Eldar Radovici CFA,FRM,CAIA

158 W 128th Street · New York, NY 10027 · (212) 606-3883 · eldar@radovici.com

I bring a unique combination of skills to the job:
financial risk management, software development,
and the proven ability to breakdown complex concepts
and communicate them to people of different backgrounds.


Experience

VP Investment Team Technology (C#, SQL, GIT, AZURE, ExcelDNA, EF Core)

Cohen & Steers - New York, NY

·Manage dev team that supports global assets and hundreds of users including portfolio managers, analysts, and traders.
·Took ownership of and overhauled legacy systems while pushing new development towards microservices with REST APIs.
·Introduced Azure DevOps for continuous integration including GIT, integration testing, pipelines and automatic deployment.
·Resolved intractable Excel and performance issues that have been plaguing our firm and support on a daily basis for years.
·Leading data sciences initiative to analyze non-traditional sources to enhance investment decisions; using EF Core and OData.

June 2019 - Present

Risk Management & Software Development (C#, SQL, AZURE, .NET CORE)

DataWarhorse - New York, NY

·Combined risk management, artificial intelligence, and alternative data to construct and optimize hedge fund portfolios.
  ·Constructed a multivariate-hedge of a client’s international portfolio to suit a FOF investor’s market neutral risk profile.
  ·Implemented a monte-carlo best-first search algorithm that uses structured randomness to optimize portfolio hedges.
·Built cloud-based ASP.NET MVC website for client access and data entry, iOS and Android apps, and Alexa skills for voice.
  ·Built a virtual risk manager on top of Amazon Echo to answer clients’ questions re their portfolio’s risk and exposures.
·Designed ETL framework for unstructured alternative data including social media, eCommerce and crowd sourced sites.
  ·Captured social media purges and food poisoning incidents to realize investable opportunities before the market knew.
·Researched and added support for re-distributable international market data including fixed income and derivatives.
·Implemented secure file uploads/downloads and user access using IIS / HTTPS rewrites, including 2FA via Authy.

November 2017 - June 2019

Director, Risk Management & Software Development (C#, SQL, PYTHON)

Tremblant Capital Group - New York, NY

·Designed and created risk management and data warehouse system (“DW”) used by everyone at the firm over 9 years.
·DW was praised by industry professionals as “among the top of all hedge funds [200+] we have reviewed in 25 years”.
·Implemented risk lib including performance analytics and alpha/beta attribution, stress tests, factor analysis, liquidity calcs.
  ·Expert at calculating and communicating equity risks including ratios, VOL, VaR (iVaR, marginal, component).
·Designed and developed 3 user interfaces/UX: web for data entry, Silverlight for analysis, Excel add-in for power users.
·Produced intraday, daily, and monthly reports for trading, operations, risk management, compliance, IR, and PMs.
·Worked on position, trade, and class levels; took in market data, security data, and user data (price targets).
·Consultant (2017): supported risk management and data warehouse system including risk analytics, reports, and debugging.

June 2009 - November 2017

Quantitative Strategist

BlueMountain Capital Management - New York, NY

·Created full-stack software to optimize margin, calculate risk, and assign trades using WPF’s M-V-ViewModel and WCF.
·Introduced and implemented continuous integration including SVN for SCM, JetBrains’ TeamCity, and Edgewall’s Trac.

March 2008 - January 2009

Development Manager

UBS IB Prime Brokerage - New York, NY

·Managed team of developers and front-end client technology including real-time P&L, trade management, & deployment.
·Analyzed, built, and championed multi-threaded MVC framework; managed interview process and onboarded employees.

May 2006 - March 2008

Professional Designations

CFA Charterholder

Chartered Financial Analyst
 

FRM

Financial Risk Manager
 

CAIA

Chartered Alternative Investment Analyst
 

Financial Research & Articles

excelprophet.com

Excel Tips for Investment Professionals
It seems like everyday I'm asked to help with Excel. These issues range from resolving corrupt Excel files to getting workbooks to load without being set to manual calculations. Over the years, I have become a Microsoft Excel expert and wanted to brain dump online for others to benefit from my experience.

blog.datawarhorse.com

DataWarhorse: Portfolio Optimization, Risk Management, & Alternative Data
Articles describing DataWarhorse's technology and use cases including:
  • 1. use our proprietary #AI to construct an optimal hedge that targets a specific risk profile;
  • 2. provide business and risk analytics including performance attribution, beta analysis, factor analysis, and stress tests;
  • 3. synthesize relevant alternative data and get notified of actionable intelligence before your competitors.

Predicting Financial Trends using Data Mining & Machine Learning

Master's Research, May 1st, 2003
The purpose of this research is to describe and understand financial trends. Historical charts describe trends in market behavior, and if correctly identified, can help produce profitable investments. The proposed task is to describe and identify financial trends systematically without bias. Interesting trends [or patterns] that are identified can then be used to complement the investor’s decision-making process.

Database Qualitative Benchmarks for Finance

Master's Research, December 1st 2003
This paper uses the FinTime queries to gauge the usefulness of the big three commercial database systems. This document provides research and reference to topics ranging from tuning a database system, the qualifications of the database language, and understanding how these commercial databases execute statistical queries. The purpose is to understand the obvious and subtle differences among these databases and select the best choice for a financial analysis project.

Education

New York University

Computer Science, MS
Focus on Artificial Intelligence, Data Mining, Machine Learning

Lehigh University

Computer Engineering, BS
Economics, BA