Analyst Manager

Edward Policastro

**** ********, *** **

Los Angeles, CA 90028

714-***-**** ********@*****.***

SUMMARY

Quantitative investment analyst with proven success for increasing

efficiency through automation and standardization. Experience in measuring

performance, managing risk, identifying gaps, communication infrastructure

and business processes. Effective in reorganizing, streamlining, and

strengthening financial operations to maximize performance and

profitability. Demonstrated strengths and proven ability to manage

multiple responsibilities in a fast paced team environment with critical

deadlines.

Areas of expertise

Investment / Portfolio Management Risk Assessment

Competitive Analysis Equity Research

Forecasting Computer Programming

PROFESSIONAL EXPERIENCE

Towers Watson, Los Angeles, CA 2006 - Present

Benefits Consulting Firm

Investment Analyst 2007 - Present

Measure performance and analyze asset allocation and investment manager

lineup in client's pension funds. Serve as the local Barra risk based

analytics expert including interpretation of results for clients and

training the analyst team to operate the system. Use Morningstar Direct,

Morningstar Encorr, Evestment Alliance, as well as proprietary systems

. Exposed inflated revenue sharing by record keepers which saved multiple

clients millions of dollars annually.

. Designed platform used to successfully negotiate lower custody fees for

our clients in North America as the national custody fee expert.

. Serve as a liaison by translating developments in custodian banks and the

small cap equity asset class to the national investment consulting team.

. Developed the firm practice on FX trading and published a white paper on

FX beliefs on behalf of the firm.

. Ensure due diligence in the investment process of money managers in

client accounts resulting in maximizing return of the client portfolios.

. Communicate responses to client requests with accuracy and a quick turn-

around time to Treasurers and CFOs.

Actuarial Analyst, Irvine, CA 2006 - 2007

Produced actuarial valuation and year end disclosure reports for clients

pension funds; including collecting, scrubbing, error testing, and

analyzing copious amounts of data to provide the client team trends in the

pension fund population.

. Created an Excel template to automatically generate benefits calculation

reports with a push of a button.

. Used proprietary models to verify the appropriateness of the results

ensuring projections.

Edward Policastro Page Two

Florida State Board of Administration, Tallahassee, FL 2004 - 2006

State Pension Fund of Florida

Research Analyst for the Chief Investment Officer

Collaborated with CIO to implement concepts into usable solutions. Highly

motivated and goal oriented as demonstrated by completing studies toward

M.S. in Mathematics, graduating with honors concurrent with progressive

business experience.

. Collaborated with the CIO to research and implement mathematical concepts

into a $120B pension fund.

. Created an Excel spreadsheet that calculated non-parametric and VaR

evaluation that the CIO could run with a push of a button.

. Decomposed risk sources in the pension fund allowing the CIO to

reallocate assets while maintaining a given risk allocation.

. Won the teamwork award for 2005 for collaborating with colleagues to

create the pension fund's new quarterly performance reports.

EDUCATION

. MS, Financial Mathematics, Florida State University, Tallahassee, FL,

2006

. BS, Mathematics, Pepperdine University, Malibu, CA 2003

President of Senior Class, 2002 - 2003

Study Abroad: Pepperdine University in Florence, Italy, Fall 2000

Passed the CFA Level Two Examination, June 2011; Sitting for the CFA

Level Three Examination, June 2012

Passed Actuarial Exams P, FM, and M, 2005 - 2006

RESEARCH PAPERS AND PRESENTATIONS

. Improving Foreign Exchange Trading and Transactions

- Published on Towers Watson Website and dispersed to relevant clients,

2010

. The Omega Ratio, presented paper on the Omega ratio, a non-parametric

returns analytic, 2006

. The Probability of Breaking Roger Maris' Homerun Record

- Presented and defended original thesis at MathFest in Boulder,

Colorado, Summer 2003

COMPUTER SKILLS

. Proficient in Microsoft Excel including pivot tables, VBA programming,

chart generation, and Excel based formulas

. Experienced with C++ programming, Microsoft Access, Microsoft Word,

Microsoft PowerPoint, and MatLab software

RELEVANT COURSEWORK

Investments, Stochastic Processes, Portfolio Optimization, Modern Portfolio

Theory and Multi-Factor Modeling, Distribution Theory, Probability,

Statistics, Monte Carlo, Computational Finance, Financial Engineering,

Accounting, Programming in C++ and Component Pascal, and Statistical

Modeling

Contact this candidate