Recipient of Graham & Dodd Award Featured in the Financial Analysts Journal Featured in the Journal of Portfolio Management A passion for deciphering financial markets led me to a career in investment management. I am a hands-on quantitative researcher and portfolio manager with expertise in ...more

Recipient of Graham & Dodd Award Featured in the Financial Analysts Journal Featured in the Journal of Portfolio Management A passion for deciphering financial markets led me to a career in investment management. I am a hands-on quantitative researcher and portfolio manager with expertise in developing and implementing top-down and bottom-up equity factor models, risk-managed portfolio construction and asset allocation. I am proficient in backtesting and modeling on Factset and Bloomberg, and in portfolio optimization on Barra and Bloomberg. I use Python for stock-selection and asset allocation modeling. I currently manage a global equity strategy and two domestic equity strategies. Here is a summary of my experience: Quantitative Research Factor models - Designed and implemented multi-factor stock-selection models. Utilized a multi-factor framework with macro-economic and aggregate country-level factors to evaluate country attractiveness and determine the country allocation. Portfolio Construction - Used optimization for portfolio construction and controlled risk by diversifying across stocks, industries, and factors. Developed techniques to overcome shortcomings of mean-variance portfolio optimization through research that was published in leading journals. Sell discipline - Implemented a sell discipline that was sensitive to changes in valuation, prices and analyst estimates. Asset allocation - Developed and implemented a global tactical asset allocation model encompassing nine major equity, bond, and currency markets. Model utilized macroeconomic, financial, and fundamental inputs, and used Bayesian regression for improved out-of-sample performance. Embedding quant in fundamental investing - Designed and developed valuation framework incorporating multiple fundamental factors for generating new investment ideas and performing relative-valuation analysis along global sector lines. Investment process combined quantitative screening with fundamental analysis. Portfolio Management Currently manage a systematic global equity strategy and two domestic equity strategies. The global strategy combines top-down country-allocation with bottom-up stock-selection providing two complementary sources of alpha. The first domestic equity strategy is a high-dividend yield strategy that provides income and growth. The second equity strategy is a dividend-growth based defensive strategy. Both are managed using a quantitative multi-factor approach with a technical overlay.less