Experience

• 

  Ibm federal systems division

  Jan 1983 - Jan 1991

  Software engineer

  Member of 120-person team responsible for development and maintenance of Trident Submarine Command and Control Subsystem. Responsible for largest and most complex module in this real-time, time-critical system.

• 

  Ibm global services

  Jan 1992 - Jan 1994

  Application development consultant

  Designed and developed applications for customers in financial services, insurance, and retail industries using advanced statistical and optimization techniques to assist in making complex business decisions.

• 

  Putnam investments

  Dec 1999 - Apr 2003

  Quantitative analyst

  Lead member of Quantitative Equity Models Group responsible for factor research, diagnostics, and alpha modeling. Managed team of six analysts responsible for quantitative research and modeling infrastructure.

• 

  Gartmore

  May 2003 - Sept 2005

  Senior quantitative portfolio manager

  Architect and lead developer of global equity quantitative investment process including alpha modeling, portfolio optimization, tools, analytics, and research. Co-managed long-short, market-neutral funds investing in Europe and Asia with assets in excess of $600 million.

• 

  New york life investments

  Dec 2005 - Jan 2010

  Portfolio manager

  Manager of 4-person global equity investment team responsible for $275 million in Europe, Asia, and U.S. market-neutral strategies and $100 million in EAFE long-only and 130/30 strategies.

• 

  Alloy investments

  Oct 2013 - Dec 2020

  Partner / co-founder

  Tax-Aware Market-Neutral Hedge Fund Manager

• 

  Alphaworks

  Jun 2021 - Nov 2024

  Partner

  Tax-Aware Portfolio Management, Long-Only and Long/Short, Active and PassiveDirect IndexingCustom PortfoliosShadow BenchmarkingStrategy Simulation/Backtesting as a ServiceTax Alpha Estimation: https://www.shadowbenchmark.com

• 

  Invesco us

  Dec 2024 - now

  Senior quantitative portfolio manager