Quant model enhanced fundamental portfolio management; all cap U.S. equities;
YTD +18% vs. S&P -8%; quant model enabled upside capture and downside protection
Developed a highly differentiated quant model that predicts the performance of stocks/indices, back-tested over years and decades since stocks/indices’ IPO/inception

Generate long/short ideas in the energy sector based on detailed valuation modeling incorporating views on commodities and operational/financial outlook for companies
Build complex 3-statement models for various stocks incl. type curve based NAV models by field for E&P cos and GP/LP DCF split modeling for MPL/Midstream energy stocks
Maintain views on sector and commodities via top-down industry research and bottom-up analysis of companies; wrote notes documenting commodity and stock

Sole consultant to a ~$480 million energy project initiated by a high profile VC/PE investors backed entrepreneur
Independently prepared the investment case for an LNG Floating Storage and Regasification Unit to be presented to government officials and investors; analyzed project drivers, value chain components, cost and pricing scenarios, LNG supply/demand; recommended pricing, contract and capital structure; discussed long-term LNG purchase with ExxonMobil/Chevron/BG, etc.

Multi-sector US public equities; sectors covered: energy, industrials, materials, financials, tech

Global Macro hedge fund invested in multiple asset classes in developed and emerging markets