Extensive industry experience in portfolio construction and risk management with in-depth, up-to-date knowledge of equity, fixed income, commodity, derivatives and alternative asset classes including valuation models, multi-factor risk models, simulations, stress testing and risk management best ...more

Extensive industry experience in portfolio construction and risk management with in-depth, up-to-date knowledge of equity, fixed income, commodity, derivatives and alternative asset classes including valuation models, multi-factor risk models, simulations, stress testing and risk management best practice. Areas of expertise: • Extensive knowledge of mean-variance optimization use cases for both portfolio construction and investment risk hedging • Portfolio construction experience: index tracking & arbitrage, factor-tilted, minimum volatility, long-short equity & market neutral, ETF replication and risk parity • Risk & performance measurements: multi-asset class risk & performance attribution, liquidity risk, VAR, Stress Testing • Regulations & compliance: Solvency II, Dodd Frank, AIFMD, OPERA, AML, FATCA • Alternative investments: hedge funds, private equities, insurance linked securities, real assets and commodities • Strong presentation skills and the ability to clearly communicate complex ideas to a wide variety of audienceless