My current focus is on designing alpha signals and systematic strategies within liquid Global Equities at a leading multi-strategy hedge fund. Previously, I lead research innovation efforts for equity risk within the Portfolio Construction Group, focusing on custom factors, alternative data as ...more

My current focus is on designing alpha signals and systematic strategies within liquid Global Equities at a leading multi-strategy hedge fund. Previously, I lead research innovation efforts for equity risk within the Portfolio Construction Group, focusing on custom factors, alternative data as well as risk & liquidity modeling. I'm also experienced with building a scalable multi-user research platform from scratch (KDB / R). As a former researcher for Equity Models at MSCI Barra, the pioneer in Factor Models, I'm experienced with constructing models from scratch and optimizing them for a specific use case.less