Chair of the firm GIPS Committee; drive GIPS Verification, enhance policies, procedures and maintain Compliant Presentations.Ensure quality and consistency of the data of firm external communications.Perform thematic and general research and analysis for internal clients, including Portfolio Management, Marketing, and the entire organization.

Supported the Investment Committee by performing Quantitative Modeling, testing, validation, support and analysis.Co-Created proprietary monthly Market and Model Analytical tool using extensive Excel/VBA techniques.Created Cash Allocation Model for Investment Committee and clients.Performed thematic research and analysis as needed.Evaluated data needs and requirements and analyzed vendor options to meet those needs.

Managed personal stock and option portfolios.

Performed daily VaR calculations for Convertible Arbitrage Product.Instrumental in implementing risk management and review processes.Trained and managed interns in many aspect of the investments industry.Worked on proprietary Risk Analysis Intranet Website.Developed tools for and supported portfolio management process.One of ten global participants in the 2003 Allianz Dresdner Asset Management Global Development Program.First employee to be nominated and represent Nicholas-Applegate in this program.As a participant, completed a customized curriculum at IMD International in Lausanne, Switzerland.Lived and worked in Europe during the 5 month program, and completed a 4 month assignment as a member of the Quantitative Portfolio Management team at Deutscher Investment Trust in Frankfurt, Germany.Completed an individual project by developing a European Sector Allocation Model.Successfully lead one of two globally distributed teams to completion of a Global Brand Strengthening project for Allianz Dresdner Asset Management.

Developed stock screening models for Large Cap Value product.Developed and implemented risk management review program for domestic and international equity portfolios. Instrumental in the development of capitalization policies for all US Equity products.Participated in development of proprietary techniques for analyzing dispersion.Analyzed and developed performance measures for portfolio manager compensation structure.Worked closely with select clients setting their overall asset allocations using various optimizer programs.Performed analytical research on miscellaneous projects.Co-authored white paper on convertible bonds.Presented a paper on detecting manager style changes using a bootstrap technique at a performance measurement conference in Chicago.Wrote Gauss program to bootstrap asset class returns. Participated in development of an econometric method to disaggregate country returns into a world, regional and local components.

Performed competitor analysis and relative positioning using Style Advisor.Used optimization tools to demonstrate how our products fit into clients' overall asset allocation.Worked with the marketing team to design and produce Market Environment Charts, reflecting economic trends and how they impacted our investment style.Summarized data which described current and long term trends, investment risks and economic influences pertinent to investments.Created charts and graphs for marketing presentations and client service materials.

Supported Portfolio Management Teams through various methods, which included reporting and analysis.Rebalanced portfolios, assisted in cash management, provided reports, and performed analysis and research as needed.Managed Foreign Exchange executions, responsible for cash management and security settlement.Portfolio reconciliation/research and discrepancy resolution.

Supported Portfolio Management Teams by providing customized reports.Rebalanced portfolios and performed various analysis and research as needed.Worked with Portfolio Managers on cash management and security settlement.Portfolio reconciliation/research and discrepancy resolution.

Audited mortgage payoffs and reconciliation of properties.