Oversee experience of global institutional client base for quantitative equity strategies, including low volatility and US enhanced products.Member of data harmonization committee which focuses on helping drive the firm forward from a technological and systems perspective.Utilize python to research portfolio construction methods and propose solutions.

Completed 200+ institutional client, consultant, and prospect meetings per year for thelast 5 years over 5 continents, representing Acadian’s equity and alternative strategies.Advise IT team on creation of proprietary software tool to utilize with customers whendescribing portfolio philosophy, process, ESG, and performance.Developed Liquid Alternatives product after accessing market demands within subadvisory space. Utilized backtesting software to secure seed capital from existing client.Member of firm's Charitable Giving Committee.

Primary contact for 35 clients totaling over $5 billion in assets from Bermuda to Alaska. Client types ranged gambit from public and corporate pension plans, to endowments and foundations, family offices and consultants.Cover wide range of strategies such as emerging market debt, managed volatility, emerging market, international developed, small cap, and frontier equity portfolios.Travel extensively to meet with clients and review portfolio performance and positioning. Also discuss current research agenda, economic projections, and logic behind current holdings.Promote investment product cross-sales through frequent client meetings and discussions covering investment strategy, account performance, new products and market developments.

Originated International product from seed capital to 2 year track record. Leader in designing and maintaining all aspects of investment process including stock selection models, portfolio construction tools, risk management process, and trading tools. Co-managed long/short market neutral hedge fund, funding July 2008. Involved in all aspects ranging from daily stock selection, portfolio construction, and risk analysis to selection of prime broker and trading systems.Apportion 15% of time to presentations to clients and prospects, including marketing material generation.Responsible for firm wide bottom-up quantitative stock selection model, including factor selection and evaluation. Designed, constructed and implemented customized hybrid risk model for use in portfolio optimization and risk assessment.Member of Asset Allocation Committee; responsible for setting firm’s view on client portfolio stock/bond/cash mix.

Manage $300 million for institutional and mutual fund clients, encompassing four different strategies (large cap core, large cap value, socially responsible, and Russell 3000), part of a $6 billion US Active businessUtilize advanced techniques such as Genetic Programming algorithms to improve stock selection modelsCollaborate with team of 6 portfolio managers in designing and maintaining all aspects of the investment process including stock selection models, research idea generation, and risk management implementationConstruct utilities to maximize market opportunities such as streamlined production systems, thorough diagnostics, portfolio construction tools, and trading utilitiesDesign marketing materials and correspond regularly with both clients and prospects regarding performanceOriginated simulation platform (risk-model agnostic) to test and verify portfolio construction settings

Maintained production platform which produced daily alpha scores, portfolio holdings, and model componentsAssisted portfolio managers in both the gathering and scrubbing of data for research and participated in research of new factors and risk modelsWorked with team on idea generation for new models and processes to improve alpha signalCreated factor testing platform to quickly integrate with current signal and determine efficacy

Strategically advise institutional and private clients on quantitative analysis, modeling, and risk control.Aid clients in creating portfolio optimization models for traditional, long/short, and fund of funds equity portfolios in order to monitor and control exposure to risk. Helped clients backtest numerous variations of their strategies in preparation for the launch of funds.Assist domestic and international quantitative clients in testing multi-factor models and investment ideas using FactSet quantitative applications.

Assisted in recruiting process, involving representing FactSet at career fairs, interviewing, and ultimately deciding on new hires. Responsible for developing and overseeing summer internship program, involving creating project work and exposing interns to the consulting side of the finance industry.Participated in FactSet Management training program.Master FactSet software to support applications, create custom excel models, screens and automated processes so as to help clients with their investment processes. Work with back-end accounting systems to load daily holdings file which are utilized in Portfolio Analysis (PA) application. Through use of PA application, gained intimate knowledge of attribution analysis.Support the sales process through demonstration of applications and providing technical assistance.Utilize FactSet knowledge on help desk to assist clients with wide variety of questions.