Hedge Fund professional, with broad risk, strategy and financial product expertise, in both the public and private martkets. Experience working with a broad spectrum of asset management firms, from start-ups to multi-billion-dollar hedge funds to a $60 billion asset management firm.
Primary ...
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Hedge Fund professional, with broad risk, strategy and financial product expertise, in both the public and private martkets. Experience working with a broad spectrum of asset management firms, from start-ups to multi-billion-dollar hedge funds to a $60 billion asset management firm.
Primary focus on risk management and quantitative research, with deep experience in all facets of the asset management business including operations, business development, marketing, legal, compliance and recruiting. Also, building some interesting tools and techniques to include sustainability in our portfolios.
Highly technical and quantitative skill set (still coding), enables automation by leveraging technology to increase efficiency. Led multiple built vs. buy exercises. Implemented third party software installs (e.g., Enfusion, Bloomberg Port, Omegapoint, Sophis, Imagine, BarraOne, RiskMetrics, Barclays Point, Tableau) and the building of proprietary technology. Demonstrated strengths include an acute strategic business perspective, the ability to successfully develop and implement complex investment procedures and processes, as well as systems and analytics.
Key Accomplishments
1) Strong fifteen year track record for the 1798 FSF fund ($1 Billion+ Multi-Strategy, Multi-Manager Hedge Fund), created and implemented risk-frameworks and portfolio hedging, PM due-diligence and capital allocation over three CIO regimes.
2) Built Lombard Odier’s risk team, creating a best-in-class risk-infrastructure and culture.
3) Devised, developed, and managed two hedge funds (quantitative equity and a CTA).
4) Constructed one of the first historical simulation risk-models (at Moore Capital).
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