As a Risk Consultant for DWS Investment Management Americas, Inc., I applied my quantitative skills and expertise in liquidity and derivatives risk to various research projects and regulatory engagements. I consulted on topics such as periods of very low liquidity, vendor liquidity modeling for ...
more
As a Risk Consultant for DWS Investment Management Americas, Inc., I applied my quantitative skills and expertise in liquidity and derivatives risk to various research projects and regulatory engagements. I consulted on topics such as periods of very low liquidity, vendor liquidity modeling for specific asset classes, and leverage limits for specific fund types. I also worked with the SEC and IOSCO on the newly proposed and enforced derivatives and liquidity rules, and participated in peer working groups organized by the ICI and SiFMA.
With over 26 years of experience in the quantitative investment industry, I have held various senior roles as a risk manager, a researcher, and a fund manager, across asset classes and strategies. I have a PhD in Finance and Statistics from the University of Chicago Booth School of Business, and studied as a Fulbright Scholar in the US. My specialties include risk management, global asset allocation, global equity strategies, and quantitative investment strategies. I am passionate about advancing the field of quantitative analysis and contributing to the community of quantitative professionals.
less
