Jason Prole Cfa Frm Cbe Email & Phone Number

Registered investment advisor firm consulting on multi-billion dollar portfolios for investment strategy, portfolio management, asset allocation, and risk management across pensions, treasury, endowments, and long-term investment funds. Services include business strategy, asset allocation, derivative overlays, private equity and venture capital investing, and data science consulting.• Portfolio Management: Led the turnaround of a $15B U.S. investment-grade fixed-income portfolio for the treasury at a top-five U.S. County, delivering 80 bps of excess return over 30 months at lower risk.• Quantitative Research: Designed interday quantitative fundamental factor strategies for beta replication and alpha segmentation for Risk Factor Parity, Liquid Alternatives, Liability-Focused, Fixed Income Replication, and Tactical Asset Allocation.• Data Science: Deployed econometric and machine learning tools to forecast across diverse fields, including economics, energy demand, consumer goods, and revenue streams.• Project Management: Developed real-time web-based analytical platform for asset allocation and portfolio risk factors.• Merger & Acquisitions: Advised on strategy, financing, and capital raising for companies in cryptocurrency, renewable energy, and marine services.

Led the start-up and investment activities for an ultra-high net-worth family office to manage their multi-billion-dollar endowment and US asset management office. Managed a group of 10 direct reports in San Francisco and Mexico with over 30 external managers. Internally managed all liquid investments (public equity, fixed income) and hedge funds, and was a member of the investment committee for private equity and real estate.• Private Equity: Committed capital as a lead or co-investor to a few of the year's largest global private equity and venture capital deals. Research included private equity deals in global consumer goods, technology, oil and gas, infrastructure, renewables, and commercial real estate.• Strategy: Authored 5-year strategic business plan for the development of the asset management business and a 3-year investment strategy for the portfolio that managed return, risk, tax, and liquidity.• Project Management: Implemented the investment and risk systems, integrated data warehouse, trading and derivative protocols, enterprise accounting integration, institutional grade ISDAs with CSA, a regulatory compliance framework, transfer pricing, and staff build-out.• Management: Instituted talent and performance management protocols that included quarterly employee engagement surveys, 360 reviews, performance management, and project management tools.

San Francisco, Ca, Us

After the acquisition, served as OCIO of the largest US public mandate (+$35B) and Taft-Hartley assets of +$80B. At FRC, managed the investment portfolio and team for a leading Outsourced CIO office with $7B+ in a corporate-defined benefit plan and $2B+ in nuclear decommissioning trusts. Expanded the alternative investment universe to hedge funds, master limited partnerships, leveraged loans, middle market loans, and global listed infrastructure to enhance current income. • Investment Performance: Exceeded benchmark and the peer group returns while achieving lower risk. • Quantitative Research: Designed the quantitative global macro factor models that delivered alpha (+23 bps) over five years.• Strategic Calls: 2010 allocated to middle-market loans, levered loans, and energy MLP's.• Forecasting: Out-of-consensus forecast US GDP within +/-0.1% 2011-13.• Big Data: Developed energy forecasting model across sectors and regions, using millions of consumer load and weather data points that were accurate within +/- 0.1% for three years.• Merger & Acquisitions: Successfully led the integration of the new investment and risk systems and aligned business processes after the acquisition.

Boston, Ma, Us

Lead researcher for the general fund portfolio assets ($160B) and portfolio designer for the strategic asset allocation of the global surplus portfolio (>$20B) that included the impact on the marginal return on equity for the corporation and the defeasement of contingent liabilities. Designed and executed derivatives transactions across interest rates, equities, and currencies to hedge the market risk of the general fund portfolio. Conducted manager research across the global multi-asset portfolio. Designed global tactical asset allocation across assets and markets.• Investment Performance: Surplus portfolio outperformed benchmarks for return and risk-adjusted return. • Quantitative Research: Designed the global factor models across the $160B internal portfolio, the empirical analysis of the long-run determinants of global interest rates, equity market returns, commodity prices, and US real estate.• Risk Management: Integrated the strategic risk profile of the firm's cash flows with the global surplus portfolio to reduce the company's financial statement variability.• Strategic Decisions: 2006 exited commodity-price based investments; 2007 extended duration of interest rate portfolio; 2009 entered multi-family residential• Big Data: Identified risk in the variable annuity product and researched thousands of products and consumers to show how to address the exposure efficiently.

Toronto, Ontario, Ca

Led the market risk management activities for internally and externally managed investments ($160B) including market-based credit and counter-party exposure. Worked cross-functionally across the organization to identify, measure, and manage the market risk exposure for the global asset portfolio. Analyzed market risks and recommended derivatives strategies for the global hedging activities. Managed a team of three financial engineers.• Big Data: Spearheaded the integration and implementation of risk and performance systems (Findur, Bloomberg/Algorithmics, data warehouse) for a cross-border merger.• Execution: Implemented a derivatives execution control process to manage operational risk.• Risk Management: Advised on equity hedging of the $50b variable annuity book

Toronto, Ontario, Ca

• Achieved +200 bps alpha for the global tactical asset allocation portfolio of $300M using quantitative strategies. • Traded government bonds, interest rates and equity derivatives for managing the $50 billion internal portfolio.• Led the asset allocation design and manager research for the $2B surplus and $1B staff pension.• Lead designer for launching the firm's new alpha-focused quantitative products for global equities and bonds.

Doctor Of Business - Dba, Investments And Securities

Master Of Science - Ms, Strategic Risk Management

Master Of Business Administration - Mba, Finance And Information Systems

Bachelor Of Arts - Ba, Economics And Polical Science