Ludger Hentschel

Co-Founder

New York City, New York, United States22 yrs 3 mos experience
Most Likely To SwitchHighly Stable

Key Highlights

  • Expert in quantitative research and systematic investment strategies.
  • Proven track record in developing proprietary forecasting models.
  • Published author in leading academic finance journals.
Stackforce AI infers this person is a Quantitative Research Expert in the Fintech industry.

Contact

Skills

Core Skills

Quantitative ResearchMachine LearningStatistical ModelingQuantitative ModelingRisk EvaluationQuantitative Equity ResearchPortfolio Analytics

Other Skills

Alpha GenerationAlternative Investment RiskEconometricsForecastingMATLABManager EvaluationPortfolio OptimizationPythonRisk ModelingTeam Management

About

I am a quantitative researcher and founding partner at Versor Investments, where I work on systematic investment strategies using forecasting models, alternative data, machine learning, risk modeling, and execution research. Much of my research is proprietary and spans the full investment pipeline, from feature engineering and model development to portfolio construction and implementation.Before Versor, I worked in quantitative research roles at MSCI, Investcorp, New York Life Investment Management, the University of Rochester, and the Federal Reserve Board. I have published in leading academic finance journals and speak frequently at seminars and conferences.

Experience

Versor investments

Founding Partner, Investments

Jan 2014Present · 12 yrs 2 mos · New York, United States

  • Quantitative research for forecasting models, alternative data, risk modeling, portfolio construction, and execution research for systematic strategies.
  • Much of this work is proprietary and spans the full research pipeline, from feature engineering and modeling to production implementation.
Quantitative ResearchForecastingMachine LearningStatistical ModelingRisk ModelingPortfolio Optimization+5

Msci inc.

Managing Director, Research: Global Risk, Alternative Risks, and Asset Allocation

Jan 2012Jan 2014 · 2 yrs · New York, United States

  • Quantitative research for global multi-asset-class risk models, including statistical modeling, factor models, and alternative investment risk.
Quantitative ResearchStatistical ModelingRisk ModelingAlternative Investment Risk

Investcorp

Head of Quantitative Research and Asset Allocation

Jan 2008Jan 2012 · 4 yrs · New York, United States

  • Quantitative modeling for allocation, risk, and manager evaluation within the hedge fund group.
Quantitative ModelingRisk EvaluationManager Evaluation

New york life investments

Director of Quantitative Equity Research

Jan 2004Jan 2008 · 4 yrs · New York, United States

  • Quantitative equity research and portfolio analytics for equity and target-date retirement strategies.
Quantitative Equity ResearchPortfolio Analytics

Education

Princeton University

Doctor of Philosophy - PhD — Economics

Yale University

Bachelor of Science - BS — Mechanical Engineering

Pearson College UWC

International Baccalaureate

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