Daniel Segal, Cfa Email & Phone Number

Charlotte, Nc, Us

Charlotte, North Carolina

Development and management of proprietary equity strategies. Includes factor research and backtesting. Monitoring and trading of existing client portfolios and firm indexes. Creation and distribution of industry-related articles and white papers.

Hartford, Connecticut

I am a portfolio manager and implementation specialist, managing assets for both our parent company as well as several third-party clients. My team employs a suite of proprietary applications, all developed in-house, using a combination of multiple market data sources (primarily CompuStat and IBES), enterprise database resources, middle-tier database queries and front-office GUI’s. I have managed the following Equity strategies:Large Cap CoreSMID Cap CoreSMID GrowthSMID ValueMid Cap ValueMid Cap GrowthLeveraged Large Core Long-Short 130/30Leveraged Global Value Long-Short 140/40Minimum VolatilitySustainable DividendDividend StrengthUtilitiesREIT’sBuy-Write Equity (Covered call with downside protection)ESG-based Next GenerationInflation-Sensitive DividendI am also responsible for performance reporting for all active strategies, both internal and external as well as providing firm-wide quarterly equity market commentary.I also provide periodic reporting to our Unit Investment Trust clients, which they publish to their RIA network.

Quantitative Equity Research and Assistant Portfolio Manager supporting the Systematic Equity PlatformIntegrated an adjunct research database into our existing Equity Management PlatformProvided database programming and reporting

Co-managed billions of AUM on a passive index equity platform using full replication (with rules)Platform included both domestic and global strategies. Some global strategies were currency-hedgedTraded daily cash flows using a combination of futures contracts and Index ETF'sApplied FX hedges (spot and futures) to some of the international strategiesProcessed index events and other corporate actions as necessaryDesigned and developed a suite of front-end tools for more efficiently managing the funds

Liasioned between the Public Sector Managers and the HIMCO Technology team. Provided Business Analysis functionality to translate esoteric business requirements into functional specification documents that could subsequently be converted into technical specification documents. Required deep industry knowledge of a multitude of public asset classes including IG, HY, Muni's, all structured (ABS, MBS, CMBS) and EquitiesManaged the development and maintenance of a middle-office data cube

Led the development of a fully automated equity portfolio management system. System grew into a comprehensive portfolio management and order-processing suite that set the standard for application development. Recruited star technology personnel to build a dream team of talented, motivated professionals. Completed this challenging task under budget and ahead of schedule. Devised and successfully tested a disaster recovery and business resiliency plan. Implemented fundamental attribution and proprietary risk management pillars.Built and cultivated the relationships between investment managers and technology professionals. Orchestrated the efficient development of complex investment systems. Collaborated with operations and middle-office leadership. Conducted technology reviews and led subsequent improvement efforts.Spearheaded the development of a structured credit platform to price complex, bespoke instruments using proprietary quantitative algorithms. Penned internal whitepaper entitled “Using Copula Functions to Determine Joint-Density Distributions”.Responsible for the oversight of the valuation of all exotics in the NumeriX platform as well as oversight of the proprietary stress-test platform used for simulating severe market perturbations. Published an internal whitepaper entitled "Determining Default Probabilities Using Observable Market Prices" intended to demystify "boot-strapping" of the hazard rate curve as part of the Functional Specifications Document for the IT Team. This was used to price Synthetic CDO's. Improved the company's derivative pricing and analytic systems by integrating with cross-functional teams to develop robust valuation solutions.

Hartford, Connecticut

Quant Equity, Risk ManagementLed a team of technology professionals supporting the retail and institutional equity portfolio management business areas. Provided innovative application design ideas. Served as chief coder of middle-tier business logic.Transformed a disparate collection of one-off portfolio management tools into a consistent, structured technology platform under the control and accountability of the IT department. Orchestrated the migration to a full software development life-cycle environment.Wrote hundreds of ASP.NET screens and SQL Server stored procedures. Mentored team in technical and investment space. Designed, developed, deployed, and provided support for investment applications.

Bs, Business Administration

Finance

Business

1 year graduate-level finance and marketing

Mathematics

Linear Algebra, Calculus, and Statistics