Mychal Campos Email & Phone Number

New York, New York, Us

Claymont, Delaware, Us

Establish the company’s priorities for back-end and front-end development based on both quantitative and qualitative assessments of potential features that are most likely to create long-term value for users and drive successful outcomes for customers. Data informed strategic approach to prioritization has led to setting new records for key product performance metrics including MoM increases of 75% in acquisition, 76% in engagement, and a 75% MoM decline in CAC as of July 2020.Own the creation and management of all dashboards used for business intelligence purposes including ongoing delivery of insights to the VCs that fund us, press release communications, and tracking engagement and conversions on deals offered on our platform by our digital marketplace partners. Perform all related analyses and data wrangling using SQL, Python and Chartio. Educate and empower colleagues to develop their own data-informed insights. Lead efforts to build the company’s product analytics capabilities for tracking engagement and retention metrics on the mobile app. Define and manage the taxonomy of events to be tracked across all screens so as to drive key insights on how product features are resonating with users. Own the process for ongoing development and maintenance of the quantitative models that drive all of our retirement planning advice. Write the prototype code in Python for all models and implement unit testing to ensure consistency of results between production and Python code bases.

New York, Us

As Head of Investments at Stash, I led teams of product managers, user experience researchers, designers, engineers, and product marketing teams to build and launch product solutions that improved the overall quality of the financial advice for Stash's customers. Throughout this process the emphasis was on building long-term value for users of the Stash app and earning their trust all while driving engagement. The product solutions developed by my team included engaging user experiences for building diversified portfolios, estimating savings needed for retirement, and building healthy savings and investing habits over time. These efforts increased the rate at which new users funded their accounts by 46%. They also contributed significantly toward improving the customer retention rate which rose to an all time high of 97 percent for newer cohorts of customers during their first month on the platform.

New York, New York, Us

Led the construction and optimization of the company’s core portfolios. Built the portfolio optimization framework in R featuring an automated process for implementing Black-Litterman and Monte Carlo simulation.Developed the prototype for flexible portfolios in R that allowed all customers to alter their allocations to individual ETFs held within their Betterment core portfolios in any way of their choosing. Estimated portfolio volatilities, expected returns, and growth scenarios for the portfolio would dynamically adjust in the process. Led the development of asset allocation and portfolio management solutions for advisors on the Betterment for Advisors platform that enabled the delivery of more personalized and higher quality investment advice to their clients. In response to their demands, I developed the company’s first socially responsible investing solutions and established partnerships with BlackRock and Goldman Sachs to add model portfolios for income strategies and Smart Beta. Increased AUM by $35 million in the first 3 weeks after launching these portfolios.

London, New York, Us

Built new analytics team in New York to meet analytical and data needs of multiple business units including Regulatory Affairs, Technology, Corporate Strategy, Compliance, Relationship Management and Risk Management.Extracted business intelligence from intraday, transaction-level data on FX trading and settlements to guide strategic initiatives and meet critical emerging business requirements. Provided quantitative expertise for projects addressing a wide range of corporate objectives. Identified opportunities for monetizing CLS data, developed trade compression algorithms to help member banks meet capital requirements under Basel III guidelines, and analyzed impact of macroeconomic and financial market trends on FX trading activity for roundtable discussions on global economic policy.Influenced business strategy by quantifying size of market opportunities for adding new trading parties and currencies to CLS system.

Norwalk, Ct, Us

Leveraged existing predictive models and databases to develop risk management analytics and increase efficiency of the stress testing process for the Energy Financial Services (EFS) credit portfolio. Created a front-end user interface using Excel VBA that automated the reporting and analysis of probabilities of default for energy and utilities companies rated by Moody’s Credit Transition Model. Reduced the time required to complete related analyses by more than 80%.Designed a dynamic excel template for calculating expected losses for the portfolio based on different macroeconomic scenarios with variable downside severity. Developed SQL queries and tables in MS Access to extract data from multiple sources, aggregate portfolio transactions across multiple dimensions and streamline reporting of credit risk exposures.

Jericho, Ny, Us

Developed and implemented model-driven strategies for trading sovereign debt and eurodollar futures markets that improved performance of fund’s portfolio by more than 700 basis points annualized on an out-of-sample backtested basis while maintaining same volatility. Developed portfolio of duration management and yield curve strategies for US Treasuries that produced an annualized total return, net of fees, of approximately 10% with Sharpe Ratio of 1.3 in 2008-2009. In comparison, other CTAs (as measured by Newedge CTA index) generated an annualized total return of 4% and Sharpe Ratio of 0.5. Hedge fund nominated for “Best Newcomer Managed Futures Fund (over $100 million)” by HFM Week in 2009.Directed investment strategy research efforts focusing on economic principles and application of quantitative methods including regression, time series analysis and forecasting, principal components analysis, spectral analysis, technical trading indicators, portfolio optimization, simulation and risk management analytics.Led efforts to develop research and analytics platform for modeling, analysis, and generation of new trading ideas using MATLAB. Monitored and analyzed impact of economic releases, market events and recent price trends on performance of hedge fund’s portfolio and wrote timely commentary on these topics for clients.Collaborated with marketing team to produce quarterly and annual performance letters, conduct quarterly performance discussions with clients, and present investment process to potential investors. Presentations helped raise $200 million. Supervised and managed workflow of junior analysts and interns.

New York, Ny, Us

Supported Ph.D. economists’ academic research in asset pricing, market microstructure theory, term-structure modeling, econometric forecasting, international trade, global macroeconomics and other topics intended for publication in leading finance and economics journals. Wrote programs in mathematical/statistical software packages such as Gauss, SAS, MATLAB, Eviews, and Stata to automate data cleaning and manipulation, summarize and analyze statistical properties of data, estimate regressions, and solve for parameters in economic models. Prepared presentations on current global macroeconomic trends for Bank’s president prior to Federal Open Market Committee (FOMC) meetings.Developed regression-based models for Bank Supervision Group that predicted charge-offs of credit card banks.

Master'S Degree, Computational Finance And Risk Management

Mathematics In Finance

Bachelor Of Arts - Ba, Economics