What are your key responsibilities?
As Director of Portfolio Management, I am responsible for overseeing the day-to-day portfolio management, trade execution, and strategy implementation of all investment products and separately managed accounts at Aperio. I am also heavily involved in many of the firm’s quantitative research, process, and automation projects.
Describe your key previous work experience.
Prior to joining Aperio, I was a Managing Partner at AlphaStream Capital Management, LLC, where I was responsible for quantitative research and portfolio management. Before AlphaStream, I served as Lead Portfolio Manager and Co-Head of US Quantitative Equity Products at Zurich Scudder Investments.
What is the most interesting aspect of the job to you?
The most interesting aspect of my role is the balance between quantitative research and day-to-day portfolio management. Many of our research ideas come from our portfolio management group, and it is always exciting to see those ideas go from research initiatives to being implemented in our portfolio construction process.
Describe some noteworthy projects you have worked on that directly impact Aperio’s clients.
In collaboration with our portfolio management research team, we have been working on a research project to incorporate our asset-level transaction cost analysis into our transaction cost modeling. This research will allow us to incorporate our actual trade executions into our transaction cost models, with the goal of improving future trade executions.
What do you like most about working at Aperio?
Aperio’s emphasis on cross-departmental projects allows me the opportunity to collaborate with all of the other teams at Aperio. This creates tremendous learning opportunities with respect to the different functions outside portfolio management. I believe that the insights from having these varied perspectives can lead to better investment products and processes.
What are some non-work-related things we should know about you?
In my spare time, I enjoy kitesurfing, hiking, and camping, as well as spending time with my two pugs.
What postsecondary degrees and/or professional certifications do you possess?
BA in Quantitative Economics from Stanford University and MBA with concentrations in Finance and Econometrics from the University of Chicago.