Eduardo Mora-Donato

Amores ** - E, Col. Del Valle Home: (55) 1518 1234

Del. Benito Juárez, C.P. 03810, México D.F. Cell: (55) 4493 6699 ac1a6q@r.postjobfree.com

PROFESSIONAL EXPERIENCE

Sura Investment Management, México D.F. 8/2014–12/2016 Portfolio manager

• Design and management of portfolios for a diverse base of customers with various levels of risk appetite (e.g. insurance companies, corporate pension plans, mutual funds, etc.)

• Participation in the design of the firm’s overall investment strategy

• Participation in meetings with clients to present the performance and objectives of the investement strategies

• Design of tools to add value to the portfolios (e.g. analysis of curves, asset allocation, cash management, etc.) Afore Invercap, México D.F. 8/2013–3/2014

Head of quantitative analysis

• Design of quantitative strategies and tools to add alpha to the portfolios and to streamline the decision making process

The Rohatyn Group, New York, NY. 2005-2013

Emerging Markets Quantitative Analyst (2007- 2013)

• Creation of tools to build and monitor portfolios (e.g. portfolio construction, risk management, risk and return attribution, portfolio replication, transaction costs, etc.) Emerging Markets Quantitative Portfolio Manager (2005-2013)

• Development and trading of fully-automated quantitative models in FX and Fixed Income o Models were traded for over 8 years with good and stable results o Accurate post-trade analysis allowed to reduce execution costs

• Development of various emerging markets benchmark indices across various asset classes o Indices were used to keep track of portfolio exposures and to build strategies with robust risk-return characteristics, etc.

EDUCATION

Passed CFA Level 1 CFA Institute 2015

PhD in Mathematics Courant Institute of Mathematical Sciences New York University, NY 2003 BSc in Mathematics National Autonomous University of Mexico (UNAM), Mexico City, Mexico 1995 TEACHING EXPERIENCE

New York University, New York, NY, Adjunct Faculty 2000 - 2003 Monterrey Institute of Technology, Mexico City, Mexico Assistant Professor of Mathematics 1994 - 1996 School of Science, UNAM, Mexico City, Mexico Teaching Assistant 1990 - 1995 RESEARCH EXPERIENCE

Junior Research Scientist, Courant Institute of Mathematical Sciences New York University, NY 2001 Research Assistant, Courant Institute of Mathematical Sciences New York University, NY 2000 SKILLS

Emerging Markets knowledge of trading rules, pricing conventions, transaction costs, and modelling across emerging markets asset classes

Computing VBA, C, SQL, Excel, Microsoft Office, Fincad, Bloomberg Data mining extracting, analyzing, cleaning and organizing historical data from several sources and frequencies Analytical strong background in applied mathematics, probability and mathematical modelling Languages Spanish, English

ACADEMIC HONORS AND AWARDS

Grant for Abroad Studies awarded by CONACYT (Mexico’s National Council of Science) Grant for Thesis in Research Projects awarded by UNAM