Quantitative finance professional with strong analytical skill set and expertise developing and applying sophisticated decision support tools. Experience includes eight years managing investment portfolios and over ten years in risk management and security selection modeling in banking and ...more

Quantitative finance professional with strong analytical skill set and expertise developing and applying sophisticated decision support tools. Experience includes eight years managing investment portfolios and over ten years in risk management and security selection modeling in banking and investment management environments. Background includes Master of Science in Computational Finance from Carnegie Mellon University and experience developing algorithms at a prestigious R&D laboratory. Core Competencies: * Statistical Forecasting Models * Risk and Security Selection Models * Management of Exposures using Derivatives * Portfolio Construction & Optimization * Equity, Asset Allocation, Fixed Income & Macro Models * Asset/Liability Analysis * Foreign Currency Management & Hedging * Domestic & International Portfoliosless