolio management, portfolio construction and trading teams. • A trusted partner. • Consistently delivered insight and support to clients, consultants, and prospects • Delivered process and benefits while solving external problems like optimal currency hedging Designed and lead the Global Macro/GTAA/Currency products • Blended a systematic fundamental approach: market and asset fundamentals with macroeconomics Orchestrated development and inspired deployment of portfolio construction, risk and attribution models and processes • Applied to global equity index futures, sovereign debt futures, currency futures and forwards, and index options Co-lead the quantitative equity research and portfolio construction process • Long-only, Long/Short, and Market-Neutral portfolios Knowledgeable and experienced with quantitative methods, including ML techniques. • Primarily worked in SAS, R, C/C++, and Python (pandas / numpy / scipy / stats models / scikit-learn) Very familiar with multiple data sources • Datastream, Bloomberg, direct access NSOs, Central Banks, and alternative primary data sources Quantitative Investing, Global Macro, Currency Management, Risk Parity, Risk Management, Portfolio Construction, Derivatives, Trading, Business Developmentless