Co-Chief Investment Officer for Strategic Investment Group, an Outsourced Chief Investment Officer (OCIO) pioneer, responsible for all aspects of Strategic’s investment process, portfolios, and performance. Also responsible for Strategic’s research efforts, enhancing the firm’s broad portfolio and risk management activities, as well as more focused asset class research initiatives.

Director of Research and member of the Operating Committee. Manage Strategic’s research efforts to enhance the firm’s broad portfolio management and risk management activities, as well as research initiatives within individual asset classes. Design, develop, and deploy portfolio management and research capabilities including simulation and optimization tools, global equity analytics, Treasury analytics, active asset allocation methodologies, and liability-driven investment (LDI) analytics. In addition, as the developer of Strategic’s proprietary quantitative market-neutral equity strategy, oversee and support the proprietary team’s ongoing efforts.

Led the development of a quantitative, market-neutral equity strategy for a large family office. Built a series of alpha signals integrating multiple investment horizons into stock-specific return forecasts. Designed an innovative risk management methodology, a transactions costs model, and an optimization process to maximize net risk-adjusted return. Developed deep expertise with many sources of raw equity data. Constructed a comprehensive suite of proprietary analytics and databases to support the investment process.

Founded, built, and managed the Asset Allocation Applied Research Group, a five-person quantitative team with global responsibility for developing and enhancing JPMIM’s active asset allocation strategies, including Tactical Asset Allocation (TAA), Global Tactical Asset Allocation (GTA), and balanced mandates. Developed JPMIM’s portfolio management methodology for active asset allocation, including valuation, portfolio construction, risk management, and trading. Designed and enhanced a global product line of asset allocation strategies affecting over $100 billion in assets for institutional clients, high net worth investors, and mutual funds. Conducted quantitative analysis on a wide range of issues within and across asset classes, including strategic asset allocation, risk management, performance attribution, dividend discount models, style analysis, asset class and yield curve modeling, currency, derivatives, and systems.