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Work Background
Activam GroupPortfolio Consultant
Jan. 2024Melbourne, Victoria, AustraliaActivam Group is a boutique independent multi-asset investment management and asset consulting firm based in Melbourne. Activam partners with Wealth Advisers, Super Funds, Institutional Investors, Dealer Groups, and Charities to offer multi-asset portfolio solutions. I am enhancing the investment management framework of Activam's multi-asset class strategies blending a Total Portfolio Approach across all aspects of asset allocation, manager selection and portfolio construction.
Emit Capital Asset ManagementDirector, Chief Investment Officer
Feb. 2022Melbourne, Victoria, AustraliaEmit Capital is a climate finance investment manager focusing on ESG and socially responsible investing. Our investments include renewable energy, clean-tech, carbon offsets and other growth opportunities that contribute to the mitigation of climate change.
SayersPartner, Investment Solutions & Quantitative Strategies
Oct. 2020 - Jul. 2023Melbourne, Victoria, AustraliaI led the management of innovative quantamental Australian, Global and multi-asset investment opportunities, building on the portfolio investment strategies developed as Optimal Alpha’s key client. Sayers is a modern advisory and investment business founded in 2020 by a team of talented and passionate professionals and backed by Australian and US private capital. Purposefully built to be the catalyst for system change, Sayers invests in and nurtures the potential of people and technology to accelerate business progress and drive value for all. Underpinning Sayers is a core belief in a better way to do business; an approach that takes into consideration five key forces — social, environmental, cultural, governance and commercial. We believe in a new type of economy that is open, dynamic and entrepreneurial, while also being fair, locally rooted, and where everybody feels valued. We strive to not just do things better, but to do better things, setting a new and higher standard for doing business. A philosophy and an outcome that we call ‘new quo_’.
RMIT UniversitySessional Lecturer in Finance
Dec. 2019Melbourne, AustraliaLecturer and tutor in Faculty of Economics & Finance, focusing on Investment Management, particularly on incorporating ESG analysis into quantitative portfolio construction processes, and Case Studies in Applied Finance
Optimal Alpha Investment StrategiesFounder
Jul. 2019Melbourne, AustraliaOptimal Alpha provides quantamental investment strategies based on superior implementation of alpha sources focusing on global and Australian listed equity mandates. The investment process combines alternative data sources and evaluation techniques to identify alpha opportunities and build portfolios that maximise expected returns for a target level of holdings, active risk and total risk, delivering Optimal Alpha and highly competitive returns. My areas of interest include: > quantitative portfolio management, > fundamental screening techniques, > alternative alpha sources including ESG, macro and sentiment indicators. > target income/investment risk solutions, > downside impact analysis and mitigation techniques > portfolio risk/return impact arising from asset allocation and selection changes > big data set management and analysis,
Delft PartnersHead of Quantitative Strategies & Research
Jan. 2015 - Jun. 2019Melbourne, AustraliaDelft Partners is a boutique global fund management firm established in 2010. DP specialises in providing sophisticated direct listed equity portfolio management and model portfolio advisory services. DP’s strategies are based on superior implementation of value-momentum-quality factors with strong fundamental oversight of stock selection. I developed and managed the quantitative Global and Asia Small Companies Alpha Plus strategies, the more focused Asia Small Companies & Global Infrastructure strategies and developed/maintained a market-leading multi-factor quantitative stock alpha model. > Developed ‘Alpha Plus’ Strategies for key institutional clients that generated active returns since inception ranging from 4% pa to 10% pa > Built enhanced SQL based quantitative data capture and presentation environment, portfolio construction and investment risk analysis routines through Python algorithms; factor preference evaluation, stock evaluation & alpha generation, stock selection & portfolio construction, trade implementation, investment risk monitoring, compliance and ex-post portfolio evaluation processes.
