Member of firm's management committee which establishes broad policy and monitors management's performance in conducting the business and affairs of the firmMember of firm's investment committee which oversees all investment strategies and asset allocationPortfolio manager for the EAFE Strategy portfolio and the Coxe Commodity Strategy Fund. Responsible for implementing portfolio investment strategy and managing day-to-day portfolio research and tradingManage 11 person team responsible for research across firmIn equities, research focuses on developing stock selection models and portfolio construction. Stock selection models drive all equity investments ($5b as of Q4/2009). Domestic strategies include large, mid, smid, small, and micro in styles core, growth, and value styles as well as other specialty products and an international EAFE strategy. Research also supports all fixed income strategies and cash ($10b as of Q4/2000). Credit analysts develop and maintain approved credit list. Quant research develop and maintain sector allocation models through CDS spreads Stop Loss reportsResponsible for articulating investment philosophy, process, and performance to external clients, prospects, and consultants as well as internally to other groups within the BMO corporate family

Co-managed team of 7 portfolio managers and analystsResponsible for overall stock selection and asset allocation among regions, countries, sectors and industriesPartner and Lead Portfolio Manager, International SystematicDesigned and implemented alpha factors and multifactor stock selection models in US, EAFE, and emerging marketsDeveloped trading models based on extracting and modeling residual returnsRebalanced portfolios and monitored risk using mean-variance optimizerIntroduced and developed toolbox for performing equity quantitative research including object oriented database and related applications such as exposure and performance attribution

Implemented stock-ranking and trading models for US and non-US equities under senior portfolio manager supervisionImplemented trading models based on residual returnsOversaw project for migrating firm-wide database from SQL to object oriented database

Lead Software DeveloperLed design and development teams for statistical data analysis and design of experiments software productsProvided sales tech-support to prospects and clientsDelivered training in all statistical products to clients