Description
Quantitative support of portfolio manager - risk and factor models. Portfolio manager US large cap value fund.
Work Experience
COMPANY | POSITION HELD | DATES WORKED |
---|---|---|
Legg Mason | (Confidential) | 3/2006 - 4/2007 |
Rittenhouse Asset Management | (Confidential) | 7/2002 - 2/2006 |
DuPont Capital Management | (Confidential) | 8/1989 - 1/2001 |
Education
SCHOOL | MAJOR | YEAR | DEGREE |
---|---|---|---|
Emory University | Statistics | 1977 | Doctorate Degree |
Accomplishments
Highlights:
Managed large cap value fund for nine years, managed emerging market fund, developed and back tested quantitative strategies.Companies I like:
Sanford Bernstein
Job Skills
Keywords
Responsibilities
Risk analysis using Barra and building factor models.