Establish risk and return benchmarks to ensure the asset allocation of the Foundation’s endowment portfolio across asset classes is aligned with the different restrictions and liquidity needs; structure the portfolio into multiple tranches, each with a separate investment mandate by partnering with the Finance Committee.Construct a suite of analytical reports to identify giving trends and set up processes to ensure the completeness and accuracy of the donor database; negotiate IT vendor… Show more Establish risk and return benchmarks to ensure the asset allocation of the Foundation’s endowment portfolio across asset classes is aligned with the different restrictions and liquidity needs; structure the portfolio into multiple tranches, each with a separate investment mandate by partnering with the Finance Committee.Construct a suite of analytical reports to identify giving trends and set up processes to ensure the completeness and accuracy of the donor database; negotiate IT vendor contracts, identify resources and oversee the conversion of the database to a new platform. These efforts have resulted in an increase of funds raised.Build and supervise a team of analysts to assist with the daily operations and technical infrastructure.Develop and automate budget and cash flow reports for senior management.Collaborate with Legal to develop and enhance the Foundation’s investment policy statement. Show less

Developed a statistical arbitrage model coded in C++ to identify patterns in the market; the analytics back-test the performance of a long/short portfolio based on a set of trading rules provided by the user; a set of reports is generated to analyse the risk/return profile of the strategy.Built a database containing historical equity and futures time series and computed daily statistics that are used by the analytics to identify trends.Actively involved in maintaining and enhancing the… Show more Developed a statistical arbitrage model coded in C++ to identify patterns in the market; the analytics back-test the performance of a long/short portfolio based on a set of trading rules provided by the user; a set of reports is generated to analyse the risk/return profile of the strategy.Built a database containing historical equity and futures time series and computed daily statistics that are used by the analytics to identify trends.Actively involved in maintaining and enhancing the model. Show less

Assisted institutional clients in analyzing and monitoring the overall risk of their portfolio using Lighthouse, BofA's proprietary quantitative portfolio risk analytics; identified hotspots and suggested relative value trade ideas to hedge the exposure; advised on portfolios that included bonds, CDS, loans and structured credit.Structured synthetic CDO deals for clients to diversify the overall risk allocation of their holdings while taking into account rating agency models.Marketed… Show more Assisted institutional clients in analyzing and monitoring the overall risk of their portfolio using Lighthouse, BofA's proprietary quantitative portfolio risk analytics; identified hotspots and suggested relative value trade ideas to hedge the exposure; advised on portfolios that included bonds, CDS, loans and structured credit.Structured synthetic CDO deals for clients to diversify the overall risk allocation of their holdings while taking into account rating agency models.Marketed Lighthouse to institutional clients by partnering with the sales force; provided tailored risk analysis such as portfolio optimizations, correlation scenarios, back-testing and executable trade ideas to increase flow. Show less

Quantitative Experience:Developed and implemented the analytics, backend processes and user interface for Credit Suisse’s debt/equity structural model, CUSP+, for use both internally and externally to filter for relative value trading opportunities in the investment grade and high yield debt markets.Promoted the group’s models to the proprietary trading desk by calculating a hypothetical daily P&L based on trading signals generated by the models.Developed a portfolio tool for… Show more Quantitative Experience:Developed and implemented the analytics, backend processes and user interface for Credit Suisse’s debt/equity structural model, CUSP+, for use both internally and externally to filter for relative value trading opportunities in the investment grade and high yield debt markets.Promoted the group’s models to the proprietary trading desk by calculating a hypothetical daily P&L based on trading signals generated by the models.Developed a portfolio tool for use internally to store a client’s portfolio and to run Credit Suisse’s portfolio analytics to calculate risk contributions and to run tailored portfolio optimizations.Marketing Experience:Promoted executable trade ideas supporting the trading desk’s axes to the sales force to increase flow such as cash bond and CDS switch trades, cash bond and CDS curve trades, debt/equity trades and basis trades; structured these recommendations by using the team’s quantitative credit models coupled with fundamental credit analysis.Marketed the group’s credit models by liaising directly with clients and by publishing research reports. Show less