● Boosted alpha modeling throughput by designing and implementing the collaborative research process between data scientist feature modelers and ML/AI technique modelers.● Managed cross-team partnership between engineers and signal monetization research teams to deconstruct the predictiveness of forecasts; designed and implemented modeling and engineering platform investments to improve forecast monetization.● Established discretionary “quantamental” internal fundamental equity research team, researched and drove consensus to establish tactical trading strategies.

● Redesigned quantitative portfolio optimization process with high-fidelity front office P&L risk modeling.● Implemented market risk, pricing and valuation controls for all asset classes worldwide to ensure quantitative models utilized accurate inputs for risk, rebalances, optimizations, and trade generations.

● Designed U/I and investigated anomalous output from Bloomberg’s quantitative Merton default risk model (DRSK). ● Created quality controls for fundamental/market data model inputs.

● Managed accounting policy team, reported to division CFO; structured and closed transactions, documented approval for AIGFP’s complex structured finance vehicles (Tax SPVs, CDOs, SIVs and Jvs) with corporate CFO and PwC National Office.

● Managed team upgrading, adjusting and standardizing time-series fundamental financial metrics for industry-specific credit models.

● Collaborated with private equity clients and managed M&A due diligence teams, provided valuations and adjusted financial statements for financial modeling.

● Managed investment banking, hedge fund and private equity audit teams.