Executive with broad modeling background in quantitative finance. Author, speaker, specialist in risk managment and portfolio asset allocation. Strong interest in mentoring and leading small "quant" groups responsible for asset selection, portfolio construction and risk management. Specialties: ...more

Executive with broad modeling background in quantitative finance. Author, speaker, specialist in risk managment and portfolio asset allocation. Strong interest in mentoring and leading small "quant" groups responsible for asset selection, portfolio construction and risk management. Specialties: Quantitative Methods; Portfolio Optimization, Quant Strategy; Model Construction for use in Alpha generation and Risk Modeling, Management and Exposure analysis; Attribution;less