Project Manager Management
Resume:
FABIAN GARAVITO
* ****** ***** ******’s Stortford CM23 4JT UK
********@*****.*** 44 (0-750*-******
EXPERIENCE LONDON SCHOOL OF ECONOMICS London, UK
• Taught courses in Corporate Finance (Business Valuation, Capital Budgeting, Capital
Structure) and Portfolio Management (Portfolio Optimization, Black Litterman Model,
International Portfolio Management).
2012 S.A.C London, UK
Research Analyst Macro desk
• Developed and back tested trading ideas based on macro and micro economic analysis.
• Followed and analysed monetary policies of several central banks and developed quantitative
tools to assess the impact of different monetary policy paths on rates, fixed income and FX.
• Followed and analysed macro, micro economic and market data and constructed econometric
models to produce trading and risk management recommendations in real time.
• Priced, traded and monitored FX (spot, NDF and options) Fixed Income, Equities (index
futures) and Rates (real and nominal interest rate swaps, swaptions) positions in a Macro
portfolio.
2011 2012 J.P. MORGAN London, UK
Hedge Fund Strategist
• Designed and launched J.P. Morgan Prime Brokerage’s Global Hedge Fund Trends whose main
aim is to provide in depth analysis of the hedge fund industry on a monthly basis.
• Met clients (hedge fund managers and investors) in a regular basis to discuss market trends,
asset allocation, trading strategies and macro economic outlook.
• Created research content on hedge funds and asset allocation strategy for external and internal
distribution.
• Written for J.P. Morgan’s flagship publication Flows and Liquidity.
2011 FINANCIAL SERVICES AUTHORITY London, UK
Financial Economist
• Provided economic advice to policy makers regarding EU directives and initiatives on MIFiD
reforms, Commodities, High Frequency Trading (HFT) and Systemic Risk.
2007 GUGGENHEIM ADVISORS New York, USA
Ph.D. Summer Intern – Research Department
• Designed and implemented a Black Litterman Asset Allocation Model for a portfolio of hedge
funds.
• Estimated conditional (Quadratic Covariation) and unconditional (Linear) factor models for
hedge fund returns and performance attribution of hedge fund managers.
Investigated implications of hedge fund ownership on equity returns.
•
2001 2004 FORD MOTOR COMPANY Michigan, USA
Product Development & Manufacturing Systems Project Manager
1998 2001 TRILOGY INTERNATIONAL Michigan, USA
Project Analyst
EDUCATION LONDON SCHOOL OF ECONOMICS London, UK
Department of Finance / Financial Markets Group
Ph.D. in Finance, June 2010 “Three Essays in Delegated Asset Management”
•Research Assistant at the Financial Markets Group (Asset Pricing Program)
•Research Emphases in Empirical Asset Pricing and Delegated Asset Management
•Taught Undergraduate and Post graduate Courses in Finance (2004 2010)
UNIVERSITY OF MICHIGAN Ann Arbor MI, USA
College of Engineering
M.Sc. in Financial Engineering, August 2004
UNIVERSITY OF MICHIGAN Ann Arbor MI, USA
College of Engineering
M.Sc. in Industrial and Operations Engineering, August 2004
UNIVERSIDAD DE LOS ANDES Bogota, Colombia
College of Engineering
B.Sc. in Industrial Engineering, March 1997
Related Post graduate Coursework: Panel Data Econometrics, Applied Statistics, Linear and Non Linear Optimization,
Bayesian Statistics, Stochastic Calculus for Finance, Derivatives Pricing, Computational Finance, Financial Economics,
Time Series Econometrics.
LSE Fellow (2009 2010), F.S.A (U.K.) PhD Scholarship (2006 2009), Department of Finance PhD
HONORS:
Fellowship (2004 2006), Ford Tuition Assistance Grant (2002 2004)
ADDITIONAL •Fluent in Spanish and English. Working knowledge in French Portuguese and Italian
•IT: Very Good: Matlab, R, S+, SAS, SQL, Average: C++, VBA, Mathematica, Bloomberg
•Databases: CRSP, Compustat, I/B/E/S, Thompson (Mutual Fund and Institutional Holdings,
Datastream), Hedge Fund Research, CISDM, Bloomberg, WRDS, Ecowin
•Unconditional Work Authorization: U.K., U.S.A., Canada
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