Responsible for Risk Management at Sector Neutral Fund and Delta Neutral Fund, two multi-strategy hedge funds with over $350 in AUM. In 2004 I led the development of a proprietary Risk Management System that calculated portfolio level risk statistics for a multi-asset portfolio taking into account daily cross-correlations between almost 3500 stocks, indices and their Derivatives. Thorough understanding of buy and sell side Risk Management—Represented AIMR on the SEC task force to study Market Risk Disclosure. |
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