I work with the CIO and Portfolio Managers to identify return and risk drivers of portfolios, quantify their exposures, detect patterns and clusters and provide suitable solutions for the enhancement of risk-adjusted portfolio returns. My work feeds back to all levels of asset allocation, from strategic to tactical and portfolio optimisation. The team I lead adopts a systematic, data driven approach, deploying a range of quantitative techniques including factor and statistical analysis.Proven ability in team leading, delivering solutions, managing priorities under strict deadlines and senior stakeholder management. Proven experience in creating a function ground up, including processes, analytics, governance and team building. Hands-on market and product knowledge of Equities, Fixed Income, Interest Rates Derivatives, Asset Backed Securities and Private AssetsExperienced in the design, testing and implementation of statistical, data science and financial models across several asset classes and sectors, including data analysis for forecasting of equity fundamentals, quantamental investing, multi-factor models for stock selection and risk analysis, modelling of financial and macroeconomic time series for forecasting and signal extraction, structuring and pricing of ABS, valuation of illiquid assets.MAIN SKILLS• Leadership and team-building experience built across roles in Asset Management, Financial Markets, and Advisory• Design, implementation and management of automated and scalable data driven decisional processes• Review and optimisation of existing and new processes, across all aspects including data, analytics and governance• Analysis of conventional, alternative and large datasets for forecasting, pattern recognition and signal extraction• Statistical modelling, Predictive Analytics and Forecasting, Factor Models & Nowcasting, Data Science, Market Analysis
Listed skills include Derivatives, Fixed Income, Structured Products, Portfolio Management, and 44 others.