I managed trading, rebalancing, portfolio construction, and model input decisions for a multi-billion-dollar quant equity strategy within a multi-asset alternative risk premia fund. Within the firm, I also acted as the point-person for quant equities and am PM for the largest set of dedicated equity portfolios.In addition to portfolio management, I focused on improving processes that support Pimco’s strong reputation for shareholder engagement and equity stewardship, especially on climate-change issues. I also regularly contributed as a thought leader through writing and presentations.

I managed a team of researchers and portfolio managers covering long-short and long-only strategies, in developed, frontier, and emerging markets as a member of the Senior Investment Leadership Team reporting to CIO. I was initially hired to expand the team of researchers to explore and implement a multi-factor quantitative equity investment. I developed internal research criteria and principles. I made significant contributions to the investment process including the roll-out of 2-3 new alpha model updates each year containing dozens of new alpha ideas, diversifying strategies away from common factors, increasing alpha transfer to long-only and long-short portfolios, and including dynamic factor weighting. We were able to realize measurable alpha gains, reduced R&D time on projects from months to weeks, and pioneered ways to make research nimble and efficient. The combination of these efforts was pivotal in growing AUM by 100% during my tenure.My time at Acadian included improvements in talent development. I drove the adoption of an ongoing researcher training covering best practices, soliciting and responding to feedback, and making large and small group presentations. I pioneered and expanded external third-party collaborations to collect/clean data, build tools, and assist with client white papers. Additionally, I augmented productivity and tapered group turnover by developing/testing a 360-degree research review process which was adopted throughout the investment team.

I was a senior member of a team accountable for $150B (at peak) in global long-only and long-short quantitative equity investments. I helped navigate the Financial Crisis of 2008 in both good performance and asset retention. Throughout my tenure at Goldman, I improved investment processes and transparency and introduced new strategies. Talent recruiting and development were also among my contributions to the firm. I created an academic referral channel to cast a wider net for talent and successfully on-board several new hires at all levels of experience.

I managed all aspects of equity research for proposed large-/small-/mid-cap, and long-short portfolios and developed short-, medium- and long-horizon strategies. I contributed significantly to process improvements such as creating a common platform for collecting, cleaning, and formatting data for all equity strategies. Additionally, I developed a common signal combination, portfolio optimization, back-testing and performance attribution framework to track intra-day risk exposures.