Microsoft Office, Quantitative Analysis, Factset, VBA, OMS

Marc R. Pezzuto, CFA

Westwood, MA *****

****.*******@*****.*** 617-***-**** www.linkedin.com/in/marcpezzutocfa

Portfolio Manager & Operations Specialist

Manage risk and drive sound investments forward

Highly driven individual with breadth and depth of experience in all aspects of risk and equity portfolio management. Extensive work experience in financial services, and passionate about the investment process, portfolio construction, risk management, and account reconciliation. Self-motivated, generating results with particular success designing alpha models and quantitative analytic tools.

Portfolio Construction

Index Replication

Corporate Actions

Reconciliation

Cash Management

Risk Management

Quantitative Diagnostic Analysis

Model Generation

Portfolio Attribution

Asset Allocation

Professional Experience

THE HARTFORD INVESTMENT MANAGEMENT CO, Hartford, CT 2015 to 2017

Vice President - Senior Portfolio Manager, Public Equities Team

●Deliver benchmark returns for over $7 Billion in Passive Equity Investments comprised of hedged and unhedged international and domestic portfolios.

●Corporate actions processing, both mandatory and voluntary, such as mergers, rights issues, spinoffs, stock splits, dividends, acquisitions, and tender offers.

●Reconcile daily: cash, holdings, trades and investigate and solve discrepancies.

●Created and executed a detailed rules based approach to trading the portfolios

●Extensive knowledge of many global benchmark methodologies, hedging rebalance strategies, index events, foreign exchange trading, and use of derivatives for equitizing cash.

●Development and implementation of investment strategies in quantitatively managed active equity portfolios.

●Increased risk controls by building, streamlining, and enhancing processes.

●Continually improve the efficiency of the investment process by developing strong working relationships with traders, investment operations, compliance and technology groups.

●Developed Passive Emerging Market product for Asset Allocation fund using ADRs.

Marc R. Pezzuto, CFA ****.*******@*****.*** Page Two

BATTERYMARCH FINANCIAL MANAGEMENT, Boston, MA 1998 to 2014

Quantitative Analyst, Developed Markets Team 2005 to 2014

●Researched, maintained, and enhanced dynamic bottom-up alpha model as member of team-based approach.

●Created accountability and transparency of all facets of the investment process by designing analytic tools.

●Ensured portfolios and products were well diversified, free of unintended risks, and lacking dispersion by monitoring characteristics.

●Constructed data quality and risk measures, ensuring high-quality models.

●Adept at running customized portfolio attributions, used in client materials and for in-house investment review committee meetings.

●Designed risk diagnostic tools that monitored exposure to risk for portfolios, models, and markets.

●Monitored adherence to risk limits for portfolios using quantitative measures, including Value at Risk (VaR), stress tests, and Monte Carlo simulations.

●Developed products that were successfully funded that included Market Neutral, 130 / 30, Russell Top 200, and Managed Volatility.

●Enabled increased pace of development of factors or products by contributing to creation of new backtest and simulation engines, interface, and reporting capabilities.

Assistant Portfolio Manager, Operations 1998 to 2005

●Provided consistent, high-quality client service by working with traders, portfolio managers, and fellow assistant portfolio managers in all aspects of account management.

●Acted as a liaison between custody banks and brokers, resolving various trade issues.

●Obtained market information by utilizing current technology such as FACTSET, Bloomberg, and Reuters.

●Reconciled asset accounts and resolved outstanding cash discrepancies.

●Served as an integral part of creation and growth of intranet website.

Education

MBA, Finance, Boston University School of Management, Boston, MA

BA, Economics, Trinity College, Hartford, CT

Technical Skills

Proficient in FACTSET, Bloomberg, Barra, Microsoft Office, XIP, and Blackrock’s Aladdin

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