Head Of Quantitative Strategies Risk
CurrentQuantitative Strategies Allocation ComitteeQuantitative Strategies Risk CommitteeFirmwide Risk Committee
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@gs.com
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1 phone found area 415
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Sam Shapiro is listed as Head of Quant Strategies Risk at Schonfeld Strategic Advisors at Schonfeld, based in Hollywood, Florida, United States. AeroLeads shows a work email signal at gs.com, phone signal with area code 415, and a matched LinkedIn profile for Sam Shapiro.
Sam Shapiro previously worked as Head of Quantitative Strategies Risk at Schonfeld and Vice President- Quantitative Investment Strategies at Goldman Sachs. Sam Shapiro holds Ms, Computational Finance from Carnegie Mellon University - Tepper School Of Business.
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AeroLeads found 2 current-domain work email signals for Sam Shapiro. Compare company email patterns before reaching out.
Sam Shapiro is a Head of Quant Strategies Risk at Schonfeld Strategic Advisors at Schonfeld. He possess expertise in quantitative investing, bloomberg, equity research, product management, equities and 7 more skills.
Listed skills include Quantitative Investing, Bloomberg, Equity Research, Product Management, and 8 others.
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New York, Us
Quantitative Strategies Allocation ComitteeQuantitative Strategies Risk CommitteeFirmwide Risk Committee
New York, New York, Us
Lead US portfolio strategist for Quantitative Equity Alpha portfoliosGoldman Sachs Asset Management
New York, Ny, Us
• Portfolio Strategy Research: Conducted ad-hoc original strategy research for portfolio managers – including sub-sector momentum models, quantitative factor effectiveness and ANOVA testing to identify the relative value of macro perspectives on individual company returns.• Risk Modeling: Researched and updated global equity risk model with Bayesian adjusted factor covariance matrices. • Statistical Analysis: Investigated lead/lag relationship between sovereign CDS spreads and global equity returns using multiple regression methods, stationarity testing and time series transformations; resulted in portfolio risk recommendations based on large CDS movements.• Software Development: Developed software utilities for portfolio analysis along style, size, and quality cohorts in Excel VBA and C++.
Washington, Dc, Us
OPIC is a U.S. government agency which helps facilitate the use of U.S. private capital in the economic development of emerging markets by providing insurance, loan guarantees, and private equity financing to U.S. investors.As a summer intern, my projects included: • Emerging Markets FX Pricing: Helped price a reinsurance contract for a proposed Emerging Market currency investment strategy using Monte Carlo methods; results helped price a $90 million reinsurance contract.• Project Finance Credit Risk Modeling: Developed default rate curves from OPIC’s internal data. Methodology built upon deal risk rating migration patterns and a Markov Chain process.
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Sam Shapiro works for Schonfeld.
Sam Shapiro is listed as Head of Quant Strategies Risk at Schonfeld Strategic Advisors at Schonfeld.
AeroLeads has found 2 work email signals at @gs.com for Sam Shapiro at Schonfeld.
AeroLeads has found 1 phone signal(s) with area code 415 for Sam Shapiro at Schonfeld.
Sam Shapiro is based in Hollywood, Florida, United States while working with Schonfeld.
Sam Shapiro has worked for Schonfeld, Goldman Sachs, Sanford C. Bernstein, and Overseas Private Investment Corporation.
You can use AeroLeads to view verified contact signals for Sam Shapiro at Schonfeld, including work email, phone, and LinkedIn data when available.
Sam Shapiro holds Ms, Computational Finance from Carnegie Mellon University - Tepper School Of Business.
Sam Shapiro is listed with skills including Quantitative Investing, Bloomberg, Equity Research, Product Management, Equities, Quantitative Finance, Capital Markets, and Hedge Funds.
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