I currently head up the Global Stock Selection & Portfolio Implementation Quantitative Research Development teams, multiple teams comprised of 40+ extremely talented colleagues who support and advance the firm's proprietary research and portfolio management systems. With over 20 years of experience in quantitative finance, asset management, and technology, I provide strategic vision and execution-focused leadership in both technology and finance. I remain extremely passionate about the intersection of quantitative finance and technology. I specialize in designing and building systems that elevate our research and portfolio management capabilities. Overseeing GSS quant research development and optimization efforts, I manage systems related to portfolio construction, optimization, trade generation, and reporting for a diverse range of strategies, asset classes, and security types, systematically managing well over $100+ billion in assets. Proficient in multiple programming languages and the latest technologies, I facilitate robust and scalable solutions that enhance AQR's capabilities across the front office. Committed to continuous learning and being hands-on, I aim to be at the forefront of industry trends and continue to contribute to code development and implementation. tl;dr• Technology is First and Foremost an Enabler of the Business• Motivate and Foster Teams, Lead by Example, Promote Objective Design• Develop & Emphasize Best Practices using Latest Technologies• Big data, Complex Data Modeling, Data Governance, Unified Data Fabric • Cloud Based Distributed Compute and Efficient Computational Design• Machine Learning, Natural Language Processing, Large Language Models• Optimization, Matrix multiplication, Vector-based calculations, Parallelization• Routine Retrospectives and Continuous Improvement• Focused Execution, Project, Resource, & Change Management
Listed skills include Computer Science, Portfolio Management, Quantitative Investing, Trading, and 45 others.