I am a senior investment professional with a passion for learning, educating and developing innovative solutions to investment challenges faced by a wide range of clients and institutions. I have published over twenty-five articles in books and journals and am a proud recipient of distinguished ...
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I am a senior investment professional with a passion for learning, educating and developing innovative solutions to investment challenges faced by a wide range of clients and institutions. I have published over twenty-five articles in books and journals and am a proud recipient of distinguished paper awards from the Journal of Portfolio Management and the Financial Analysts Journal.
Currently, I teach Quantitative Portfolio Management and Valuation Theory in the Department of Financial and Risk Engineering at NYU's Tandon School of Engineering, where I work with my students on investment related problems and their solutions.
My professional experiences include managing risk for long only and long/short equity and fixed income strategies, working at one of the largest pension plan sponsors in the U.S. and consulting on wide ranging investment issues for large public and corporate pension plans as well as for a number of central banks and official institutions.
As an author, educator and subject matter expert on Risk Management, Portfolio Management, Performance Measurement and Valuation, I am an accomplished public speaker, and am comfortable presenting complex ideas to clients and prospects including:
★ Central banks of Brazil, Brunei, Colombia, Mexico, Hong Kong, Indonesia, Malaysia, Singapore, South Korea and Thailand.
★ Official Institutions including CEMLA (Centro de Estudios Monetarios Latinoamericanos), FLAR (Fondo Latinoamericano de Reservas), IMF and the World Bank.
★ Corporate and public pension plans, asset distributors and pension consultants world-wide.
★ Industry groups including the Institute for Quantitative Research in Finance (Q Group), the Chicago Quantitative Alliance, the Society of Quantitative Analysts and Institutional Investor.
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