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.
·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.
·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.
·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.
·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.