Advise financial services firms on risk management, portfolio construction, performance analysis, and data analytics across all asset classes and investment strategies. Design and implement model portfolio optimizations and simulations for $1B alternative investment firm. Performed analytics to market financing company's internal data. Created risk management use case for financial software firm. Built and managed risk management infrastructure for $450MM Fixed Income / Global Macro hedge fund. Structured and implemented risk management function for $4B investment management firm, including hedge fund, managed futures, and '40 Act liquid alternative products. Constructed risk management framework for startup multi-strategy commodity investment firm. Developed plan to build risk structure, process, and systems for Perella Weinberg Partners; led directly to position as Chief Risk Officer.

Designed, implemented, and managed an institutional quality risk management infrastructure and platform across all fund strategies, including event driven/distressed debt, long/short equity, ABS and asset-based lending, long-only equity and fixed income, private equity, fund of hedge funds, and endowment model/outsourced CIO for global asset manager with $7B+ AUM.

Developed and executed global risk strategies, portfolio construction, and manager selection programs across all hedge fund strategies, including long/short equity, emerging markets, global macro, managed futures, commodities, event driven, and relative value for one of the world’s largest global fund of hedge funds, with $20B+ in AUM.

Responsible for creating and implementing global risk strategies, performance metrics, portfolio construction, and hedging programs across all asset classes, including equities, fixed income, foreign exchange, commodities (energy, metals, etc.), credit, and fund of funds at Moore Capital Management, a leading global multi-strategy hedge fund.