US ***** Dana, Irvine, CA *****, United States 949-***-**** adiajr@r.postjobfree.com

https://www.waterstechnology.com/3464301 https://www.kickresume.com/cv/Pej-Hamidi/ Pejman J. Hamidi

PROFILE

Accomplished financial engineer and quantitative portfolio manager developing systematic strategies for equities, energy & metals futures, government bonds.

SME on applying advanced analytical techniques to large, disparate data sets for multivariate portfolio construction. SME on dynamic "list aware" execution algorithms that self-correct while executing large, 2-sided basket orders. Deep market structure knowledge, proficient in object-oriented languages (Python, C++); strong problem solving skills and passionate about augmenting human expertise with machine intelligence to take on the most difficult problems in quantitative finance.

Capable of delivering end-to-end results in a highly technical and fast paced environment. AREAS OF EXPERTISE

Portfolio Management: Alpha discovery, data-driven systematic and semi-discretionary equity trading; statistical arbitrage, fundamental and multi-asset class portfolio trading; multi-factor correlation analysis; relative value; complex executions using adaptive forward-looking order management tools. Analytics: Strong technical and modeling skills; developing machine learning applications capable of converting insights into actionable intelligence; designing and overseeing build-out of end-to-end analytical processes; Charles River, Geneva, Bisam B-One, REDI, Bloomberg, Python, TradeSuite, OMGEO/ALERT WORK EXPERIENCE

Head Trader, Data Scientist and PM

Alpha Insights

Increased portfolio returns from 12% to 31% annually for a market-neutral long short strategy consisting of 550 large cap stocks.

Created a streamlined process for extracting structured data from unstructured text logs while isolating hundreds of idiosyncratic and orthogonal historical events. