Quantitative research, alpha generation in equities (US, Global) and futures (FICC), portfolio construction using alpha signals, across fundamental, analyst, options, event and alternative datasets

Quantitative Research - Equity Statistical Arbitrage, Global Futures (FICC)Portfolio Construction

Quantitative Asset Allocation and Portfolio Construction - design and development of a dynamic, positively skewed portfolio of long-convexity alpha strategies with robust correlations.Global portfolio across asset classes combining strategic views with a tactical overlay and robust risk allocation based on dynamic correlations.Analytical and quantitative trading strategies, asset class return and volatility forecasting, portfolio construction, optimization, and risk management.

Global endowment fund SCA venture allocating risk across multiple external hedge fund strategies as well as to internal investments on a hedged basis. Involved in risk allocation and hedges using ETFs/options.

Primary role in design and development of an asset allocation and risk management platform for portfolio construction and optimization. Investment strategy and risk management for $3B in assets with primary responsibility for $25M in advisory client assetsAnalysis, modeling, and due diligence of hedge fund strategies - equity long/short, rates, global macro, volatility arbitrage, credit and correlation strategies, risk factor analysis, return forecasting, portfolio optimization, and risk management.