Mário Albuquerque, Cfa Email & Phone Number

Orange County, California Area

Orange County, California Area

Santa Cruz, California

• Responsible for the development and trading of sentiment-based systematic equity strategies in the US.
• Designed and implemented research studies on alpha modeling and data product development within a data science framework: applied machine learning techniques on large datasets to create quantitative factors based on.
• Built a backtesting engine, in Python, that handles intraday frequencies, and which was successfully validated by external… Show more
• Built a backtesting engine, in Python, that handles intraday frequencies, and which was successfully validated by external parties.
• Developed production code in Python, VBA and Windows batch programming language that handled the systematic execution of various quantitative strategies.
• Created a research toolkit that continually assesses backtest expectations against real trading to inform strategy improvement, de-leveraging, or retirement. Show less

San Francisco Bay Area

• Responsible for assisting the Risk and Quantitative Analysis Group in managing the risk in passive investment portfolios, and in performing quantitative analysis related to portfolio construction and active return.

• Managed high risk aversion discretionary accounts worth €12 million across the Private Banking segment.
• Engaged in investment screening, research and recommendation; portfolio monitoring, rebalancing and reporting.
• Implemented financial data modeling and database development activities in order to help other Portfolio Managers in their management tasks (e.g. asset class exposure, duration management and currency hedging).

• Performed investment research and fund selection across all asset classes within the Private Banking unit.
• Researched and implemented a VBA based fund selection process which drastically improved the execution time of previous models.

• Managed several pension fund accounts with an active-indexing multi-asset approach.
• Worked as a Fund Analyst for the Portfolio Manager of the third party fund-of-funds.
• Researched and successfully implemented inside the team a new fund selection quantitative model for fund-of-funds portfolios based on the studies of William F. Sharpe related to returns based style analysis. The.
• Researched and successfully implemented inside the team a new fund selection quantitative model for fund-of-funds portfolios based on the studies of William F. Sharpe related to returns based style analysis. The.

• Responsibilities focused on the operating activities (forecasting, budgeting and reporting) of the financial department of a specific business unit: Information & Communications.

Master'S Degree, Financial Engineering

Machine Learning Engineer Nanodegree

Deep dive into Supervised, Unsupervised, Reinforcement and Deep Learning fundamentals. Hands-on application of machine learning algorithms.

Undergraduate, Business Management

Activities and Societies: Member of the students´ traditional music group - Tuna da Universidade Católica Portuguesa. Graduated in the top.

Secondary School, Economics