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Director Of Quantitative Analytics, Data Science, And Development Resume

SUMMARY:

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

EXPERIENCE:

Director of Quantitative Analytics, Data Science, and Development

Confidential

Responsibilities:

  • 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.

Data Scientist

Confidential

Responsibilities:

  • 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.

Confidential

Senior Analyst

Responsibilities:

  • 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

Confidential

Responsibilities:

  • 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.

Vice President

Confidential

Responsibilities:

  • 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.

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