Experienced leader with quantitative research, trading, management, consulting, sales, and technology background. Deep domain knowledge in banking, brokerage, and asset management. Passionate about "hands - on" problem-solving using predictive modeling and data mining.
SKILLS / KNOWLEDGE:
- Data Science Machine Learning R Programming Python Programming Quantitative Research
- Market Structure Trading Strategy Block Trading Electronic Trading Equities Global Markets
- Hedge Funds Asset Management Trading Systems Strategic Planning Project Management
- Fixed Income Derivatives Financial Risk Process Improvement Team Leadership
Director of Quantitative Analytics, Data Science, and Development
- Partner with PM/fundamental analysts to generate Alpha and enhance investment process
- Utilize regression/classification predictive modeling techniques (generalized linear models, CART, ensembles) in Python (Pandas, NumPy, SciPy) on structured data to develop and test investment hypotheses and develop trading signals
- Developed and implemented firm's trading and testing infrastructure.
- Created firm's data storage environment (SQL Databases)
- Guide work of junior quant/intern.
- Identified millions in growth opportunities and cost savings for banks, broker/dealers, asset managers, and fintech clients through comprehensive industry research and consulting engagements.
- Generated over a dozen highly-regarded data-driven reports (see publications section).
- Managed all aspects of strategy-related consulting engagements including: proposals; stakeholder relationships; timelines and budgets; results and deliverables.
- Guided work of team of 5 to 8.
- Devised timely research on issues affecting equity market structure, algorithmic trading, and transaction cost analysis.
- Consulted with brokerage-industry clients on a range of strategic business issues.
- Presented at various industry conferences.
Director, Program Trading / Product Management
- Wrote plan for new platform and improvement of securities trading infrastructure.
- Company subsequently implemented program, saving several leading asset management firms multiple millions of dollars.
- Developed new business, building client base 20% and growing revenue $3MM within 18 months.
- “Quarterbacked” client trades, first by determining client objectives then formulating trading instructions and providing real-time feedback from local and global trading offices.
- Prototyped intraday performance analytics in VB6 using Open Bloomberg data.
- Delivered specifications for building new and refining existing technology related to file transfer performance locally and globally; provided executive oversight and reporting.
- Interfaced with technology staff to provide user requirements for the firm's initial global equity order delivery system.