LUCRF SuperHead of Investments
Nov. 2013 - Dec. 2014Melbourne, AustraliaAs the Chief Investment Officer I led the investment management team that develops and implements the long-term investment strategy, policies and objectives across the AUD 5 billion Fund's range of superannuation products. This includes the strategic development and implementation of investment policy, asset allocation and manager selection across all asset classes and investment data management systems. > Reviewed, recommended and implemented changes to strategic asset allocation and manager selection for LUCRF default member choice products that collectively improved portfolio performance by over 1% pa. > Implemented enhanced multi-asset class, multi-manager portfolio investment risk management, monitoring and reporting processes through the Northfield Everything Everywhere and Barra One risk models. This provided key data analysis to support internal recommendations and Investment Committee decisions.
Vanguard AustraliaPrincipal, Head of Investment Strategy & Research, Investment Strategy Group
Jun. 2010 - Mar. 2013Melbourne, AustraliaI established and developed the team that advocates Vanguard's investment and economic strategy, research and investment thought leadership in Australia and the Asia Pacific region. In this role I also had responsibility for the asset allocation strategy of the Australian domiciled multi-asset class LifeStrategy products. > Team won AFR Smart Investor Magazine 2012 Australian Fund Manager of the Year Award and Multi-Sector – Balanced category award for the Vanguard LifeStrategy Balanced Fund > Led the successful implementation of SQL Server/Python data capture solutions for multi-asset class strategies for position reporting and MSCI BarraOne Aegis investment risk analysis processes. > Designed, recommended and implemented changes to Vanguard’s Australian shares high yield product in June 2010 that supported increasing FUM from approx. AUD 250M to over AUD 1500M.
Vanguard AustraliaPrincipal, Head of Fixed Interest
Jun. 2007 - Jun. 2010Melbourne, AustraliaLed the Fixed Income portfolio management team and investment process of four portfolio managers and two assistant PMs managing over AUD 40 billion in Australian and global fixed income & cash strategies, currency overlay and dynamic asset allocation overlay strategies. > In 2009 the team won the Morningstar award for Fixed Interest Fund Manager of the Year. > Achieved active returns of approximately 25bp pa through structural credit enhancements for the Australian and global sovereign bond funds. > Developed and implemented all portfolio position data capture and analysis, quantitative investment risk management, monitoring and reporting through MSCI Aegis BarraOne and Northfield Everything Everywhere model.
Vanguard AustraliaPrincipal, Head of Global Equities
Jun. 2004 - Jun. 2007Melbourne, AustraliaResponsible for a team including two portfolio managers and two assistant PMs, managing over AUD 25 billion in low risk and smart beta global equity mandates. > Achieved outperformance in passive strategies of approximately 15-25bp pa through superior portfolio construction and executing enhanced index change management strategies. > Developed and implemented a variety of customised solutions for clients across FX currency hedging, smart beta equity strategies, REITs and global listed infrastructure. > Designed and led implementation of investment market data capture solutions from MSCI, S&P, Bloomberg & Refinitiv through leading the management and further development of MS-SQL Server databases, Python/VBA data capture and data analysis routines.
Vanguard AustraliaPortfolio Manager, Global Equities
Apr. 1999 - Jun. 2004Melbourne, AustraliaResponsible for development and management of international equity mandates, covering developed and emerging portfolios, currency hedged strategies. This included successfully designing customised smart beta strategies for institutional clients.
Treasury Corporation Of VictoriaSenior Manager - Quantitative Services
Jan. 1997 - Apr. 1999Melbourne, AustraliaResponsible for developing and managing processes for measuring/reporting agreed interest rate risk management policy, including trade management for all structured interest rate derivative positions. Significantly added value to TCV’s balance sheet through developing appropriate interest rate derivative trading strategies resulting from the privatisation of Victorian electricity utilities.
Treasury Corporation Of VictoriaQuantitative Analyst
Apr. 1994 - Jan. 1997Melbourne, AustraliaResponsible for day to day management of interest rate risk management system, pricing dealer trades and analysing trading profits
Financial SynergyActuarial Analyst
Jan. 1990 - Apr. 1994Melbourne, AustraliaSuperannuation fund administration, benefit calculations, defined benefit fund actuarial reviews and ad hoc actuarial consulting assignments. Completed five units of the Institute of Actuaries (London) actuarial examinations.
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