New York, New York, United States
I am an Investment Executive with multi-asset experience in portfolio management, portfolio and risk analytics, risk management, and client relations. I am adept in a variety of areas including macroeconomics, fixed income markets, risk management, hedge fund (manager) selection, asset-liability analysis, and computational programming. I have product expertise in US Treasury and sovereign debt, US mortgage and agency debt, fixed income derivatives, credit, and convertible bonds. My Hedge Fund Strategy due diligence experience spans Global Macro, Convertibles, Credit, Statistical Arbitrage, Volatility, fixed income and related strategies. My industry experience was acquired at a cross section of buy-side, sell-side and central banking institutions including the: Federal Reserve Board; Citigroup Global Fixed Income Division; BNY Mellon Fund of Hedge Funds (Ivy Asset Management); and Proshares. Additional Proficiencies include: Fixed Income Portfolio Mgmt. Asset Manager Due Diligence Asset / Portfolio Allocation Client Relationship Mgmt. Sectors (Credit, Rates, MBS, EM) Securities/Product Marketing Research and Writing New Product Design Financial Software proficiencies: YieldBook (Expert User), Barra One, POINT, Bloomberg, Asset Liability Management Software, MS Excel (Expert User) Pertrac, Morningstar, Evestments
Significant Roles: Portfolio Management - Infrastructure & Risk Management - Relationship Management - Product Design > Manage $3 billion of ETF and mutual fund assets – Fixed Income, Equity, Leveraged, and Alternative ETFs > Create and launch industry's first duration neutral fixed income ETF: HYHG, and sister product IGHG; design sister product in Emerging Markets; launched and manage Short Duration Emerging Market ETF; designed indexes, hedging methodology, portfolio guidelines, portfolio optimization, and creation / redemption basket procedure. > Design and implement the firm’s processes, infrastructure, and optimizations / (rebalancing) for managing active-passive fixed income mutual funds and ETFs; automate Risk Reporting and Return Attribution for fixed income products. > Present to investors the firm’s fixed income interest rate hedged-suite, traditional fixed income, and alternative ETF products.
Significant Roles: Manager Selection - Due Diligence - Risk Management - Strategy > Sourced and evaluated hedge fund investments in fixed income relative value and credit strategies; high yield; securitized products; emerging market; volatility strategies; and multi-strategy universe: screen investment universe, interview investment managers, and lead due diligence effort. > Performed risk analysis and P and L attribution analysis on fixed income; credit; and multi-strategy hedge fund investments; developed aggregated risk exposures methodology across the firm’s relative value investments. > Authored fixed income, volatility, and convertible bond hedge fund investment recommendations to Investment Committee. > Author research pieces and white papers for clients on topics such as “Investing and Risk in Volatility Strategies”, “Fixed Income Trading and Hedging Strategies”, and “Impact of the Mortgage Agencies on the Hedge Fund Universe”.
Significant Roles: Portfolio Management – Risk Management – Asset/Liability Management – Computation Skills > Expert in evaluating/optimizing fixed income portfolios (particularly credit and mortgage) for total return and income enhancement. > Mitigated fixed income market risk: duration, convexity, credit spread, yield curve slope, prepayment, liquidity, and cash flow on institutional fixed income portfolios > Asset/Liability Management—Spearheaded team’s asset-liability consulting efforts to commercial banks and asset-liability managed financial institutions; integrated third party asset-liability technology with firm’s proprietary software; developed numerous customer specific portfolio and strategy recommendations. > Develop and apply Black-Litterman asset allocation model (programmed in Matlab) for re-balancing actively managed core fixed income portfolios; expert user of Yield Book, Barclayslive, and ZM Financial (asset-liability) software.