Dave Klein

Dave Klein Email and Phone Number

Senior Portfolio Strategist, Director of Analytics @ Merritt Point Partners LLC
Oakland, CA, US
Dave Klein's Location
Oakland, California, United States, United States
Dave Klein's Contact Details
About Dave Klein

Winner of 2013 NAAIM Wagner Award for Advances in Active Investment Management. Creator of credit-informed tactical asset allocation strategy. Designer of first listed North American credit index futures contract. Deep technical experience from 14 years as a software developer. Builder of asset allocation & risk tools. Thinker of 'deep' thoughts about correlation and volatility. Specialties: carbon markets, quantitative finance, machine learning, asset allocation, long-term volatility/correlation modeling.Weaknesses: inability to take himself too seriously. 'Deep' thoughts? Really?

Dave Klein's Current Company Details
Merritt Point Partners LLC

Merritt Point Partners Llc

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Senior Portfolio Strategist, Director of Analytics
Oakland, CA, US
Website:
merrittpointpartners.com
Employees:
4
Dave Klein Work Experience Details
  • Merritt Point Partners Llc
    Senior Portfolio Strategist, Director Of Analytics
    Merritt Point Partners Llc
    Oakland, Ca, Us
    View
  • Oakland-Based Investment Management Firm
    Senior Portfolio Strategist, Director Of Analytics
    Oakland-Based Investment Management Firm Dec 2018 - Present
  • Haas School Of Business
    Executive Education Lecturer
    Haas School Of Business Dec 2009 - Mar 2022
    Berkeley, Ca, Us
    Taught MFE pre-program course, “C++ Programming for Financial Engineers”
    View
  • University Of California Office Of The President
    Investment Risk Officer - Office Of The Chief Investment Officer
    University Of California Office Of The President Feb 2016 - Nov 2018
    Busy building crisis risk agent-based models. Leverage, liquidity, forced selling, oh my....
  • Plansteady
    Founder
    Plansteady Jun 2015 - Nov 2018
    Designed and led implementation of PlanSteady's personal financial planning tool.Now in beta, check us out at plansteady.com
  • Capital Context
    Founding Partner
    Capital Context Jan 2011 - Jun 2015
    Co-developed CapCon's business strategy and recruitment of strategic partnersCreated Capcon's Tactical Asset Allocation model and equity indicatorCreated CapCon's Capital Structure Factor model Managed CapCon's A-List Model Equity PortfolioManaged CapCon's cloud-based infrastructure for model development and deploymentTechnical Skills utilized: Java, R, SQL, Excel, VBA, C++
  • Credit Derivatives Research
    Senior Research Analyst, Manager Cdr Credit Indices
    Credit Derivatives Research May 2006 - Dec 2010
    Managed CDR's Model Equity PortfolioDeveloped equity-only trading strategy based on equity-credit relative value modelsRebalanced credit-driven long/short equity portfolio dailyPublished daily commentary on interplay between credit and equity marketsCreated CDR's Capital Structure Arbitrage (CSA) platform Built quantitative models for trading CDS vs. equity and CDS vs. Equity Implied VolCombined CSA model with CDR's directional credit model to identify best outright (long/short) opportunities across equity/credit/volatility marketsCreated volatility surface models to trade vol based on signals from credit & equity Created local hazard/local volatility model calibrated from the CDS and equity option markets to price instruments across the capital structureManaged CDR's Credit IndicesLaunched and managed CDR's Counterparty Risk and Government Risk IndicesDefined and implemented methodology for CDS index construction.Defined structure of CBOT CDR Credit Index Futures contract - launched 6/07, including patent-pending technologyRegularly communicated with CDR clients viaWeekly CSA, Volatility & Equity strategy reportsDaily credit-driven equity portfolio updatesTrading ideas / trade trackingIndex market updatesBespoke researchConducted ongoing research on the credit, equity and equity options markets to generate actionable trading strategies.Technical Skills utilized at CDR: R, C++, SQL, Excel, VBA
  • Tacit Networks
    Project Manager
    Tacit Networks Feb 2004 - Mar 2005
    Us
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  • Symphony Asset Management
    Intern
    Symphony Asset Management 2005 - 2005
  • Attachstor
    Sr. Software Engineer
    Attachstor Sep 2002 - Feb 2004
  • Optiga, Llc
    Principal
    Optiga, Llc Jan 2001 - Sep 2002
  • Abilityware, Inc
    Vice President - Development, Chief Technology Officer
    Abilityware, Inc Jul 1999 - Dec 2000
    AbilityWare provided web personalization and relationship marketing solutions to small and mid-sized companies.Architected and led development of company's Web personalization and marketing platform.Platform completely distributed, parallel and scalable on commodity hardware.Created customer-preference models for the company's recommendation engine.Co-wrote business plan, corporate summary and presentations used during funding process.Participated in industry venture capital conference - AZSoft.net Investing in Innovation.Technical Skills Used: Java, C/C++, XML, SQL, JDBC, Linux/FreeBSD, OOD/OOP, UML, TCP/IP sockets, RMI, Berkeley DB, MySQL, Apache, Tomcat, JRun, JBuilder/CBuilder, Rational Rose, JavaScript, HTML, DHTML
  • Viasoft Inc.
    Project Leader
    Viasoft Inc. Oct 1993 - Feb 1998
    Viasoft marketed application analysis tools for legacy systems. Led multiple, concurrent product development teams.Won company award for technical due diligence that enabled quick entry into new market.
  • Viasoft Inc.
    Software Engineer
    Viasoft Inc. Jan 1990 - Aug 1991

Dave Klein Skills

Quantitative Finance Credit Derivatives Tactical Asset Allocation Portfolio Management Equities Options Capital Structure Trading Hedge Funds Investments Machine Learning Finance Strategy Capital Markets Financial Modeling

Dave Klein Education Details

  • University Of California, Berkeley, Haas School Of Business
    University Of California, Berkeley, Haas School Of Business
    Financial Engineering
  • Washington University In St. Louis
    Washington University In St. Louis
    Mathematics
  • Washington University In St. Louis
    Washington University In St. Louis
    Mathematics

Frequently Asked Questions about Dave Klein

What company does Dave Klein work for?

Dave Klein works for Merritt Point Partners Llc

What is Dave Klein's role at the current company?

Dave Klein's current role is Senior Portfolio Strategist, Director of Analytics.

What is Dave Klein's email address?

Dave Klein's email address is da****@****ids.org

What is Dave Klein's direct phone number?

Dave Klein's direct phone number is +160271*****

What schools did Dave Klein attend?

Dave Klein attended University Of California, Berkeley, Haas School Of Business, Washington University In St. Louis, Washington University In St. Louis.

What skills is Dave Klein known for?

Dave Klein has skills like Quantitative Finance, Credit Derivatives, Tactical Asset Allocation, Portfolio Management, Equities, Options, Capital Structure, Trading, Hedge Funds, Investments, Machine Learning, Finance.

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