Vice President And Head Of Asset Allocation Applied Research
J.P. Morgan Investment Management
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.