• Portfolio manager with a proven track record of implementing, optimizing and managing cross-asset systematic directional and relative value trading strategies • Develop and manage systematic strategies which incorporate innovative machine learning tools into statistical arbitrage (stat arb), ...more

• Portfolio manager with a proven track record of implementing, optimizing and managing cross-asset systematic directional and relative value trading strategies • Develop and manage systematic strategies which incorporate innovative machine learning tools into statistical arbitrage (stat arb), risk factor and tactical macro approaches • Expert in G10 Interest Rates and Energy markets • Previously managed interest rates derivatives portfolio for a premiere international investment bank ($50MM/yr P&L business) Specialties: Portfolio Manager: Quantitative Macro, Futures Statistical Arbitrage, Systematic Fixed Income, Interest Rates, FX, Volatility, Market Neutral, Commodities, Energy, Metals Dynamic capital allocation using machine learning and statistical modelling methods Liquid Alternatives and Quantitative Macro strategies development and trading Quantitative risk management Liquid Alternatives strategies evaluation and selection Multi-asset portfolio construction NFA Series 3 and Series 30less