Kenneth Hightower, Phd, Cfa Email & Phone Number

New York, New York, United States

The Society of Quantitative Analysts (SQA) is a not-for-profit organization that focuses on education and communication to support members of the quantitative investment practitioner community. The principal mission of the SQA is to encourage the dissemination and discussion of leading-edge ideas and innovations related to the work of the quantitatively oriented investment professional. Since 1965, the SQA has provided forums for the presentation of theory and practice by practitioners, academics, and regulators with an emphasis on the new and controversial. The Society holds seminars and longer conferences, typically from Sept though June, which bring together practitioners for discussion and networking.

New York, New York, United States

• Developed and implemented a quantitative analytics platform for manager and portfolio analysis for a fund-of-hedge fund portfolio inside a highly qualitatively oriented $3B multi-family office. • Instituted portfolio construction framework that reduced risk through diversifying managers.• Leverage quantitative data and analysis to formulate questions in the evaluation of new/early-stage hedge fund managers in support of an exhaustive qualitative due diligence process involving numerous manager interviews and reference meetings. • Research different market niches to evaluate alpha potential and portfolio fit (Biotech, China onshore, and Systematic strategies). • Work with hedge fund managers, other allocators, and clients to provide insight and intuition around quantitative and risk concepts. • Help put context around the firm’s historical track record by benchmarking to other elite institutions that manage capital on a similarly long-term horizon.

New York, New York, United States

• Senior risk manager reporting directly to the CRO for global long/short equities for $30B+ family office.• Collaborated with portfolio managers to improve investment processes and alpha capture. Performed detailed analysis on a European L/S PM’s short book to identify systematic biases leading to winning/losing trades and developing a custom risk framework for a merger arbitrage strategy that was used for other managers with capital structure arbitrage trades in their books. • Led custom evaluation and implementation of the Axioma global fundamental factor model, coordinating across investment, risk, and technology teams. • Designed and prototyped strategy benchmarking to evaluate manager alpha against liquid, investable alternatives. • Utilized risk systems that employed a mélange approach of blending SQL, Python, R, and Excel for reporting and analysis.

• Designed, implemented, and managed a new hybrid discipline/fundamental strategy targeting global companies with economically profitable growth opportunities. Strategy grew from an initial seed of $3M to ~ $250M in two-and-a-half years. • Created, built, back-tested, implemented and maintained multi-factor front-end global stock selection models. • Collaborated with Portfolio Managers and Fundamental Analysts to focus research efforts and improve portfolio efficiency by introducing quantitative methods and risk management in strategies. • Acted as Epoch’s representative on TD Asset Management’s (Epoch’s parent company) Wealth Asset Allocation Committee. • Co-chaired Investment Policy Group with CIO that set the firm’s macro-overview.• Spoke extensively on roadshow across Canada presenting firm’s products and strategy.• Tapped by partner to teach course on Financial Concepts at client NY Life.

• Designed, built, back-tested, implemented and maintained multi-factor front-end stock selection models for Core, Growth, Value, and Income oriented portfolios with combined assets of over $10B. • Collaborated with Portfolio Managers and Fundamental Analysts that resulted in increasing acceptance and overlap of front-end quantitative models within portfolios.• Performed analyses on Quantitative Model, Portfolio, and Analyst performance such as sector and style tilts/biases.

Cary, Nc

• Integrated external C libraries for pricing equity, interest rate, and energy derivatives into SAS Risk Management, the company’s premiere financial risk analysis solution. • Researched current econometric methods for implementation into SAS/ETS.

Doctor Of Philosophy - Phd, Economics

Bachelor Of Arts - Ba, Mathematics And Economics