Manager Management

GREGORY Y. SIVIN, CFA abl69e@r.postjobfree.com

* ***** *****, *** *****, NY 11746 718-***-****

PORTFOLIO MANAGER / QUANTITATIVE ANALYST

Strategy Development / Portfolio Construction / Asset Allocation /

Quantitative Analysis

Process Automation / Risk Management / Model Back-Testing / Factor Research

Created and implemented a disciplined end-to-end investment process.

Generated expected return signals, risk managed portfolio construction,

efficient trade execution and portfolio analytics. Delivered outperforming

retail mutual fund and hedge fund replication products at Deutsche Asset

Management and IndexIQ.

o Developing advanced multi-factor, multi-sector models and analytical

tools to construct investment funds

o Turning around underperforming, billion dollar equity portfolios

o Providing analysis, reporting and recommendations to up to 50

portfolio managers and analysts

o Conducting optimized risk/return portfolio construction, leading to

investment decisions

Hold a BS in Applied Mathematics & Statistics with a minor in Business

Management from Stony Brook University. Achieved Chartered Financial

Analyst designation from the CFA Institute. Experienced in financial

software from FactSet, Bloomberg, Northfield, Barra, Matlab, and

Excel/Visual Basic. Obtained Series 7 and 63 licenses.

Selected Accomplishments

Built investment product line. Hired by IndexIQ to design indexes and

construct investment products. To expand IndexIQ product offering

developed various indexes (130/30, Merger Arbitrage, GARP and Enhanced

Indexes). Managed a range of portfolios (ETFs, Mutual Funds, and SMA's)

that grew from zero to $100M in AUM in one year.

Turned around underperforming Growth and Income Fund. Deutsche's Scudder

Growth & Income Fund was underperforming relative to its peers. Portfolio

positioning did not reflect best research ideas. Developed investment

process that maximized risk/return expectations. Appointed to manage fund,

outperforming S&P 500 and 2/3rds of peers.

Automated multi-factor sector analysis. Deutsche's models were outdated

due to fundamental economic shifts and performed poorly. Designed process

to rapidly back-test factors and build new models. Created factor

evaluation tool, providing a systematic way of analyzing factors and models

to aid investment decisions.

Revamped equity analysis group, increasing support capability. The equity

analysis and construction team lost a key member. Held group together,

while restructuring department. Led effort to move reporting to Active

Equity Group. Hired new staff and assumed management of team. Provided

analysis to 50 portfolio managers and analysts.

Career History

Consultant, 2009 to Present. Providing financial and operation management

consultation to small business including two franchise startups.

Portfolio Manager / Product Developer, IndexIQ, a startup financial

services company, 2007 to 2009. Managed ETF's, mutual funds, and

separately managed accounts using futures, swaps, and Exchange Traded

Funds. Built indexes for multiple asset classes.

Deutsche Asset Management, a $700B wealth / asset management firm:

Director, Portfolio Manager, 2005 to 2007. Promoted to manage $6.5B

large cap equity strategy, including the DWS Scudder Growth & Income

Fund. Ranked in top third of all funds in Lipper Large Cap category.

Researched and executed investment strategies using multi-factor stock

selection models.

VP, Equity Portfolio Analysis and Construction, 2004 to 2005. Led a team

of quantitative analysts providing strategy and analysis of investment

opportunities for portfolio managers and fundamental analysts. Conducted

quarterly due diligence reviews for 14 sub-advisory portfolios valued at

$8.5B.

VP, Quantitative Analyst, 2002 to 2004. Delivered analytical support to

US/Global investment personnel, covering product definition and

positioning, portfolio management and construction, and risk evaluation.

Earlier: AVP, Quantitative Analyst, Zurich Scudder Investments and

Prudential Securities, Inc.; Research Analyst, Goldman Sachs; Senior

Actuarial Assistant, Insurance Services Office.

Personal Profile: I received the Zurich Scudder Investments Spot Award.

My pastimes include marathon running.

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