David Cru, Ph.D. Email and Phone Number
David Cru, Ph.D. work email
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David Cru, Ph.D. personal email
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David Cru, Ph.D. phone numbers
Quantitative Risk Analyst / Applied Mathematics and Statistics Ph.D. with extensive experience measuring, analyzing, modeling, and reporting Market Risk with strong expertise in tactical development and an emphasis on econometric, statistical and operations research: data analysis; market regime and factor modeling; stress testing; simulation; and portfolio optimization.Specialties: Statistical Methods, Hedge Fund Risk, Quantitative Research, Portfolio Optimization, Time Series Analysis, C# Application Development, Regime Switching, Simulation, SAS and Matlab
Morgan Stanley
View- Website:
- morganstanley.com
- Employees:
- 78669
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Executive DirectorMorgan Stanley Jan 2019 - PresentGreater New York City Area -
Vice President In Client Portfolio Risk And MarginingMorgan Stanley Apr 2014 - Jan 2019Greater New York City Area -
Director Of Quantitative ResearchNovus Partners, Inc. Jun 2013 - Jan 2014Greater New York City Area -
Vice President Quantitative Research EngineerNovus Partners Jan 2012 - Jun 2013Greater New York City Area -
Quant Business / Research AnalystAxiom Services Group Aug 2010 - Jan 2012Greater New York City Area -
Assistant Vice President, Risk Management And Quantitative ResearchIvy Asset Management Oct 2005 - Jan 2011I started as an intern in October 2005 and quickly rose to the level of Assistant Vice President. Here are some highlights from my work at Ivy:1. Infrastructure: I built most of the group's data infrastructure and risk reporting platforms which includes hedge fund, holdings and market environment risk reporting2. Analytics: I developed risk analytics for the group which include: risk aggregation, statistical tests, hedge fund analytics, risk classification, and stress testing3. Personal Initiatives: Recommended and developed a process to augment our existing hedge fund analyses that reduced the average time to completion by approximately 60%.4. Responsible: Taken ownership of all primary output of the group. I actively manage and execute all steps of the risk monitoring, aggregation and reporting process.5. Dependable: When we needed to rush completion on a project to show a client and the primary developer was on unavailable, I was able to step in and get the project ready to demo quickly and efficiently. -
Lead DeveloperVillage Of Hastings On Hudson Jun 2000 - Oct 2005Developer of web based systems to automate processes throughout the Police, Village Office and Public Works departments
David Cru, Ph.D. Skills
David Cru, Ph.D. Education Details
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Applied Mathematics And Statistics -
Applied Mathematics And Statistics -
Information Technology
Frequently Asked Questions about David Cru, Ph.D.
What company does David Cru, Ph.D. work for?
David Cru, Ph.D. works for Morgan Stanley
What is David Cru, Ph.D.'s role at the current company?
David Cru, Ph.D.'s current role is Executive Director in Client Portfolio Risk and Margining.
What is David Cru, Ph.D.'s email address?
David Cru, Ph.D.'s email address is da****@****ail.com
What is David Cru, Ph.D.'s direct phone number?
David Cru, Ph.D.'s direct phone number is +191426*****
What schools did David Cru, Ph.D. attend?
David Cru, Ph.D. attended Stony Brook University, Stony Brook University, Rensselaer Polytechnic Institute.
What skills is David Cru, Ph.D. known for?
David Cru, Ph.D. has skills like Time Series Analysis, C#, Quantitative Research, Portfolio Optimization, Quantitative Finance, Hedge Funds, Sas, Analytics, Data Analysis, Statistics, Market Risk, Risk Management.
Who are David Cru, Ph.D.'s colleagues?
David Cru, Ph.D.'s colleagues are Griffin Kelp, Qpfc®, Sunil Arora, Christina Angarola, Allen J., Frederick Wong, Cfa, Frm, Caia, Megha K., Emily Dick.
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