Jay D.

Experience

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  Putnam Investments

  Jun 2005 - Feb 2007

  Investment Associate

  * Developed a multiple factor performance attribution system that incorporates trade data and derivatives to evaluate past performance. Reduced residual between attributed and reported performance from 50 basis points to 2.* Maintained the quantitative model on a daily and monthly basis. Reduced the time required for daily updates from 45 minutes to 5 minutes.

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  Goldman Sachs

  Feb 2007 - Oct 2012

  Vice President

  * Designed and created distributed platform for the concurrent optimization of over 80 accounts simultaneously. Reduced the time taken for portfolio construction by 90% allowing the group to move from monthly to weekly rebalance cycles.* Built 300 node Matlab distributed computing grid for use by production rebalances, attributing portfolio results, backtesting portfolio construction techniques, and researching new signals. Increased the maximum number of simultaneous backtests 50-fold.* Researched and implemented an algorithm for optimizing multiple portfolios over a shared market impact function. This algorithm reduced transaction costs 30% Show less

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  MSCI Inc.

  Nov 2012 - now

  Managing Director

  Managing Director, Head of AI Products and OneMSCI EquityResponsible for the development of the next generation of investment management solutions bringing together MSCI capabilities across our Index, ESG, Climate and Analytics product lines, spanning direct indexing, new content development, and the creation of actionable insights.