Director - Asset Allocation
Oversaw asset allocation and fund research for individual and institutional products and services. Consulted in asset allocation, investment policy and portfolio management selection for key institutions representing $2B worth of AUM.
• Served as lead investment analyst and advisor for several corporate pension plans responsible for asset class allocation modeling and oversight, manager selection, and performance reporting and reviews.
• Led institutional 401k product sales and service through the promotion and management of portfolio manager research and selection.
• Oversaw portfolio management research (separate account managers, mutual funds, hedges), due diligence, selection and performance reporting supporting advisory and institutional qualified plan products.
• Spearheaded corporate initiative and implementation of strategic asset allocation strategies and optimization tools to improve fee-based financial planning platform organization-wide (6000+ investment advisors).
• Redesigned mutual fund wrap product as lead on broker-dealer team – product served all investment categories and asset classes and included preferred manager selection process, asset allocation and implementation tools and performance reporting.
Served as co-portfolio manager to various ETF portfolios including Large Cap Core, Large Cap Growth, International Core and strategic asset allocation and dynamic asset allocation portfolios with assets under management (AUM) of $30B+.
• Designed and implemented macro, fundamental and technical approaches for domestic equity growth, core, value ETF portfolios providing average annualized alpha of 100 and 170 bps.
• Created and implemented macro approach for international equity core ETF portfolio providing average annualized alpha of 70 bps.
• Generated high-value returns by redesigning strategic asset allocation process to incorporate technical, fat-tail and trend analysis to minimize negative skewness and high kurtosis.