Lead team that develops and manages systematic multi-asset investment programs as part of firm's OCIO solutions program. Portfolio manager for multi-asset portfolios spanning equity, fixed, and liquid alternatives. Focus areas include asset allocation, manager allocation and diligence, risk management, and derivative overlays. Research a variety of topics ranging from portfolio construction, factor rotation, risk regime modelling, and machine learning.

Designed, implemented, and managed systematic investable indices across multiple asset classes, including equity, fixed-income, currencies, and alternatives. Developed investment strategies based on unique datasets and risk-regime metrics. Engaged in business development for index products, provided bespoke research for advisory clients, and built/scaled data and analytic products.Helped grow start-up business from $0 to $40M in institutional assets tracking our indices through partnerships with major index providers.

Developed and managed systematic global equity strategies for long-only, short-only, and long/short mandates. Researched and developed stock selection models based on fundamental, technical, quality, and alternative data, prepared thought leadership pieces, and presented at internal conferences.

Managed portfolio construction and rebalancing for all of firm’s US quality factor strategies (~$3B aum). Co-manager for US Small Value and US Small Growth strategies. Developed tools for strategy simulation, portfolio management, risk reporting, and attribution.

Senior systems analyst for firm-wide equity portfolio construction and BARRA risk systems. Defined functionality requirements and managed software deployment and release cycles within Agile framework.

Developer for firm's fixed-income derivative trading platform, as well as for custom pricing and risk analytics for research and trading desks.