As the Head of the Quantitative and Risk Analytics team, I lead one of the four main pillars of the OCIO platform for the Advisory Solutions Group at Fiduciary Trust International. Our focus is on serving ultra high-net-worth clients and institutions, managing assets averaging over $100 million within a multi-asset class framework. I enjoy problem-solving, teaching and breaking down difficult quantitative concepts so that they are easier to comprehend, fostering a collaborative and educational environment within my team and with clients.

My role involves strategic planning for the team, portfolio analytics generation, spearheading portfolio hedging strategies tailored to specific client portfolios and overseeing our Strategic Asset Allocation framework utilizing a multi-factor and modified Black-Litterman approach.

In this capacity, I have developed advanced Multi-Asset Class portfolio management tools, an institutional-level risk infrastructure and designed simulation-based portfolio construction models. I have also built a factor-based risk and optimization framework that provides robust quantitative support for FTI’s three fundamentally-based equity strategy teams.

I frequently present to the Investment Committee, Risk Operating Committee and Steering Committee, offering quantitative reviews of cross-sectional analysis and trends.