James Q. Rice, Cfa Email & Phone Number

Serving individual investors and business owners who want to accelerate their progress in saving for retirement and paying for college. Our highly-disciplined and time-tested process is well suited to investors who value taking calculated risks in reaching for their ambitious goals.* Organize your accounts* Gauge your risk* Plan your future* Allocate your assets* Select your securities* Report your performanceJQR Capital Management, LLC. Investment research transforming your future. (TM)

Level 3 PSIA Certified Alpine Coach generating loads of smiles while coaching students of all ages in efficient alpine technique. Solid teammate and clinician training incoming and experienced staff.

St. Louis, Mo, Us

Helping serious individual investors and small businesses pay for college and save for retirement.

Blandford, Massachusetts, Us

Coached young athletes to improve their performance while enjoying the great sport of alpine skiing.

Us

Responsible for investment research at this registered investment advisory firm that manages a closed-end mutual fund (NYSE: TFC) which invests in Taiwanese equities with a large financial commitment to mainland China.* Developed multi-factor equity ranking system capable of generating significant alpha using Bloomberg FTST.* Designed discounted cash flow (DCF) analysis framework to provide timely buy/hold/sell recommendations.* Automated daily portfolio reporting using Excel Visual Basic (VBA) - reducing reporting time by 67%.* Streamlined monthly performance attribution process using custom groups in Bloomberg BBAT.

Responsible for quantitative investment research at this start-up registered investment advisory firm. Primary client is Alpha Equity Management, LLC. Managing Partner is a fellow CFA Charterholder.* Re-designed International return model, generating excess returns of 4% (Last 12m through 2010-02-28).* Re-built REIT return estimation models, resulting in excess returns of 10% (Last 6m through 2010-02-28).* Developed automated return factor backtesting tool using Excel, Visual Basic (VBA), and FactSet tools. - Rapidly examined individual factors and their historical contributions to return. - Generated correlation matrix between return factors to avoid multicollinearity. - Automation engine enables large-scale batch runs on generic VBA platform.

Hartford, Ct, Us

Responsible for quantitative investment research at this established registered investment advisory firm. Products include hedge funds (long extension and market neutral) and mutual funds (130/30 variety) that select from domestic (Russell 3000), international (FTSE AW xUS), and REIT equity pools.* Developed systematic process for monthly updates to Northfield Information Services risk models.* Used FactSet platform to generate risk and return factor calculations for daily and monthly processes.* Performed daily optimizations for all unique hedge fund and mutual fund portfolios using Northfield.* Re-built domestic return model, resulting in portfolio excess returns of 9% (Last 18m through 2010-02-28).

Responsible for quantitative investment research and disciplined portfolio rebalancing for all investment strategies.* Backtested Multi-factor Equity Ranking System™ that generated annualized returns of 44% over past 9 years. - Simulated performance placed strategy easily within top 1% of all domestic equity funds. - Developed transaction cost estimate based on ITG model to optimize rebalancing frequency.* Performance of managed accounts improved dramatically after inception of new strategy in 08/2005.* Implemented Tactical Asset Allocation System™ (TAAS™) that would have significantly outperformed the S&P 500 index on a risk-adjusted basis over the trailing 10-year period using simple automated input assumptions.* Built strong relationships while marketing investment decision-making process to current and perspective clients. * Equity selections outperformed S&P 500 benchmark by 21% during 2007 calendar year.

Designed 25 model portfolios covering all account sizes and risk tolerances at this “pre-revenue” investment firm.* Implemented a Multi-factor Equity Ranking System™ (MERS™) for portfolio that returned 84% in 2003.* Developed a Tactical Asset Allocation System™ (TAAS™) to optimize weights for 10 risky asset classes.* Wrote complete business plan and acquired first outside customer within 1 month of operational readiness.

Performed quantitative and fundamental investment research for portfolios totaling over $500M. Reported key developments and investment recommendations to 6 portfolio managers on a daily and weekly basis.* Stock recommendations outperformed S&P 500 benchmark by 8% on a time-weighted basis.* Developed a quantitative valuation model using discounted cash flow (DCF) analysis and Reuters StockVal data to place near-term and long term price targets on all equities within investment universe of over 6,000 stocks.* Designed a performance attribution tool to clearly identify exposure by asset, sector, industry, and security.

* Analyzed competitive firm marketing strategies for emerging web services products using XML.* Implemented customer service system to reduce response time from several weeks to less than 24 hours.* Developed pricing model allowing Bowstreet to increase prices 100% without reducing demand for products.* Learned basic Java and HTML skills for financial computing and website development.

Supported 3 senior research analysts covering 26 stocks in the semiconductor industry. Monitored semiconductor industry news and earnings calls on daily basis for inclusion into “Chip Shots” newsletter for institutional clients.* Prepared industry and company research reports for programmable logic device firms. Reported companies significantly outperformed the NASDAQ composite over the following two years.* Used FactSet and company 10-K reports to generate and maintain financial models for senior research analysts.

Newport, Ri, Us

* Programmed Cray XMP and YMP supercomputers using FORTRAN to simulate complex hydrodynamic flows.* Trained to develop efficient code using C and MATLAB programming languages for scientific computing.

Integrated training methodology for 8-10 year-old skiers to include skills required at older age groups.* Ski team won state championship 3 straight years* Generated thousands of smiles and team loyalty

Cambridge, Ma, Us

Performed computational hydrodynamics simulations and preliminary propeller designs for autonomous undersea vehicles (AUVs). Documented research findings in masters thesis titled “Investigation of a Two-Dimensional Hydrofoil in Steady and Unsteady Flows.”

Improved total energy efficiency of US Navy warships using on-board testing and analysis for this small engineering firm. Designed low-cost modular floating jail system for US municipalities. Marketed detailed concept to New York, Los Angeles, and Washington, DC corrections departments.* Recommended power plant operating practices saved US Navy $100M per year in energy consumption. * Reduced operating costs on US merchant ships by cataloging spare parts inventories for diesel and steam plants.

Reston, Virginia, Us

Integrated and documented hydrostatics and hydrodynamics computer programs for US Navy submarines. Modeled structural failure modes for submarine hulls at various operating depths using finite element program.* Analyzed financial performance of division programs totaling $2B. Accounted for $30M in cost over-runs, and implemented process to improve financial forecasting.* Optimized submarine design using computer-based modeling and simulation techniques in FORTRAN.

Mba, Investments

Ms, Naval Architecture & Marine Engineering

Bs, Naval Architecture & Marine Engineering

Hs, Physics & Math