I'm an investor, portfolio manager, strategist, risk manager, and researcher with deep domain expertise in finance theory and practice. I've sought to leverage an abiding curiosity to learn how various markets and financial instruments work, and to apply technology and numerical aptitude to build ...more

I'm an investor, portfolio manager, strategist, risk manager, and researcher with deep domain expertise in finance theory and practice. I've sought to leverage an abiding curiosity to learn how various markets and financial instruments work, and to apply technology and numerical aptitude to build or accelerate some of the most respected firms in their industries. During my career I have: • Served as a trusted advisor for billion-dollar global families • Been Chief Investment Officer for one of the largest independent wealth management firms in the US • Designed and built sophisticated asset management and analysis systems and processes • Recruited, mentored, and managed highly regarded investment professionals • Established substantial new client relationships and drove considerable top-line results • Been recognized as an authority on alternative investments, with particular expertise in structured solutions • Served on a national Federal Reserve risk management group • Modeled, structured, and traded RMBS and other securitized assets • Created custom risk management techniques for major hedge funds I have drawn upon extensive financial software expertise to develop institutional systems: • Portfolio optimization • Returns-based hedge fund analysis and factor decomposition • Alternative asset portfolio management and accounting • Fixed income portfolio management and research • Limited partnership accounting • Multi-asset, multi-jurisdiction cash flow and P&L software • Equity OMS, STP, partnership accounting, real-time P&L, and risk management software • Whole loan and ABS analysis • Global program trading portfolio management and execution software Specialties: Macroeconomics, machine learning, hedge fund analytics, portfolio construction and optimization, trading systems, structured products, derivatives, ABS, risk management, alternative investments, payment economics, trust structures, investment manager operations and technologies. Extensive quantitative, project management, and technical skills for financial applications: Python, various machine learning tools, VB, VBA, C++, C#, R, ASP.NET, PHP, SQL Server, MySQL etc. I have built client-server applications, distributed components, desktop, and web-based solutions in Windows, Unix, and web environments, as well as directing cloud conversions of legacy systems.less