Vice President | Principal Specialist | Quantitative & Risk Analytics
Quantitative Services and Risk TeamSupport, Implementation, and Growth for our clients on:- Factor research, back testing signals, alpha score creation- Portfolio construction utilizing alpha signals and optimizer tools- Testing efficacy of alpha scores through portfolio simulation- Analyzing portfolios using risked based performance attribution- Stress testing extreme events and factor shocks on portfolios- Construction of custom risk models- Generating ex-ante and ex-post risk statistics