Experience

• 

  Macquarie group

  Dec 1991 - Jul 1996

  Quantitative analyst

  • Research in asset allocation, derivatives, equity sectors, and volatility models• Quantitative analysis and systems development in fixed income and equities

• 

  Deutsche asset management

  Dec 1997 - Jul 2010

  Director, portfolio manager/analyst, asset allocation strategies

  • Conduct strategic asset allocation studies using a proprietary portfolio optimization tool based on Bayesian statistics and probabilistic objectives• Manage cash flows and rebalancing for asset allocation portfolios including target date, target risk, alternative and completion strategies, taking into account the portfolio's factor risk exposure• Developed Liability Driven Investing (LDI) asset allocation framework through the creation of custom liability benchmarks based on PPA-mandated yield curves• Consulted with insurance companies, pension plans and small-mid sized endowments and foundations on asset allocation, risk analysis and outcome-oriented portfolio solutions• Collaborated with hedge fund-of-funds team to optimize allocation to hedge fund strategies (eg., global macro, convert arb, long/short, distressed debt, etc.)• Researched various non-traditional asset classes, including private equity, real estate, TIPS, and commodities Show less

• 

  Qs investors, llc

  Aug 2010 - Mar 2011

  Portfolio manager, strategic asset allocation

  • Conduct strategic asset allocation studies using a proprietary portfolio optimization tool based on Bayesian statistics and probabilistic objectives• Manage cash flows and rebalancing for asset allocation portfolios including target date, target risk, alternative and completion strategies, taking into account the portfolio's factor risk exposure• Note: QS Investors is a spin-off from Deutsche Asset Management

• 

  Blackrock

  Mar 2011 - Aug 2016

  Portfolio consultant lead

  • Head of Portfolio Consulting team catering to the Private Wealth and Asset Manager channels within Blackrock's Multi-Asset Portfolio and Investment Consulting (MAPIC) group• Consult with retail and institutional clients on portfolio construction/asset allocation and risk management as well as product and investment analysis and research• Utilize returns-based and holdings-based risk model (eg., Barra, Aladdin) approaches for analyzing portfolio risk

• 

  Ameriprise financial services, inc.

  Aug 2016 - Aug 2018

  Director, asset allocation

  • Lead the effort to build and maintain a series of asset allocation models defined by risk, time, and tax considerations that implement Global Asset Allocation Committee (GAAC) views.• Develop and enhance committee qualitative and quantitative processes that drive strong strategic and tactical asset allocation decision-making.• Drive asset allocation leadership for the firm. Act as the Ameriprise SME and point-of-contact on all aspects of asset allocation, implementation, and tool functionality. Show less

• 

  Wells fargo

  Sept 2018 - Jan 2020

  Senior solutions manager

  • Member of the Multi-Asset Solutions team within Wells Fargo Asset Management.• Design and implement outcome-oriented investment portfolios for institutional clients, incorporating asset allocation, risk analysis, and portfolio construction.

• 

  Qs investors, llc

  May 2020 - May 2021

  Senior portfolio manager

  • Senior member of the Multi-Asset Portfolio Management team.• Manage daily cash flows, trading and rebalancing across various multi-asset portfolios.• Involved in portfolio construction via proprietary factor-based asset allocation and manager optimization process.• Note: QS Investors, an affiliate of Legg Mason, merged with Franklin Templeton on July 31, 2020.

• 

  Atb financial

  May 2021 - now

  Senior portfolio manager