Maximilian Kaufmann Email & Phone Number

Recruited to start a Quantitative Long Short group at Lazard Asset Management, building department infrastructure and a track record. With Lazard seed capital, incubated two Long/Short strategies targeting $500 million capacity. Recruited and managed two quantitative analysts to drive an aggressive research agenda. •Global Long Short: 20.7% returns for 15 months. Realized risk of 9%•U S Long Short: 18% returns for 15 months. Realized risk of 10%.•Researched and exploited three new market inefficiencies targeted on mapping links among companies and industries.•Published a white paper on 130/30 strategies giving theoretical justification for combining a fundamental long only product with a quantitative long short overlay.•Created and managed a long/short overlay portfolio to run with Lazard's fundamental long only product, hence creating an integrated quantitative and fundamental 130/30 portfolio.•Established start up department processes and staff of two PhDs in computer science, with an aggressive 5 month time frame.•Emphasized efficiency of research in order to change 35% of model within a year.

Served as lead portfolio manager for $3.5 billion of global/international long only funds with key responsibility for investment decisions and research. Directly involved in marketing efforts increasing assets under management from an original $100 million to $3.5 billion in 4 years •Consistently outperformed the MSCI World and EAFE indexes during a four year period, with information ratios greater than one.•Managed the work of quantitative research analysts and programmers driving for development of new strategies and arbitrage opportunities.•Identified and implemented new research ideas for the global and international portfolios.•Promoted marketing for consultants and clients in Japan, Australia and Europe.•Participated in asset gathering efforts by conducting numerous prospect client presentations •Controlled risk and optimized portfolios using BARRA, Northfield and GRAM tools.

Equity Quantitative Analyst (2000-2003) Researched and developed new investment strategies used to manage quantitative strategies as well as a $15 billion fundamental global portfolio.•Developed stable factors to identify stocks with high internal generated growth.•Improved momentum factors with IBES detail database, extracting enhancements of 15%.•Established investment processes for $8 billion in 50 customized, each with unique benchmarks and client restrictions. •Enhanced quantitative multifactor model for stock selection enabling management of quantitative product.•Collaborated with quantitative portfolio manger in overseeing account.•Created diagnostics and optimization tools using R programming language.

Ma, Statistics

Master’S Degree, Statistics, 3.8

Bachelor Of Science (Bs), Economics