Daniel Glickman Email & Phone Number

• 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

New York, New York, US

• 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.
• 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.

New York, NY, US

• 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.
• 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.

• 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.

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

Mba, Analytic Finance, Econometrics

Ms, Operations Research

Sb, Mathematics

Education record