Senior Quantitative Analyst Resume Portland, OR - Hire IT People

SUMMARY

Quantitative Professional with experience developing models, algorithms, strategies, and software products using machine learning, statistical analysis, and other quantitative techniques.

TECHNICAL SKILLS

Operating systems: Windows, Mac, Linux

Languages: R, C#, Python, C++, C, VBA, MATLAB, SQL, Clojure

Applications: Excel, Numerix, Bloomberg, Axioma, Barra, Charles River

PROFESSIONAL EXPERIENCE

Confidential, Portland, OR

Senior Quantitative Analyst

Responsibilities:

One of the founding members of Confidential Advanced Systems Engineering team that established Confidential Portland Office to build a greenfield fund administration product to service all asset classes.
Lead of Calculation Engine team responsible for designing and building system to calculate independent assessments of valuation and risk calculations for all products.
Coach team members and two teams of student financial software projects.

Confidential, Boston, MA

Portfolio Construction Analyst

Responsibilities:

Member of trading group overseeing over $50 Billion AUM of active strategies.
Responsible for running optimizations and creating trades to maintain optimal portfolios in response to PM instructions, market movements, cash flows, corporate actions, etc.
Coordinated between portfolio managers, traders, compliance, client services, corporate actions, operations, IT, and brokers.
Focus on quantitative and event - driven strategies in developed and emerging global equity markets. Additionally supported swaps, futures, and options.

Confidential, Boston, MA

Quantitative Analyst

Responsibilities:

Member of quant research group supporting $160 Billion AUM of active and passive strategies.
Primary focus on alpha generation research for market neutral and enhanced equity strategies using R.
Additionally supported derivative, commodity, and currency strategies.
Designed and built Geode’s backtest infrastructure.
Independently developed several alpha factors, factor weighting and factor timing methodologies.
Co-designed, implemented, tested, and put into production macro and volatility regime models in R.
Formalized and tested Geode’s tax-managed pilot fund strategies.
Contributed to collaborative initiatives such as firm-wide alpha integration project, risk model and optimizer evaluations, and tick data infrastructure project.
Responsible for supervising research interns and maintaining relationships with sell-side and 3 rd party researchers.

Confidential, San Francisco, CA

Quantitative Finance Consultant

Responsibilities:

Completed financial research projects to create quantitative solutions for prop traders, hedge funds, and financial newsletters.
Created automated models to trade international portfolios of REITs incorporating macro indicators, market action, and regime-switching classification using data mining techniques.
Researched intraday patterns in energy and commodities markets and helped design and backtest algorithmic trading strategies.
Authored software tools in C++, R, and Excel VBA to assist traders.

Confidential, San Francisco, CA

Assistant Portfolio Manager, Asset Allocation

Responsibilities:

Ran, maintained, and enhanced the active, multi-asset class, quantitative models used to determine optimal allocations and trades for $20 Billion AUM of Domestic Tactical Asset Allocation Portfolios.
Responsibilities included gathering and cleaning input data, maintaining VBA and Matlab source code, generating and distributing desired trades, and designing and implementing improvements in execution and user interfaces.
Challenged and suggested improvements to preexisting volatility and fundamental equity models.
Performed a battery of daily analytics (Risk analysis, Alpha attribution, margin cash allocations, etc.) for $190 Billion AUM managed by Global Asset Allocation Portfolio Managers.
Served as the sole APM on several Domestic Asset Allocation and Global Asset Allocation portfolios. Performed regular and ad hoc tasks as requested by senior PMs, executives, and clients.
Proactively solved problems by coordinating with Trading, Trade Operations, Accounting, Client Service, and Reporting to detect and ensure resolution of any issues that arose.
Conceived and spearheaded a project to integrate and automate all domestic and global models.

Confidential, San Francisco, CA

Pricing Analyst

Responsibilities:

Negotiated with suppliers to secure more favorable drug acquisition costs, leading to savings of ~$1.5 million per month.
Analyzed market data to optimize Confidential ’s generic pharmaceutical prices.

Confidential, San Diego, CA

Lead Programmer

Responsibilities:

Extracted useful patterns from biosensor data using signal processing algorithms in C++.

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Senior Quantitative Analyst Resume

Portland, OR

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