David Cru, Ph.D.

David Cru, Ph.D. Email and Phone Number

Executive Director in Client Portfolio Risk and Margining @ Morgan Stanley
new york, new york, united states
David Cru, Ph.D.'s Location
New York, New York, United States, United States
David Cru, Ph.D.'s Contact Details

David Cru, Ph.D. work email

David Cru, Ph.D. personal email

About David Cru, Ph.D.

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

David Cru, Ph.D.'s Current Company Details
Morgan Stanley

Morgan Stanley

View
Executive Director in Client Portfolio Risk and Margining
new york, new york, united states
Employees:
78669
David Cru, Ph.D. Work Experience Details
  • Morgan Stanley
    Executive Director
    Morgan Stanley Jan 2019 - Present
    Greater New York City Area
  • Morgan Stanley
    Vice President In Client Portfolio Risk And Margining
    Morgan Stanley Apr 2014 - Jan 2019
    Greater New York City Area
  • Novus Partners, Inc.
    Director Of Quantitative Research
    Novus Partners, Inc. Jun 2013 - Jan 2014
    Greater New York City Area
  • Novus Partners
    Vice President Quantitative Research Engineer
    Novus Partners Jan 2012 - Jun 2013
    Greater New York City Area
  • Axiom Services Group
    Quant Business / Research Analyst
    Axiom Services Group Aug 2010 - Jan 2012
    Greater New York City Area
  • Ivy Asset Management
    Assistant Vice President, Risk Management And Quantitative Research
    Ivy Asset Management Oct 2005 - Jan 2011
    I 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.
  • Village Of Hastings On Hudson
    Lead Developer
    Village Of Hastings On Hudson Jun 2000 - Oct 2005
    Developer of web based systems to automate processes throughout the Police, Village Office and Public Works departments

David Cru, Ph.D. Skills

Time Series Analysis C# Quantitative Research Portfolio Optimization Quantitative Finance Hedge Funds Sas Analytics Data Analysis Statistics Market Risk Risk Management Analysis Matlab Econometrics Financial Risk Vba Quantitative Analytics Bloomberg Financial Modeling Alternative Investments Fixed Income Derivatives Trading Systems Equities Asset Management Stress Testing Valuation Portfolio Management Simulations

David Cru, Ph.D. Education Details

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.

Free Chrome Extension

Find emails, phones & company data instantly

Find verified emails from LinkedIn profiles
Get direct phone numbers & mobile contacts
Access company data & employee information
Works directly on LinkedIn - no copy/paste needed
Get Chrome Extension - Free

Aero Online

Your AI prospecting assistant

Download 750 million emails and 100 million phone numbers

Access emails and phone numbers of over 750 million business users. Instantly download verified profiles using 20+ filters, including location, job title, company, function, and industry.