Quantitative Portfolio manager with deep expertise in equity strategies, risk modeling, data data-driven alpha research. Seeking to contribute to a collaborative investment team where research rigor and implementation discipline are valued.
- - Python (Pandas, NumPy, Scikit-learn), R, C#, T-SQL, JavaScript, HTML/CSS
- - SQL Server, Snowflake, Redis, MongoDB, MySQL
- - Tableau, Matplotlib, Plotly
- Charles River OMS, Bloomberg Terminal (DAPI/SAPI), Refinitiv Elektron/QAI
- Custom Optimization Frameworks (Cvxpy, Gurobi), Multi-Prime Portfolio Management
- Time Series Analysis, Cross-sectional Regression, Clustering, Dimensionality Reduction, Outlier Detection
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: Acadian Asset Management - Equity Alternatives
VP, Portfolio Manager, Equity Alternatives (2022 - Present)
- Responsible for the daily management of a large 5x leveraged long/short equity portfolio
- Build, maintain and enhance custom optimization framework to manage complex multi-prime, leveraged, long/short portfolios
- Research, develop and validate custom built risk models tailored for risk management in bespoke equity strategies
- Directly interface with the internal trading desk to ensure trading objectives are met while minimizing cost
- Collaborate with the Alternative Treasury Operations group on fund management, broker relationships and cost controls
- Manage individual sleeve portfolios as part of a larger multi-strat book
- Work as part of team that oversees the entire multi-strat fund
- Perform investment research to enhance the process, fund performance and idea generation
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: Acadian Asset Management - Model Integration (Embedded within the Equity Alternatives team)
VP, Lead Analyst, Integration (2020 - 2022)
VP, Senior Analyst, Integration (2019 - 2020)
AVP, Senior Analyst, Integration (2017 - 2019)
- Built and maintained a large data cache and abstraction layer that exposes universes and data elements
- Technical lead within the group with stewardship responsibilities over the equity alternatives Python framework
- Designed and built portfolio objects with collections of reusable analytic functions for centralized analysis
- Directly involved with new strategy design, testing and implementation - from conception to live trading
- Perform research on alpha & risk factors, trading and alternative data sets as well as near-term trading signals
- Developed and maintained a nightly job cycle with automated reporting on exposures, positioning, attribution and more
- Work directly with the internal trading desk while rebalancing, including monitoring liquidity events, hedging requirements and other market impacts
- Designed bidirectional integration with Bloomberg exposing functionality on the terminal and through Server API
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: Acadian Asset Management - Information Technology
AVP, Manager, Software Engineering (2014 - 2017)
Senior Software Engineer (2012 - 2014)
- Led a software engineering team constating of 7 developers focused on large transformational projects
- Interacted with and provided technical support to the front office research, trading and portfolio management functions
- Intimately involved in the documentation and reengineering of the trading life cycle
- Integrated new data with existing sources including semi-structured broker and text data
- Built and maintained an Operational Data Store and Data Marts to support reporting and analytics
- Led modernization efforts to standardize data access and adopt new tools for visualization and analytics
: Monster.com
Manager - Global Data Warehousing (2011 - 2012)
Senior Data Warehouse Developer - Global Data Warehousing (2010 - 2011)
Data Warehouse Developer - Global Data Warehousing (2008 - 2010)
- Experience spanned individual contributor, team lead to managing 12 developers globally in support of the global data team
- Built and maintained Operational Data Stores, Data Warehouses and Data Marts to support both internal and customer facing analytics
- Designed large scale transactional data processing pipelines to ingest data in near real-time
- Leveraged knowledge of the Internet, Advertising and Fees business to successfully model data in support of analytics
- Followed a rigid product release cycle with classic SDLC processes, automated code testing and promotion
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: Southworth International
Applications Developer II (2007 - 2008)
Developer / Administration (2005 - 2006)
Senior Systems Technician (2002 - 2004)
Systems Technician I (2000 - 2002)
- Directly responsible for the technical infrastructure covering multiple sites across the country
- Built and maintained custom software to integrate ERP data directly into CAD systems
- Developed a Data Warehouse system to centralize and automate reporting and ad-hoc analytics
- Delivered automation software to multiple business units to streamline processes and improve data capture
- Northeastern University - Bachelor of Science - BS, Analytics
- SMTC - Associates Degree - AS, Computer Technology
- Cony High School