Rebuilt First Quadrant’s investment system on Systematica’s platform as part of a small team during the acquisition process.Continued portfolio management responsibilities for the legacy First Quadrant commodity products.

Portfolio Manager for First Quadrant’s two commodity products(1) an alpha-focused medium time horizon strategy trading a broad universe of liquid commodity futures. Used a systematic framework to target fundamentally driven inefficiencies, while avoiding trend-following, simple backwardation, and other common betas. (2) a long-only risk-balanced commodity portfolio designed to provide inflation hedging while reducing negative effects of concentration and contango.Systematic Macro ResearchLed alpha, portfolio construction, and risk management projects across the global macro space, for commodities, global equity and bond futures, and FX forwards.Carried new ideas through the entire research lifecycle from outlining project hypotheses, evaluating results, implementing production code, and monitoring live implementation against in-sample expectations.