Investment Management Consultant
Current• 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
