Managing Director, Director of Research
Apr 1995 - Dec 1999
Analytic Investors, Inc., Los Angeles, CA
- Member of three-person Executive Committee responsible for all aspects of research, trading, marketing and management for a boutique quantitative investment management firm.
- Managed the firm’s quantitative research efforts. Specific expertise in asset allocation, capital market forecasting, derivatives valuation, fixed income research and optimization methods.
- Direct responsibility for risk management of all investment processes including global tactical allocation, volatility arbitrage, quantitative equity selection and fixed income management.
- Served as key client liaison to the firm’s largest institutional clientele, including public and private and public plan sponsors, endowments/foundations, insurance companies and family offices.