Thomas Philips Email and Phone Number
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I am a senior investment professional with a passion for learning, educating and developing innovative solutions to investment challenges faced by a wide range of clients and institutions. I have published over twenty-five articles in books and journals and am a proud recipient of distinguished paper awards from the Journal of Portfolio Management and the Financial Analysts Journal. Currently, I teach Quantitative Portfolio Management and Valuation Theory in the Department of Financial and Risk Engineering at NYU's Tandon School of Engineering, where I work with my students on investment related problems and their solutions.My professional experiences include managing risk for long only and long/short equity and fixed income strategies, working at one of the largest pension plan sponsors in the U.S. and consulting on wide ranging investment issues for large public and corporate pension plans as well as for a number of central banks and official institutions.As an author, educator and subject matter expert on Risk Management, Portfolio Management, Performance Measurement and Valuation, I am an accomplished public speaker, and am comfortable presenting complex ideas to clients and prospects including:★ Central banks of Brazil, Brunei, Colombia, Mexico, Hong Kong, Indonesia, Malaysia, Singapore, South Korea and Thailand.★ Official Institutions including CEMLA (Centro de Estudios Monetarios Latinoamericanos), FLAR (Fondo Latinoamericano de Reservas), IMF and the World Bank.★ Corporate and public pension plans, asset distributors and pension consultants world-wide. ★ Industry groups including the Institute for Quantitative Research in Finance (Q Group), the Chicago Quantitative Alliance, the Society of Quantitative Analysts and Institutional Investor.
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Adjunct ProfessorNyu Tandon School Of EngineeringNew York, Ny, Us
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Adjunct ProfessorNyu Tandon School Of Engineering Feb 2017 - Present» I teach graduate level courses on Quantitative Portfolio Management and Valuation Theory in the Financial and Risk Engineering Program at NYU's Tandon School of Engineering.
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Global Head Of Front Office RiskBnp Paribas Investment Partners Institutional Division Feb 2008 - May 2017New York► Global Head of Investment Risk and Performance | Fischer Francis Trees & Watts (2009-2013)► Senior Risk Manager | Malbec Partners (2008 -2009)These positions were multi-faceted roles requiring leadership and active management across the following key areas. » Overseeing and guiding risk management at Malbec Partners, a startup hedge fund platform, through the financial crisis of 2008. ★ Suffered no losses in Quantitative Fixed Income and Emerging Markets. Rethought and rebuilt the risk function at FFTW after the crisis, drove the creation of the firm’s risk committee, and identified and resolved a variety of risk related issues in the investment process.» Unifying risk systems and expanding coverage from only fixed income to all asset classes across multiple investment centers with no increase in head count. ★Achieved savings of $500,000 / annum.» Creating the firm’s robust risk budgeting process ★ Allowed, for the first time, tail risk to be taken into consideration in an intuitive way when building fixed income portfolios.» Advisory work for sophisticated clients, primarily central banks and official institutions, to keep them well informed on new research results, risk management practices and developments in capital markets. ★ Published papers on Social Security Reform, Fixed Income Credit Limits, Robust Risk Budgeting, Using and Enhancing Shiller’s CAPE and Enhancing Treasury Market Liquidity. -
Head Of Investment Strategy And Risk ControlOta Asset Management 2004 - 2007Purchase, Ny» Risk Management. Oversaw the risk of all OTA hedge funds with $500 million in assets. ★ Strategies included global long-short equities, directional equities, credit, FX, equity options and country rotation. Developed tools, analytics and techniques to monitor, measure and control risk.» Member of the firm’s risk and asset allocation committees. ★ Allocated capital across strategies in response to market conditions and manager performance.» Created new quantitative products and strategies. ★ Developed techniques to create 130/30 strategies from existing hedge fund portfolios without disrupting the hedge fund management process. » Developed fast analytic approximations to value single name and index CDS. ★ Approximation was sufficiently accurate that it allowed the identification of a bug in Bloomberg's CDSW pricer.
