Bio

Alternative data, analytics & data science leader within the financial markets space. Responsible for innovation and quantitative tools. Director, data scientist, alternative data maestro, quantitative researcher and patent-pending solution provider with a background in options market-making, portfolio management and financial markets. Quantitative expertise with ESG and sustainability metrics - primary inventor of the ESGiQ global quantitative rating system. Deliver results - communicating findings with clarity and insight. Created proprietary inventions, methodologies and rating systems for a large, top global asset manager. Ran point on alternative data - met with vendors, vetted data, delivered ROI. Served as a derivatives portfolio manager, trader and analyst. Over 18 years of experience in propriety options pricing, basic arbitrage, statistical arbitrage, spreads, risk management, portfolio management and volatility analysis. Traded equities, equity derivatives, indices, equity index derivatives and interest rate derivatives (and managed portfolios consisting of these) on several exchanges in different parts of the United States, in a fast-paced, team-oriented setting. Served as a member of many financial exchange committees. Chartered Alternative Investment Analyst ® (CAIA) Charterholder and Financial Data Professional® (FDP) Charterholder familiar with private equity strategies, hedge fund strategies, and econometric methods. Program in a variety of languages, including Python, R, SAS, and Weka. Experience with NLP, sentiment analysis, regime forecasting models and sustainability metrics (including ESG). Skills include options market-making, optimization, linear programming, dashboards, time-series forecasting, volatility forecasting, cross-sectional factor models, the Black-Litterman model, VaR & ETL risk management techniques. Versed in data analysis and data mining methodologies including machine learning techniques (deep learning neural networks, support vector machines, decision trees, association rules, Bayesian networks, K-means clustering, EM clustering, DBSCAN clustering, etc.), SUR models, fixed-effect models, random-effect models, logistic regression, multiple linear regression, multivariate regression, Poisson regression, survival models, TSLS, FGLS, ARIMA and ARFIMA models, GARCH (& extensions), the LASSO, differential evolutionary algorithmic solvers, Monte Carlo simulation, bootstrapping, zero-inflated negative binomial & Poisson models, and state-space time-series forecasting.