Description
SUMMARY Senior research professional with extensive experience in quantitative equity research. Expertise in factor models and building systematic trading strategies. Designed and programmed all facets of alpha capture systems, from researching pricing anomalies to automating trades in a production environment. Developed state-of-the-art back-testing and portfolio analytic systems. Currently researching systematic trading strategies for several institutional clients. Recognized for exceptional communication skills and the ability to lead quantitative teams.
Work Experience
| COMPANY | POSITION HELD | DATES WORKED |
|---|---|---|
| Ubs | Managing Director Head Of U.S. Quantitative Research | 1/2010 - 9/2011 |
| (Confidential) | Founder And President | 1/2001 - Present |
| Credit Suisse First Boston | Director Of Quantitative Equity Research | 1/1996 - 1/2001 |
| Salomon | Vice President Derivatives Research / Equity Portfolio Analysis | 1/1992 - 1/1996 |
| Pan Agora Asset Management | Manager | 1/1988 - 1/1991 |
Accomplishments
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