Greater Philadelphia
Experienced Quant with strong technical skills and proficiency in Equity, FX, and Futures markets. Emphasis on empirical, econometric analysis and prediction of alternative investment strategies. Specialties: Artificial Intelligence/ Machine Learning, Behavioral Finance, Equities, Futures, FX, Matlab, Python, R, C#, SQL, Stata, Time-Series Analysis, Statistics.
Maintains and enhances proprietary quantitative techniques at Segall Bryant & Hamill of Corient and also supports several global equities portfolios by researching stock-selection models, performance trends, post-trades and risk models.
Research and generate behavioral and fundamental investment strategies in Small-Cap International Equities. Enhance PIA’s proprietary quantitative techniques including security and country ranking models, investment valuation tools, market trend analyses, and risk models.
Clearstar Asset Management is a Swiss-based hedge-fund that provides direct lending to growing businesses.
Partnered with world-renowned Harvard/Yale behavioral finance professor to research and design short-term quantitative trading strategies. Developed programs to research equities, commodity futures, and FX markets in order to engineer optimally combined new strategies. Researched new methods for optimal trade execution of existing strategies. Traded a global Equity Market Neutral fund and a 130/30 fund using the FIX protocol and REDIPlus. Extensive use of Compustat, CRSP, Factset, Bloomberg, LIM, EBS tick-data, and their respective APIs.
Fauchier Partners is an entity that merged with BNP Paribas. Built the $4.6B firm’s entire quantitative analysis application in ASP.NET and C# using R/S-PLUS as the statistical back-end engine. The application enables back-testing, portfolio diagnostics, crisis analysis, monte-carlo simulation, bootstrapping, principal components analysis, cluster analysis, normality tests, QQ-plots, ACF, time-varying state-space models (kalman filters), and non-linear regression analysis against over 300 benchmarks. Presented our quantitative systems and investment philosophy to existing and potential institutional clients. Lectured at the London Business School Hedge Fund Symposium before 100 professional investors, and journalists to address the relationship between long-short ratios and correlation. Other speakers included Nagi Kawkabani (co-founder of Brevan Howard) and professors William Fung and Narayan Naik.