• Delivered an innovative US equity market neutral strategy with a 5-year gross annualized return in excess of 20% in an optimized back-test incorporating realistic transaction and borrow costs.• Consultant for family offices developing asset allocation and stock selection strategies.• Managed market making and proprietary trading capability developed for the Cantor Futures Exchange, a federally regulated futures trading market designed for film finance and was successfully licensed by the CFTC.• Developed a statistical model for motion pictures designed to generate box office forecasts and support marketing, advertising and distribution-related decisions for new films

• Co-Portfolio Manager. Responsible for the active day-to-day management of the MainStay Large Cap Opportunity Fund, the MainStay Mid Cap Opportunity Fund, the MainStay Small Cap Opportunity Fund, Mainstay Balanced Fund and other New York Life and client portfolios (totaling over $2 Billion)• Daily portfolio management responsibilities included developing and implementing quantitative investment strategies, constructing portfolios, monitoring the portfolios’ risks, and presenting to clients• Built a dynamic, sector-specific expected returns model based on a wide array of valuation, growth, technical, and third party factors. The models were based on a time-varying robust regression framework. Designed for US small, mid, and large cap equity universes - all the models showed high ex-ante IC and fractile spreads in various economic conditions.

•Co-Portfolio Manager of TIAA-CREF Small-Cap Mutual Funds since inception and stock account segments (totaling over $1 Billion). Responsible for all daily portfolio management responsibilities including research, portfolio construction, risk management, and presenting quarterly reviews to clients and management.•Co-managed two active small-cap funds (TIAA-CREF Institutional Small-Cap Fund and Life Small-Cap Fund) and three index funds (Small-Cap Blend, Small-Cap Value, and Small-Cap Growth) since Inception (10/1/02).•Both active funds posted strong results - generating returns of over 100% since inception (10/1/02) and consistently outperforming the Russell 2000 benchmark in various market environments. Funds posted an information ratio close to 1.0, outperforming the benchmark by over 100 basis points annually with an ex-post tracking error of 125 basis points. Funds placed in the top 26 percentile in Morningstar peer group since inception.

•Developed and helped implement quantitative stock selection and risk management strategies.•Project manager for several stock selection projects for US, Japanese, and Emerging Markets.•Principal author of “Extreme Stock Returns” by Glickman, DiRienzo, and Ochman, lead article in the September 2001 Issue of the Journal of Asset Management. •Implemented strategies based on “Extreme Stock Returns” currently used in SSGA core, growth, and long/short products.•Presented “Extreme Stock Returns” at the Eighth International Conference of Forecasting Financial Returns in London.•“Extreme Stock Returns” cited in June 1, 2001 issue of Pensions & Investments.•Invited to publish “European Extreme Stock Returns” in the Europe Journal of Finance.•Managed several team members (ranging from recent undergraduates to Ph.D.s).•Evaluated value/growth timing and asset allocation products.

Shared responsibility with CEO of $300 million market neutral fund for developing, backtesting, and implementing quantitative strategies for equities in developed markets.

•Shared responsibility with Professor Gilbert Bassett for quantitative research in the active management of all equity funds (totaling $1.6 billion)•Responsible for fundamental stock selection in the media, leisure, entertainment, and hotel sectors•Presented “Quantitative Strategies Using Behavioral Finance Theory” at the Columbine / Instinet seminar

Received AT&T Hall of Excellence Award ($10,000) for quantitative marketing analysis.

Passed actuarial exams 100, 110, and 130.

Solved cryptographic problems as a mathematical researcherReceived Top Security Clearance