Austin, Texas, United States
A highly-motivated technology professional working among teams of cross-functional product managers, engineers, and business process owners to build systems for optimal business solutions. Range of interests include product management, mentoring, and empowering business decisions through technology.
As an Investment Associate on the Asset Allocation team, I participated in the firm's highest priority project in 2014, a comprehensive review and analysis of the firm-wide strategic asset allocation. I performed financial analysis on potential additions to the asset mix and analyzed return forecasts surveyed from over 10 global investment managers to be used in a multivariate optimization to generate asset allocation scenarios. Separately, for the Tactical Asset Allocation strategy, I contributed to the database management functions by designing VBA procedures to optimize the process from trade generation, to trade execution, to reconciliation procedures for the Operations team. I served as a liaison between the Information Systems team and Asset Allocation team to build a customized application to automate trading financial derivatives and keep trading logs to assist in audits. I designed a financial model which produced signals to trade US stock market sectors using Bloomberg, Matlab, DataStream, and Excel as tools. Lastly, I gained experience optimizing TAA pair trade models and assisting with trade implementation and post-trade tracking error analysis.
As an Associate within the Treasury department for Financial Operations, I managed over 50 different margin (collateral) accounts across trading strategies for a multi-billion dollar hedge fund. I was deeply involved with setting up new Securities Lending Agreements between multiple counterparties and involved with daily operations of Sec-Lending facilitating over $2BN of equities between SLA's. Between 2011-12, I initiated and executed the transfer of $2.25BN stock into three new prime brokerage accounts for the equity trading desk. I served as a liaison between Information Systems teams and portfolio managers to build new systems to report margin requirement and develop margin requirement reduction strategies. I performed margin requirement/liquidity analysis for traders among strategies like long/short equity, convertible arbitrage, statistical arbitrage, fixed income, asset-backed securities, distressed securities/loans, and managed futures. In terms of human capital/development, I had experience training associates and interns within the Treasury group to analyze liquidity, utilize margin reporting systems, and build innovative and efficient processes within collateral management.
As an undergraduate at the University of Texas at Austin, I was selected as one of 36 undergraduate Finance Analysts in my class to the most selective undergraduate finance program. One year of in-class lessons on financial analysis and forecast modeling culminated in a small team effort to research and deliver a formal stock pitch to McCombs MBA Fund managers for consideration as an investment into the $15 million MBA Investment Fund. I conducted due diligence analysis and modeled pro-forma forecasts using Bloomberg, FactSet, StockVal, and Excel.
Within a small team I developed and coded a comprehensive hedge fund analysis/reporting program using VB.Net, SQL, and Excel. I consulted directly with the Chief Risk Officer and portfolios analysts to code functionality and reporting tools into our proprietary software. Additionally, I analyzed and compiled monthly books of investments return attribution and risk analysis for Portfolio Managers monthly review meetings.