Extensive experience on the Buy and Sell Side, combining fundamental and quantitative methods in equity models and portfolio management. Experience building and leading quant research teams; building products and solutions for institutional investors, hedge funds, asset owners and asset managers. Specialties: alternative data, machine learning, NLP, systematic stock selection strategies, portfolio optimization, risk management, strategy simulation, portfolio construction, factor risk premia, ESG, data science Strong technical skills and experience working with R, Python, ClariFI, SQL, Thomson QA, FactSet.
Vice President, Quantitative Strategies & Product Development at S&P Global Market Intelligence
MBA, Finance