20 years experience in the financial industry, both on the buy side and the sell side, as a quant, trader, portfolio manager, and entrepreneur.
I enjoy building processes in the asset management industry : investment management, R&D, risk management, and even operations.
o Investment ...
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20 years experience in the financial industry, both on the buy side and the sell side, as a quant, trader, portfolio manager, and entrepreneur.
I enjoy building processes in the asset management industry : investment management, R&D, risk management, and even operations.
o Investment management:
- Mid/Low frequency “quantamental” strategies. Asset picking frameworks mixing price, fundamental and alternative data (equity or credit). ESG Systematic. Systematic Event Driven.
- Digital asssets: alpha, enhanced beta, arbitrage/RV. Integration in XAsset allocation.
- Hybrid XAsset/Risk allocation driven by expert views and quant indicators.
o Pricing and Risk: design and implementation of analytics, risk and reporting engines
Tech stack: C#, Python, relational and NoSQL DBs, automated trading engines, process driven R&D workflows, high performance numerical computing.
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