Developed an investment decision-making process that guides those investing in a multi-asset class portfolio. The three-part investment process is precisely defined, consistent over any market cycle, applicable to multiple disciplines, and covers over $300 trillion of investable assets (>450 indices). The process starts by calculating the probability of achieving a specific return by investment, an essential requirement for selecting investments from the many options available. The specific return probability for all disciplines comes from the sum of valuation changes, growth, and income, not historical performance, a process that requires big financial data. Second, aligning the allocation decision, which drives the investments' overall volatility, to match the money flow requirements of the portfolio. The allocation decision is personal and unique to an investor, and it should not be the same allocation for all. Third, the sentiment of the investment determines the timing and frequency of when the security is bought and sold. The sentiment is the rolling moving average price over multiple periods and frequencies. Investors with fiduciary responsibility have earned clients' trust using this process as a guide over many years.• Developed an interactive Tool that calculates the difference in performance between the client portfolio and the investment policy statement by the implementation (security, sector, or manager selection), asset class selection, and allocation impact.• Developed an interactive Tool that calculates the future expected return pre-tax and post-tax for each client portfolio. The future return calculations are for multiple years, including the probabilities associated with a specific return.

This Program is a non-bank intra-day collateralized credit facility. Borrowers monetize their collateral intra-day to settle their commercial contracts/transactions. Institutional investors pledge a minimum of $500 million in securities and earn additional monthly fee/income payments for a fixed 1-year period. The Program also co-invests in clients' impact funds or projects.

Viosimo Global Impact Partners enables investors of marketable securities to pledge instead of committing cash and earn additional monthly cash payments to fund impact funds or projects. Viosimo co-invests in clients' impact funds or projects.

Rebuilt and implemented a Multi Asset Class Investment Management Platform for 1,400 clients and $12B of assets under management in a rapid growth environment via mergers in an era of significant cultural transformation at the company.• Development and management of Aspiriant’s global capital market expectations, including hundreds of asset class-specific analyses as crucial input to the construction of portfolios.• Regular meetings with prospective and existing clients to present the investment platform, strengthen and maintain relationships and earn trust, resulting in significant new money contributions.• Prepare, analyze and deliver a chart book to clients and colleagues to support internal and external communication of investment research, views, and process.• Design and implement an industry-first portfolio construction model applicable to over 1,400 client-specific circumstances incorporating full capital market expectations.• Construct industry-first client-specific attribution report that quantifies the added value of decisions, explained through manager selection, style, region and asset class.• Establish deep relationships with dozens of top-tier hedge funds, public equity and fixed income managers, and private equity managers.

Designed, simplified, scaled, and managed all investment decisions for a few clients with over $4 billion of assets in over 50 asset classes. Voting member of the asset allocation committee and led the asset allocation process of the division with $38 billion of assets under management.• Managed and led a national team of 10 senior investment professionals in researching and identifying market trends and incubating investment solutions.• Lead manager of global custom portfolios and voting member of the Asset Allocation Committee.• Provided investment management solutions for taxable and tax-exempt investment portfolios.• Cultivate long-term relationships and built trust with private clients through thoughtful and expert construction of investment portfolios designed to reflect cash flow requirements.• Researched and published white paper, Global Population Trends.

Founder of an Institutional Portfolio Management strategy using active and passive investments to maximize after-tax returns systematically and holistically in global portfolios by selecting from the underpinning fundamentals of over 100 asset classes. The portfolio investments were domiciled in Europe, Asia, and North America.• Drove the growth and development of firm assets under management, over $700 million.• Delivered excess return above the stated investment objective with lower volatility for all clients.• Achieved top quartile Sharpe ratios among institutional peers and endowments.• Maximized the portfolio after tax return of client portfolios in conjunction with complex legal strategies that fulfilled at least one of four legal objectives.• Minimize tax liabilities• Protect the privacy of the assets from family• Protect the assets from potential legal obligations• Manage the risk of single stock positions

Led the development of quantitative investment tools for the use of client-specific portfolios in a platform with a unique manager-of-manager selection approach. Built the first asset allocation model, including concentrated stock positions.• Innovated and developed research reports that played a key role in new business development efforts and maintain the trust of established clients.• Designed and implemented research platform across all asset classes to accommodate the rapid increase in number of clients and employees.• Researched over 350 investment managers across all asset classes through deep manager diligence.

Contributed to the investment process of the asset allocation quantitative investment strategies, including the origination of what is known today as the 7-year forecast. At the core of the investment process was a reversion to fair value implementation on all asset classes. This investment process endured the challenges of the late 1990s when value investing was significantly out of favor.• Specialized in the research and analysis of institutional investment strategies to provide information to clients, consultants, and portfolio managers.• Participated in the design and implementation of forecasting global asset classes for a $10B asset allocation investment strategy.• Designed and developed a comprehensive marketing database with 18 investment strategies for the use of attribution analysis, requests for proposals (RFPs), and surveys.

Responsible for calculating the return differences between active managers and related benchmarks in dollars to determine the value added of the managers for an $8 billion endowment in 14 asset classes and with a notional value of $20 billion.• Assembled and managed the integrity of monthly performance data of $8B Harvard University endowment, for approximately 20 portfolios invested in 10 asset classes.• Developed and operationalized risk-value report measuring standard deviation in U.S. dollars for each asset class, for the Board of Directors.• Coordinated completion of quarterly performance reports for the Board of Directors.