• Co-CIO of a quantitative asset management firm. With business partner, laid groundwork for company operations, hiring and trading. Pitched business plan and trading strategy to potential clients and business partners and successfully raised seed capital.• Lead researcher and portfolio manager responsible for daily R&D and trading on a systematic EVA (Economic Value Added)-based stock selection strategy. Manage one analyst. Implemented in both hedge fund and index / ETF formats (see for example https://wilshire.com/indexes/eva-wilshire-5000-family) • Maintained TBs of data in a SQL database which served a C++ trading algorithm to optimize the portfolio, a C# desktop app for data manipulation, and Python, MATLAB and R scripts for statistical analyses. Techniques utilized finance frameworks such as Fama-Macbeth regression, mean-variance optimization, multifactor risk modeling, as well as ML such as NLP and clustering.• Coded the company web site using Node.js / Angular / Highcharts.

EVA Dimensions was an equity research firm that provided investing insights through the use of its proprietary Economic Value Added (EVA) framework and database. The company was acquired by Institutional Shareholder Services (ISS), the global leader in corporate governance & responsible investment.• Fifth hire at a financial company startup based around the Economic Value Added (EVA) valuation framework. Instrumental in growing revenues to over $7MM and employees to over 20.• Create and market equity research reports, data visualizations, and interactive web tools to buy- and sell-side clients. Mine proprietary databases and tie statistical observations to non-technical, actionable investment recommendations. Use techniques such as regression, cointegration, optimization, clustering, decision trees, etc.• Research focus includes finding areas of under/over valuation, commenting on trends in market or factor behavior, and custom client projects. Samples below.• Lead researcher on many quantitative financial models, including an EVA-based global stock selection system; simulations of ETFs designed to capture premia (beta) on various factors; aggregate DCF analysis, a custom-built portfolio analysis, risk, and attribution system; cost of capital models; and thematic models tying factor returns and exposures to the business and company life-cycles.• Read academic literature and find practical applications in our products, research, and client work.

Analyst at a multi-billion dollar emerging markets hedge fund.• Provided support for an earnings-estimates based trading model. Created a 100GB store of data; researched underlying data quality and effectiveness of various trading signals/indicators; backtested. Implemented in the master fund at $50MM.• Created a cointegration-based pairs trading model and presented results to the trading desk weekly.

In my project, I created a multi-factor model to forecast U.S. corporate bond spreads utilizing equity market information.

I worked for the quantitative unit in an internal fund-of-funds.