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Chief Investment OfficerParadigm Asset Management Co.Llc 1997 - 2004New York» Oversaw and enhanced the firm’s quantitative investment processes, and developed fully quantitative long-only and 120/20 products that generated alpha by identifying SEC 13-F filings with an information edge and then extracting their alphas in a risk controlled manner.★ Process was particularly effective in Large Value and Small Growth (Information Ratio consistently > 0.5). » Client Advisory. Worked with clients and consultants and published papers on a wide range of projects.★ Projects included estimating the equity premium, the size and value premia, and linkages between consultants, plan sponsors and asset managers. -
Managing DirectorRogerscasey 1994 - 1997Darien, Ct► Director of Advanced Research (1993-1994)» Joint responsibilities in Research and Alternative Investments. ★ Created solutions to a wide range of investment problems and worked with clients to integrate these solutions into their investment processes.» Formulated a portfolio approach to alternative investing. ★ Created an opportunistic investment strategy that proved more effective than a fixed allocation strategy without increasing risk. Also created analytic forecasting techniques to model and predict cash flows for alternative investment programs. » Tactical Asset Allocation. Demonstrated that Tactical Asset Allocators performed well prior to 1988, and were unable to do so since.★ Influenced TAA allocations at a number of RogersCasey’s clients.» Studied post distribution behavior of equities.★ Study influenced our distribution management recommendations and evolved into a Harvard Business School case with Professor Josh Lerner. » Risk modeling for Alternative Investments. ★ Created analytic models to evaluate the risk of private equity partnerships and integrated them into the firm’s due diligence process. Also developed a tool to model the cash flow requirements of an Alternative Investment program.
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Program Manager, Investment ResearchIbm Retirement Fund 1991 - 1993Stamford, Ct» Active Equity Management. ★ Developed advanced quantitative forecasting models for security returns as part of a team that managed $1.5 Billion in active domestic equities.» Built the Investment Research Equity Optimizer, a quadratic optimizer used to rapidly backtest internally developed active equity strategies. ★ Work resulted in an IBM award.» Created a new monitoring method for active portfolios using the CUSUM algorithm from statistical process control. ★ Detected underperformance ten times faster than standard methods. Algorithm is now available in R's FactorAnalytics package » Developed a unified approach to performance attribution to attribute returns of TAA, domestic and international equity portfolios. ★ Tool was used to examine TAA managers for RogersCasey's clients. -
Research Staff Member, Ibm T. J. Watson Research CenterIbm 1985 - 1990Yorktown Heights, Ny» Conducted research on problems in computer science (Queueing Theory, Graph Theory, Communication Networks) and Applied Probability.
Thomas Philips Skills
Thomas Philips Education Details
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Electrical And Computer Engineering -
Electrical Engineering
Frequently Asked Questions about Thomas Philips
What company does Thomas Philips work for?
Thomas Philips works for Nyu Tandon School Of Engineering
What is Thomas Philips's role at the current company?
Thomas Philips's current role is Adjunct Professor.
What is Thomas Philips's email address?
Thomas Philips's email address is tk****@****ail.com
What is Thomas Philips's direct phone number?
Thomas Philips's direct phone number is (914)-368*****
What schools did Thomas Philips attend?
Thomas Philips attended University Of Massachusetts, Amherst, Indian Institute Of Technology (Banaras Hindu University), Varanasi.
What are some of Thomas Philips's interests?
Thomas Philips has interest in Economic Empowerment, Education, Poverty Alleviation, Science And Technology, Disaster And Humanitarian Relief, Human Rights, Arts And Culture.
What skills is Thomas Philips known for?
Thomas Philips has skills like Hedge Funds, Fixed Income, Financial Risk, Asset Management, Equities, Derivatives, Portfolio Management, Alternative Investments, Asset Allocation, Financial Modeling, Bloomberg, Investments.
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