Senior Portfolio Manager/Director
New York, Ny, Us
- As member of Scientific Active Equity (before the merger, BGI's Global Active Equity), developed detailed familiarity with a quantitative investment approach, including longer and shorter horizon alpha models and individual signal insights for equity markets in US, Europe, Japan, Canada, Australia and individual emerging market countries with a good understanding of tcost and factor-based risk models- Since mid-2007 co-managed and since mid-2008 managed US flagship large cap long only strategy of Alpha Tilts funds including making decisions for the overall strategy settings, risk levels, constraints, quant insight weights. Researched and implemented capital market alpha insights (e.g., secondary offerings, M&A arbitrage situations), risk factors (e.g., size), and competitor holdings into the investment process. Led testing and implementation for in-house risk model and a multi-period optimization framework. In 2008 supervised a dedicated US large cap long only investment team- In 2007 managed US flagship small cap long short equity strategy- In 2005-2008 managed long short strategy with a specific focus on US bank stocks; developed credit and interest rate insights, launched a research effort in the insurance sector- In 2002-2005 as part of the Global Strategy and Corporate Development team, led strategy reviews for BGI businesses: Cash, Securities Lending, Fixed Income, Indexing, Transition Services, US, Canada