Quantitative Analyst Resume

TECHNICAL SKILLS

PROFESSIONAL EXPERIENCE

Confidential, Chicago, IL

Quantitative Analyst

Responsibilities:

Delivered equity factors, quantifying regime changes and economic distortion presentations to buyside principles and analyst to improve their model development.
Rebuilt Confidential equity investment research platform allowing client to succinctly present to investment committees qualifying them for larger institutional clients.
Interviewed and selected data sources and constructed the investment selection factor models.
Authored internal user manuals for systems created.
Utilized SQL Server, R Studio and Excel VBA macros to re - focus employees’ research efforts to profitable activities via simplifying their investment management selection process.
Progress and immediate benefits were presented to principles weekly to demonstrate firm’s new capabilities.
Information fatigue and stress of portfolio managers was reduced by converting internal equity models to a visual output.
Acquired long-term relationships with a wide range of institutional clients who manage $3,800,000,000 - $12,000,000,000 AUM.

Confidential, Chicago, Illinois

Associate - Quantitative Investment Analyst

Responsibilities:

Presented to CEOs, CFOs, and Treasurers of public companies (market capitalization .5b to 2b) strategic ideas on valuation, capital restructure, share buybacks/issuance, and acquisitions targets.
These presentations are based on the Credit Suisse‘s Holt Methodology.
Presented team’s proprietary global investment process to international and domestic prospects/customers.
Conducted portfolio management: research, select, and monitor investment positions via a combination of fundamental research, proprietary equity quantitative models, and technical analysis.
Designed and implemented team’s multi factor equity models.
Score fundamental factors on: earnings and sales revisions, EVA, EVA momentum, EPS surprises and quality, valuation, profitability, growth sustainability, dollar volume, price momentum and risk.
Created team’s proprietary global Separately Managed Account, and Fund universe ranking models.
The model’s factors incorporates draw-down area, downside deviation, cumulative total return, skew, kurtosis, risk, information ratio, risk adjusted ratios, cumulative excess return, and style drift.

Confidential, Chicago, Illinois

Investment Management Analyst

Responsibilities:

Created a proprietary global multi factor equity ranking model in VBA Excel.
Conducted on site company visits/management interviews in Moscow, Istanbul, Warsaw, Tbilisi, and London to further team’s equity investment research.
Designed an evolving portfolio manager and mutual fund staged model that uses rankings of various factors and scores them in VBA Excel. (Screen universe of appx. 8,000 funds/managers).
Worked with middle market business investment banks and clients to produce liquidity events.

Confidential, Chicago, Illinois

Investment Management Analyst

Responsibilities:

Utilized Confidential, Confidential, Confidential, Baseline, WONDA, and VBA macros to advised a portfolio manager in the team’s stock selection process.
Researched businesses and industry growth trends, communicated with sell side analysts, analyzed company financial statements, applied z score-ratio and FCF valuation models in order to make informed buy and sell recommendations to the portfolio manager.
Expanded client base by communicating with clients on market comments, investment themes, and industry growth trends.
Presented to a wide range of clientele from family offices, foundations and privately held businesses.
Improved portfolio efficiency by conducting security based portfolio attribution and return based analysis for performance and risk control.
Significant profit and efficiency improvement was achieved by authoring a 1 -page daily global report on business assets, changes to portfolios, FOF and SMA models.
Maintained client relationships and implemented multi-tiered investment strategies.
Established relationships with multi-generational family offices (1MM to 200MM) to accomplished unique investment needs and demands.
Completed the Consulting Group Confidential Investment Management Analyst program.