• Build models and tools for global tactical and strategic asset allocation across stocks, bonds, currencies, commodities, and alternative assets• Research and design multi-asset customized solutions for clients with specific requirements• Apply quantitative techniques to construct liquid portfolios with diversified exposures to a range of alternative risk premia• Research and apply Bayesian inference technology to evaluate and allocate to funds• Research the appropriate objective to pursue in retirement and life-cycle portfolios

• Developed and built quantitative models to estimate expected return and risk characteristics of global markets, construct optimized portfolios, and trade a systematic futures and ETF portfolio in a global macro hedge fund with peak assets over $500 million• Provided quantitative analysis and tools to enable and support discretionary trading• Researched and implemented risk estimation and analysis for a portfolio integrating systematic and discretionary positions• Oversaw technology and infrastructure for the running of analytical, trading, clearing, and risk management processes• Oversaw quantitative research and analysis firmwide

• Developed and managed quantitative models for asset allocation, currency selection, sector selection, and stock selection• Served as member of global strategy and asset-allocation teams with responsibility for quantitative models• Developed and implemented processes and tools to manage quantitative equity portfolios• Co-managed $500 million structured equity portfolio using quantitative processes and tools• Provided analytical tools and services to internal and external clients• Carried out research in quantitative stock selection, asset allocation, portfolio construction, and risk management

• Helped manage portfolios of Australian fixed-income securities and derivatives• Developed and applied risk management tools for fixed-income portfolios & for asset allocation• Carried out credit research and analysis on non-government and infrastructure securities• Carried out research and analysis of mortgage-backed securities