Multi Asset Solutions Portfolio Manager
December 2020 - May 2023
Co-responsibility of two mutual funds and four discretionary mandates with a total of approximately 1.5bn CHF AuM. Primary responsibility over the systematic components of the investment process, leveraging R and custom packages to generate signals for the tactical asset allocation, construct portfolios and run backtests. I was also responsible for the whole operational value chain like instrument selection, order process, rebalancing and risk management.
Head Quantitative Development
April 2020 - November 2020
Lead a team of two senior engineers to build satellite applications for portfolio management teams, with a focus to improve and automate their investment processes. Completed the delivery of momentum signals on single equities for convertible bond portfolio managers.
Senior Quantitative Developer
January 2019 - March 2020
Migration of a variety of services to AWS, using DevOps methodology and cloud-native infrastructure as code. Development of RiskEngine, a backend services exposed through a REST API that calculates risk and performance metrics on timeseries.
Quantitative Developer
January 2018 - December 2018
Development of a server-side, R-based portfolio management analytics environment for the Multi Asset Solutions team, including proprietary R packages and a dedicated read-optimized database. Introduced the citizen developers concept to create own analysis and reports.