Apr 2021 – Dec 2023 · 2 yrs 8 mos

Sep 2019 – Apr 2021 · 1 yr 7 mos

• Leveraged a broad variety of STOXX and Axioma data and technology to identify trends in financial markets, reveal insights into products and markets, and offer thought leadership
• Published whitepapers, blogs, market commentary that covered global market events and showed how changes in the risk environment may impact equity investments
• Partnered with Product, Marketing and Sales teams to deliver collateral for product launches and to increase awareness of Qontigo capabilities, products, and services, with a focus on revenue growth and market positioning

Oct 2015 – Sep 2019 · 3 yrs 11 mos · Greater New York City Area

• Developed weekly market commentary on the current risk environment in the US and worldwide markets for over 800 clients and prospective clients
• Promoted dissemination of key risk insights via published reports, white papers, and conference and client presentations
• Conducted innovative applied research, using Axioma’s risk management and portfolio construction solutions, on risk modeling, hedging, and stress testing for equity portfolios
• Delivered risk analyses at clients’ requests by integrating multiple data sources and employing a variety of analytic methodologies

Feb 2011 – Sep 2015 · 4 yrs 7 mos · Greater New York City Area

• Managed multiple teams and various types of projects including supply chain restructuring, global documentation, intangible property migration, and tax planning and compliance projects
• Built financial models to assess intellectual property values and tax benefits from restructuring multi-national companies
• Evaluated inter-company loan interest rates for multi-national clients using financial statement and credit analyses
• Performed econometric analysis to support “controversy cases” with tax/regulatory authorities

Jan 2010 – Nov 2010 · 10 mos · Greater Boston Area

• Successfully managed daily rebalancing trades for $20 million institutional client portfolio in small-cap market neutral strategy; this included tracking stock recommendation changes from quantitative stock selection models, handling portfolio imbalances, cash flows and corporate actions, and submitting trades to trade desk, as well as monitoring and controlling risk in accordance with strategy mandate
• Oversaw macroeconomic risk control for market neutral and 130/30 portfolios of over $500 million assets under management using Northfield U.S. Macroeconomic Equity Risk Model
• Independently prospected new client relationships, both internal and external to BNY Mellon
• Interacted with clients and consultants, and presented regularly on portfolio-related matters

Mar 2009 – Feb 2010 · 11 mos · Greater Boston Area

• Portfolio Management Support
• Identified imbalances in long/short portfolios (over-leverage, etc.) and assisted with trade generation
• Monitored daily activity in portfolios: cash flows, merger/acquisition situations, and other corporate actions
• Risk Analysis
• Developed methods for integrating Barra (bottom-up) and Northfield (top-down) risk models, contributing to a significant improvement in the portfolios’ risk profiles
• Built and administered database for “red-flag events” in US equity universe for a more efficient model override process

Jun 2008 – Feb 2009 · 8 mos · Greater Boston Area

• Performed research toward a new long/short small-cap equity strategy that went live with client funding in Dec. 2008
• Implemented Northfield US Macroeconomic Equity Risk Model, thus lowering macro factor exposure from 50% to 20%
• Automated portfolio rebalancing procedures, resulting in a more robust process and 10% decrease in rebalancing time