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Quantitative Analyst Resume

TECHNICAL SKILLS

  • Confidential Tableau eVestment C# .Net
  • Clarifi Capital IQ Credit Suisse’s Holt Model R software
  • Starmine Thomson One Panaray Python Pandas

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.

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