Applied data science techniques to solve a wide range of business intelligence needs. Innovative quantitative financial leader, investment manager, product development strategist & risk manager, applying data science to improve performance. Executing systematic strategies, portfolio analysis, ...more

Applied data science techniques to solve a wide range of business intelligence needs. Innovative quantitative financial leader, investment manager, product development strategist & risk manager, applying data science to improve performance. Executing systematic strategies, portfolio analysis, factors, and models utilizing AI/ML, econometrics, and linear algebra. Intraday systematic stat arb strategies to monthly and multi-year horizons across equities, equity derivatives, ETFs, futures, credit, and cryptos. A rare combination of thought leadership, product and business development, quantitative, programming, creative, managerial and communication skills. Extracting performance and insight from alternative, macro, technical, fundamental, and derivative data using empirical research and sound economic rationale. Thought leader (II-ranked researcher) and strategic developer of thematic ideas and systematic investable products (indices, portfolios, factors, and models) and white papers. Developed and traded several systematic intraday US equity stat arb strategies (liquidity provider), monthly multi-factor fundamental equity models, multi-factor option volatility models (vol arb), a systematic earnings volatility strategy, a quarter-end equity strategy and several macro-thematic optimized equity strategies. Accomplished buy-side quant researcher, portfolio manager, risk manager and systematic proprietary trader. II-ranked institutional sell-side equity derivatives and quantitative portfolio strategist. Asset Class Expertise: Equities | Equity Derivatives (Options, Variance Swaps, Structured Products, Delta One) | REITs | ETFs | Private Equity | Ventures | Private Credit | Credit | Global Governments | Cryptocurrencies | Commercial Loan Underwriting & Credit Risk Data Expertise: Market Data (Equities, REITs, ETFs, Options, Credit, Govs, Crypto) | Technical | Fundamental | Accounting | Private Co. Data | Housing Data | Macro | Micro | Alternative Data | Trade Credit | Supply Chains. Strategy Expertise: Systematic Stat Arb | Portfolio Construction | Factor and Multi-Factor Investing | Long/Short Equity | Macro-Thematic | Tax-Loss Selling | Indexing | Vol Arb | ETF Arb | Event-Driven. Modeling Expertise: Supervised and Unsupervised Machine Learning | CART | Random Forest | XGBoost | Multi-Factor Alpha and Risk Modeling | Forecasting | Time Series Analysis | Pooled Modeling | Stepwise | PCA | Factor Analysis | Dimensionality Reduction | Optimization | Matrix Manipulation | TCA | DCF | Fundamental Analysis.less