
Timeline
About me
Portfolio Manager, Head of Quantitative & Derivatives Strategies at Cohen and Steers
Education

The wharton school
-Bs economics, magna cum laudeActivities and Societies: Varsity Fencing, Chess
Experience

Morgan stanley capital international
Jan 1991 - Jan 1995Senior associateQuantitative analysis, index construction, and product developmentWorked with many in academia in modeling applications of data to deliver specific research objectives

Morgan stanley
Jan 1995 - Jan 2007Executive directorHead of Quantitative and Derivatives StrategiesPortfolio construction and advisoryEnhanced index strategies and models on S&P, MSCI, RussellHedging alternatives Derivatives strategies Proprietary trading including sector rotation models Transition Trading Risk modellingQuantitative and derivatives ResearchWorked with Hedge Funds, Pension Funds, Foundations/Endowments, and Private Wealth

Cohen & steers
May 2007 - nowSenior vice presidentPortfolio Manager & Director of Quantitative and Derivatives Strategies Head of Investment Risk ManagementDevelop quantitative and derivatives signals across real asset strategies Quantitative portfolio advisory across equities, commodities, and fixed income Develop systematic commodities, risk parity, and volatility targeting based strategies Portfolio Manager for Global Income Builder (INB), managing derivatives overlay strategy
Licenses & Certifications
.webp)
Financial risk manager (frm)
Global association of risk professionals (garp)
Languages
- frFrench
- heHebrew
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