Philadelphia, Pennsylvania, United States
Experienced Multi-Asset investment professional with a strong background in portfolio management and cross-asset relative value investment research.
DWS Research Institute • Co-author/lead researcher on the DWS Long View, firm-wide long-term capital market assumptions methodology o Publish research findings in annual publication and quarterly newsletters o Develop/review fundamental building blocks for 10-year return forecasts across asset classes o Conduct academic review on topics including GDP-to-earnings translation across countries, regional equity dilution, roll down capture, volatility and correlation forecasting, fx forecasting, and ESG impact on expected returns o Assist Multi-Asset PMs and insurance solutions teams with portfolio construction methodology for strategic asset allocation, which combines mean-variance, risk clustering and discretionary adjustments • Jointly responsible as part of a 3-person team to produce official DWS 12-month developed and emerging markets fx forecasts • Publish white papers including The Role of REITs in Real Estate Allocations (published with GIC), ESG in Strategic Asset Allocation—industry-leading research on ESG portfolio implementation, framework for fx hedging non-dollar investments (published in Journal of Investing), evaluating the efficacy of ESG pillars across regional equity markets (published in Journal of Index Investing), Macro factor-timing model (pending publication in the Journal of Beta Investment Strategies), Fallen Angels for insurance companies (published in the Insurance AUM Journal) • Build and present macro and cross-asset framework to the US Multi-Asset Investment Committee bi-weekly • Provide ongoing research support for institutional client mandates evaluating factor risk exposure and providing portfolio risk and return attribution for DWS equity factor suite • Present at conferences/webinars/podcasts on research and market views (ETF Trends/VettaFi, Asset TV, Lead-Lag Report, etc.)
Vice President/Portfolio Manager, Private Bank CIO Team, Portfolio Management Group - Manage and assess investment strategy, risk exposure and portfolio construction for over $70bn in diversified multi-asset investment portfolios for JPM Global Wealth Management and Chase Wealth Management - Co-manage Chase Strategic Portfolios and JPMorgan Core Advisory Program overseeing 84 unique risk-based portfolios covering over 300k clients - Improved excess performance 100-275bps across portfolios since taking over management responsibilities on March 1, 2016 o Co-manage JPMorgan Access Funds with roughly $1.5bn in AUM o Present portfolio performance and investment outlook at board meetings, national sales calls and ad hoc regional sales presentations - Jointly responsible for setting asset class allocation ranges, vetting and approving acceptable investment vehicles and deriving client risk limitations for Mutual Fund Advisory Program of over $12bn in client assets - Conduct research across asset classes leveraged by the global investment committee of JPM Private Bank on topics including: - Portfolio factor risk and component risk contribution at portfolio and sub-asset class levels o Index level cross-asset relative value across debt and equity capital structure - Regime-based term structure analysis across global developed sovereign markets on real and nominal bases
Global Access Portfolios - Diversified Offshore Strategies - Responsible for opportunistic idea generation (6-12mo time frame) within FX and commodities utilizing both vanilla and exotic single asset and index/custom index basket options - Modeled tactical portfolio shifts given team’s macroeconomic views and quantitative risk targets - Helped to develop framework for assessing cross-asset relative value opportunities across rates/credit/equities - Researched macroeconomic and market trends to supplement investment team’s capital markets assumptions - Researched and recommended appropriate portfolio vehicle implementation (mutual funds, hedge funds, ETFs, options, structured notes) - Partnered with quantitative research team to develop systematic asset class agnostic investment models based on a proprietary risk and diversification framework (System and method for maximizing portfolio diversification, U.S. patent No. US 10,713,725 B1) - Worked with Brazil portfolio manager to develop portfolio construction and risk methodology for local multi-asset portfolios
Investment Management
International Securities Lending
Wall St. office, assisted financial advisors with qualifying and managing high net worth clients