Marie-Alan Aladin *** W. View Drive, Ghent NY ****5 518-***-****

abh9ag@r.postjobfree.com

PROFESSIONAL EXPERIENCE

Paradigm Asset Management Co. LLC, White Plains,NY

Senior Quantitative Researcher/Portfolio Manager, May 2003 - Present

Co-manager on US Equity strategies on two main product lines: Disciplined

fund-of funds model and an alpha enhanced model

Manage approximately $800 million in Domestic Equity funds; Large Value

$277million, Large Growth $42million, Small Growth $340milion, Small Value

$8million, Small Core $15million, Allcap $25million

Composite 3yr manager IR =0.30 to 0.65 across products.

Multi-factor Alpha strategies-

. Responsible for the research, implementation, portfolio

construction/optimization, and execution of respective strategies

. Developed multi-factor alpha model with proprietary alpha factors.

Since 2005, the backtested strategy achieved an annual unlevered

return of 4.7% with an annual volatility of 2.4% for a Sharpe ratio of

1.95.

. Instituted an integrated quantitative platform which consisted of

Clarifi workstation, Factset, Matlab, SAS, and a proprietary database

of manager holdings.

. Responsible for the research and development of multi-factor alpha

models. Through knowledge of and familiarity with asset pricing

literature, researched and tested fundamental and technical factors

for forecasting stock returns. Used search algorithms for finding the

optimal combination of factors. Tested factors via forecast modeling,

factor backtests, strategy simulations.

. Use of various mean variance quadratic optimizers (Barra, Clarifi,

and Northfield).

. Portfolio attributions conducted using Factsets portfolio analytics,

Barra's performance analyst, Clarifi's performance attribution and

Bloombergs portfolio analysis tool.

Fund-of-funds Model-

. Member of the investment committee which works on mutual fund manager

selection, manager monitoring, client guidelines and objectives,

policies and procedures.

. Worked with various search algorithms and screening criteria for

identifying mangers with skill.

. Research to identify characteristics/factor patterns in manager

dataset that may predict abnormal returns

. Collaborated on a joint paper with Barra/MSCI research group

. Used data mining algorithms to identify patterns in manager returns

TIAA-CREF, 730 Third Avenue, New York City, May 1996-March 2002

Quantitative Portfolio Management and Research Division

Associate Director - Quantitative Portfolio Manager

Managed Large Portfolios and served as the lead manager for the $350

million Retail Domestic Growth fund, the $150 million Institutional Growth

Mutual fund, and a $50 million experimental active and quantitative equity

fund called the "BETSIZE" fund.

Responsibilities included:

. Operations - wrote code to maintain and upgrade daily operational

process,

enhanced operational platform by writing code for daily checking of

scores, daily backup of files (disaster recovery), corporate actions,

downloaded and processed Barra monthly data for models

. Portfolio management - presentation of quarterly portfolio review,

portfolio optimizations, seeding of new portfolios, etc.

. Portfolio review/analysis

. Performance attribution using proprietary software

. Trading cost analysis using trading cost software and graphs to

evaluate impact of trades

. Research - assigned to various research projects to enhance

portfolios, platforms, and operations.

. Good programming skills and the ability to use computer resources

well.

. Communicated findings, both in written and oral form, to senior staff,

in the

context of ongoing research or operational projects.

. Generated insights that enhanced risk-adjusted return, helped minimize

tracking error and made operations more efficient.

. Ongoing acquisition of knowledge of quantitative databases (CREF and

Vendor supplied).

. Alpha modeling -

> Lead manager on a quantitative/fundamental product which used the

insights from fundamental analyst within a quantitative model.

Analyst target prices were transformed into expected returns for input

into the quadratic optimizers objective function

> Lead researcher on R&D factor - worked with Professor Baruch Lev form

NYU who was a pioneer in the work of accounting for intangible assets

when pricing companies.

> Used factsets alpha tester to test various corporate financial

accounting factors in the development of a multi-factor alpha for a

midcap growth strategy

Bankers Trust, 130 Liberty Street, New York, NY May 1994 - April 1996

Global Investment Management

Quantitative Analyst/Portfolio Manager

. Managed customized Passive indexed Equity strategies such as the

social-responsible funds, yield tilted funds, mutual funds, and small

capitalization funds.

. Responsible for the restructuring of large Institutional portfolios:

. Rebalance portfolios' using an optimization program based on the Barra

multiple-factor model for stocks, where the objective function was to

maximize liquidity and minimize transaction cost.

. Maintain customized database, download and update monthly index data.

. Upgrade and maintain computer programs developed for quantitative

portfolio analysis. Write programs and command files to facilitate

portfolio management.

. Generate and analyze portfolio performance reports.

EDUCATION

Baruch College, New York - Continuing Education August 16-21, 2010

Advanced Risk and Portfolio Management, instructor: Dr. Atillio Meucci

The Only Heavily Quantitative, Omni-Comprehensive, Intensive Buy-Side

Bootcamp

Courant Institute of Mathematical Sciences, New York University, New York,

NY

Continuing Education - December 2009

High-Frequency Finance and Quantitative Strategies

Stern School of Business, New York University, New York, NY

Student-Doctoral Accounting Department 2002-2004

Completed coursework leading up to degree

Summer 2003 Working paper "Accounting Logic -Sense or Nonsense: The use of

Logic in Accounting Practice"

Courant Institute of Mathematical Sciences, New York University, New York,

NY

Master of Science in Mathematics, May 1994

Columbia College, Columbia University, New York, NY

Bachelor of Arts, May 1989 -Major: Applied Mathematics, Minor: Computer

Science

TECHNICAL SKILLS

Financial Engineering: Quadratic and Linear Optimization, Time Series

Analysis, Factor Modeling Trading Strategies, Statistical Analysis,

Financial Data/Applications: Factset, Bloomberg, Compustat, CRSP, Barra,

Clarifi,StyleAdvisor, Axys,ITGopt, various proprietary quantitative

software and databases (AMMD, Decile)

Programming: Matlab, SAS, C/C+, S-Plus, Python, Fortran

TEACHING EXPERIENCE

Essex County College, Mathematics and Physics Department

Adjunct Faculty 2003

New York City, Inner City High School Programs

Volunteer Math Tutor 1988-1991

Barnard College, High School Summer Program

Summer School Teacher 1988

ACTIVITIES

Founding Member: NASP-NY (National Association of Securities Professionals)

Member: SQA (Society of Quantitative Analyst)

Member: New York Society of Securities Analyst

Member:American Mathematical Association

Member:American Finance Association

HOBBIES: Cooking and Traveling

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