Provide ESG, ETF, enhanced indexing, product development, SRI, and market intelligence expertise. Devise marketing/sales plans and strategically employ large institutional investment professional network to support product roll-outs. Author and promote white papers. Past and/or Current Clients include Brand Loyalties, DTCC, ETFG, Exponential ETFs and Nasdaq.

Advise the firm on:* integration of new data sets into existing investment strategies* raising awareness of efficacy to institutional investment community* improving usefulness of firm's data sets and reports with a focus on client needs* consulting with clients and prospects on integrating firm products into their models and workflowsProduce:* content on firm website and for newsletters* research papers for publication* ideas for new investment strategies, then implement backtests on promising ones

Finders Fees and Research Papers

QWAFAFEW ("quaff-a-few") was an informal professional society that invited quantitative professionals to speak, kibbutz and network in bars. I restarted NYC Chapter in 1997, was Chapter President 1997 - 2005.. I was involved in just about everything: recruiting the speakers, designing the programs, etc. Beyond that, I helped build the national brand by assisting. to launch and build chapters in other cities to launch chapters there. I also acquired a lot of personal visibility from this endeavor in the course of building the brand.

Director, Global Benchmark System January 2017 – May 2017• Developed and implement marketing and sales plans for Global Benchmark System• Spoke on panels at industry conferences and seminars• Wrote articles on tactical strategies using asset-class, style, and concentration indexesDirector, Business Development August 2014 – December 2016• Brought in more than $1 Million in revenue and customers for 15 indexes• Developed and implemented sales plans for custom and proprietary indexes• Utilized vast network of industry contacts in order to develop and prioritize call lists• Visited asset managers, product providers, and specialty firms for needs analyses• Helped customize index solutions for use as ETFs, UITs, and SMAs• Provided onsite Social Research modeling services for major mutual fund company• Co-authored Best Practices in ESG Investing article published in Journal of Investing• Brought in more than $1 Million in revenue and customers for 15 indexes• Developed and implemented sales plans for custom and proprietary indexes• Utilized vast network of industry contacts in order to develop and prioritize call lists• Visited asset managers, product providers, and specialty firms for needs analyses• Helped customize index solutions for use as ETFs, UITs, and SMAs• Provided onsite Social Research modeling services for major mutual fund company• Co-authored Best Practices in ESG Investing article published in Journal of InvestingDirector, ESG Solutions April 2012 – July 2014• Led development team to produce Thomson Reuters Corporate Responsibility (“TRCR”) ESG Ratings from more than 150 Key Performance Indicators (KPIs)• Assisted in development of 16 ESG-themed indexes based upon TRCR Ratings• Consulted with institutional investors to help integrate ESG ratings into the investment process• Produced and hosted CSR Investing Summit at Thomson Reuters, 2013-2014• Provided consulting services for XTF.com; Rixtrema and Revere Data

Developed and marketed products from Rapid Ratings data to serve institutional marketplace. Published quantitative research studies for website and delivered presentation. Started as a consulting relationship through QED International Associates, then joined firm full-time in 2007. Eventually evolved into a full-time direct institutional sales and marketing position focusing on credit risk solutions.

• Designed construction methodologies for Dow Jones Indexes and marketed them to institutions• Consulted with asset management firms to develop and market exchange-traded funds, global asset allocation strategies, and risk-controlled hedge vehicles• Planned major ETF family launches including iShares, Van Eck, and GLD• Traveled to consult with stock exchanges and potential ETF providers on five continents• Served as institutional sales expert for major outsourcing analytics provider• Implemented sales campaign to hedge funds and midsize institutions for alpha-engine provider • Worked with CTA to develop and market quantitatively driven rotational hedge fund • Performed quantitative research projects and produce analytic reports for hedge funds• Organized moderated, and spoke at industry conferences and round table events• Authored chapters for books and articles for international investment publications• Authored investment strategy columns for monthly newsletters• Served as symposia director for client seminars in various cities

Consulted on the launch of iShares.

• Chief Investment Officer and Senior Portfolio Manager of CountryBaskets -- a quantitatively based, NYSE-traded, family of international equity mutual funds • Researched and determined specific countries, regions, sectors and indices utilized• Created operational structure and assisted in establishing innovative legal structure• Consulted with potential market makers and institutional investors on creating models to recognize arbitrage opportunities utilizing ETFs, derivatives, and other securities • Directed and coordinated research and development activities for CountryBaskets • Performed research studies and wrote related articles for national publications • Served as featured speaker at industry conferences and product road shows• Developed and maintained global asset allocation model to create model portfolios

• Created, developed and managed Value Line Tilted Index-Plus Portfolios • Derived portfolios that maximize expected return while duplicating the price volatility and macroeconomic factor diversification of market indices• Consulted with institutional clients and consultants to identify needs and provide solutions• Accumulated more than $500 million under management in five different Tilt product lines including one market-neutral account after starting from ground zero• Directed the completion of quantitative research projects, managing a staff of five• Refined firm’s Asset Allocation Model• Developed momentum and acceleration models for institutional database products • Implemented Arbitrage Pricing Theory analyses, back-tests, and optimizations• Authored monthly articles on quantitative market studies for Value Line publications

• Served as Director of Quantitative Investment Research Group• Developed investment models for portfolio management, including a Social Principles Fund• Constructed factor analysis procedures, statistical programs, and screens to support Arbitrage Pricing Theory Model designed by Roll and Ross• Established Quality Review System to analyze equity safety factors for internal audits