Capital Manager Resume Â Torrance, CAÂ - Hire IT People

SUMMARY

Investment Management professional with extensive experience in quantitative analysis, risk management, risk modeling, capital adequacy, model development and research, equity portfolio management, portfolio optimization, back - testing, equity trading, and compliance.
Currently managing the economic capital modeling process for a $100+ B portfolio of auto loans and leases.
Proven ability to lead analysts in developing, managing and maintaining quantitative models for risk and equity portfolio management.
Statistical Analysis Model Development Equity Portfolio Management
Financial Risk Management Stress Test Scenarios Business Intelligence Analysis

TECHNICAL SKILLS:

Software: Highly experienced with SAS/SQL, Visual Basic, Excel, Axioma optimizer, Barra Aegis.

Data sources: Used Research Insight, Barra, Factset, Bloomberg, and MarketQA to build models and databases.

Trading Platforms: Used Triton, Rediplus, Passport to structure, execute, and monitor trade volumes of $20 billion/year.

PROFESSIONAL EXPERIENCE

Confidential, Torrance, CA

Capital Manager

Improved firm-wide financial risk controls by managing, documenting, and streamlining the Economic Capital process.
Played key role in laying the groundwork for roll-out of economic capital process world-wide.
Provided source of timely risk information to management by creating tracking reports for key risk parameters and portfolio criteria.
Greatly improved quality and stability of simulation results by establishing processes to re-estimate and update all input parameters to the risk models.

Confidential, Los Angeles, CA

Equity Portfolio Manager / Research Analyst

Consistently achieved portfolio performance in excess of benchmarks during my tenure at the firm.
Strictly controlled portfolio risk in accordance with investment guidelines, while never violating any exposure constraints.
Minimized transaction costs when rebalancing portfolios and managing cash flows, by choosing appropriate trading strategies and allocating trades to trading platform algorithms, ECNs, or brokerage trading desks.

Confidential, Los Angeles, CA

Mutual Fund Manager, Director of Equities Management

Raised Lipper Large-Cap Core 3-year ranking of the Eureka Equity Fund from 78th percentile in 2000, to 23rd percentile in Q1 2004.
Achieved performance in line with Lipper peer group average for the Eureka Global Fund.
Improved Small Cap Commingled Trust Fund 3-year performance, relative to its S&P 600 benchmark, from -2.79% in 2000 to +0.82% in 2003.
Consistently maintained risk exposures, tracking errors, and cash balances within investment guidelines, by continuously monitoring characteristics of the funds and rebalancing as necessary.