• Led project to implement MSCI BarraOne for a Global Institutional Investment Manager, onboarding over 800 accounts including Equity, Fixed Income (Domestic and Emerging Market Corporates, Munis, Treasuries), Multi-Asset, Private Equity, Real Estate, Private Debt, and Hedge Funds. • Examined and reviewed Factor Exposures across all accounts through Risk Decomposition, as well as created User Assets and Link Proxies for non-natively covered instruments for more robust Risk Analysis… Show more • Led project to implement MSCI BarraOne for a Global Institutional Investment Manager, onboarding over 800 accounts including Equity, Fixed Income (Domestic and Emerging Market Corporates, Munis, Treasuries), Multi-Asset, Private Equity, Real Estate, Private Debt, and Hedge Funds. • Examined and reviewed Factor Exposures across all accounts through Risk Decomposition, as well as created User Assets and Link Proxies for non-natively covered instruments for more robust Risk Analysis (these modeled assets spanned across all asset classes, but were concentrated within Derivatives: Total Return Swaps, Variance Swaps, Volatility Swaps, IRS Swap, Equity Index Options, Credit Default Swaps and Credit Default Swap baskets, Bank Loans, Currency Forwards, Floating Rate Notes, and Commodity Linked Notes)• Responsible for creating and maintaining Acceptance Criteria for each individual account, including review of Market Values, Duration, VaR, and Risk (both absolute and relative)• Managed and Organized communications and key metrics to the Steering Committee and Stakeholders, as well as coordinated and communicated with other workstreams to prioritize key deliverables to Product teams, CIO’s, Portfolio Managers, and Analysts• Oversaw the creation and maintenance of the Future Operating Model to support ongoing use for Asset Modeling, Risk Analysis and Rejection resolution Show less

• Investment Management Consultant working with large, sophisticated pension fund in the United States.• Project Manager for Implementation of Barclays POINT Fixed Income Portfolio Management System• Project Manager for Multi-Asset Portfolio Management software systems- MSCI RiskManager and FactSet• Managed Meetings with portfolio managers and traders to identify investment process, including but not limited to: Portfolio optimization, Multi-asset class investment strategies… Show more • Investment Management Consultant working with large, sophisticated pension fund in the United States.• Project Manager for Implementation of Barclays POINT Fixed Income Portfolio Management System• Project Manager for Multi-Asset Portfolio Management software systems- MSCI RiskManager and FactSet• Managed Meetings with portfolio managers and traders to identify investment process, including but not limited to: Portfolio optimization, Multi-asset class investment strategies, Identifying risk factors and Attribution factors • Influenced Investment process engineering and workflow design for the following: Factor-based attribution, including analysis of relationship between returns and factors, as well as factor correlations, Multi-factor modeling, Risk decomposition, Scenario analysis (both correlated and absolute), Stress-testing, Backtesting (historical), VaR analysis (Historical, Full revaluation and Monte Carlo), What-if analysis• Investment strategies include: Multi-Asset, Portable Alpha, Hedge funds, Private Equity, Private Debt, Merger Arbitration, Pair Trades, Derivative overlays, as well as Domestic and Global Equity and Fixed Income• Conducted extensive Search and Selection to solve for above strategies Show less

• Accomplished Attribution Analyst with extensive experience researching and communicating the factors affecting relative returns of investment portfolios. • Interacted with Portfolio Managers on daily and weekly basis to discuss and determine the factors leading to the outperformance or underperformance of their respective funds.• Track monthly and quarterly portfolio performance and interface with investment teams to analyze trends across the portfolio and provide analytical and… Show more • Accomplished Attribution Analyst with extensive experience researching and communicating the factors affecting relative returns of investment portfolios. • Interacted with Portfolio Managers on daily and weekly basis to discuss and determine the factors leading to the outperformance or underperformance of their respective funds.• Track monthly and quarterly portfolio performance and interface with investment teams to analyze trends across the portfolio and provide analytical and qualitative support for investment relations and consultants to market funds, valuations, portfolio metrics and valuation analyses• Work closely with investor relations to analyze investment performance and communicate results to prospective and existing shareholders, and respond to due diligence requests; Draft quarterly/annual investment updates and portfolio write-ups for communication to investors• Used detailed analysis to create oral and written presentations for investment staff.• Monitor and analyze the financial performance of the portfolio and the individual holdings within the portfolio• Provided interpretation and analysis of security selection and asset allocation within portfolio performance and helped to identify the factors impacting this performance (i.e. sector and industry contribution, market cap selection, inside/outside benchmark bets, analyst ratings, etc.).• Assisted in the extension of attribution analysis to new investment strategies and/or developing market opportunities.• Created customized analyses and financial models to deal with ad-hoc investigations for portfolio managers and senior management to evaluate portfolio vs. benchmark sector exposure.• Communicated investment staff requirements to the department using a project request process, and participated in project development activities through collaboration with the project’s technical leader. Show less

• Monitored and researched total, sector, and security level performance in all portfolios• Communicated complex quantitative and performance concepts via written reports and oral presentations

• Responsible for the reconciliation of all futures and options positions with brokers and banks to ensure correct daily variation and replace and settle all collateral for margin requirements as needed• Assisted in the hiring and training of new accountants and provided assistance to the portfolio accounting department