Otto Miller Email & Phone Number

Chicago, Illinois

• My current focus is the application of Generative AI and Predictive AI solutions to enhance every facet of my company's investment operations. I have designed and implemented solutions to complement investment.
• Senior role focusing on quantitative research, optimization, modeling, performance attribution and risk management, reporting to executive leadership
• Develop, design and deploy performance analytics for fixed income portfolios, including investment grade, high yield, bank loans and structure products
• Thought leader in the application of modern analytics to enhance portfolio construction processes; examples include machine learning, portfolio optimization and screening applications for portfolio development
• Responsibilities span across the investment enterprise: investment risk, compliance, regulatory risk, portfolio management, product development, product vetting, business development and relationship management
• Developed and implemented risk management process for PPM equity portfolios; personally responsible for risk oversight of over $15 billion in equity portfolio investments

Chicago, Illinois

• Ownership of the quantitative risk management role; reported directly to the senior vice president in charge of risk management as well as to the investment committee members in charge of portfolio management
• Strategies covered: Convertible Arbitrage, Long/Short Credit, Event Driven, Merger Arbitrage, Tail Risk Protection, Relative Value, Long/Short Equity, Multi-strategy, Macroeconomic
• Produced quantitative analyses and developed comprehensive quantitative assessments of fund-of-hedge fund portfolios; findings and assessments were formally presented to portfolio managers and the investment committee.
• Conducted investment due diligence across the full spectrum of alternative investment strategies; significant experience with sophisticated trading strategies including systematic strategies and volatility trading
• Produced quantitative analysis to assist in the construction of new portfolios and the development of new investment solutions
• Designed, developed and deployed new risk metrics and analytics: optimization tools, VaR analysis tools (CVaR, MVaR, IVaR), factor regression analytics, stress testing and financial shock scenario tools, option pricing.

White Plains, New York

• Comprehensive risk management role; reported directly to the Chief Risk Officer; part of a team of 24 investment staff which managed a defined benefit plan of over $50 billion and a defined contribution plan of over.
• Created scenario analysis models to assess the impact to the pension plan’s funded status given various shocks to equity and credit markets
• Ownership of Asset-Liability Matching (ALM) effort; worked with investment managers to develop an interest rate swap solution for matching cash-flows in and out of the plan
• Calculated and monitored leverage of all instruments and investments in the defined benefit plan

Chicago, Illinois & Stamford, Connecticut

• Senior Fund Analyst and Accountant - 2003 to 2006
• Developed performance analysis for over 50 funds based on return, income, expenses, cash flows and units outstanding
• Investment Manager Research: quantitative and qualitative assessmentFund Administrator, Performance Specialist - 2002 to 2003
• Conducted a daily audit of technical processing and performance calculations to check for anomalies and errors
• Produced all daily, monthly and quarterly fund performance reporting for use by the marketing team, money managers and outside vendorsSenior Portfolio Accounting Analyst - 1998 to 2002
• Financial accounting position utilizing a broad scope of finance, accounting, and business relationship skills

Master'S Degree, Master Of Science In Applied Data Science

Building from a core in applied statistics, the MS in Analytics provides students with advanced analytical training to develop their.

Master'S Degree, Quantitative Methods (Applied Statistics)

Quantitative Methods in the Social Sciences (QMSS) is an innovative, flexible, interdisciplinary social science Master of Arts degree.

Bachelor'S Degree, Finance

The field of finance is primarily concerned with the acquisition and management of funds by business firms, governments, and individuals..