Director of Quantitative Research. Leads all in-house quantitative analysis.As the Head of Asset/Liability studies, main focus is on modeling, yield curve stress testing, break even analysis, performance attribution and funding volatility.Work in Alternative Investment utilizes multi-asset classes to formulate bespoke trading strategies strongly based on Risk Parity philosophy as well as momentum trades. Also evaluates third party platforms to see if they are compatible to the firm’s investment approach.On the Overlay Product, simulates derivative strategies, evaluates risk/reward characteristics and generates an array of attribution reports designed to help clients increase return within similar risk parameters (or to reduce risk with similar returns).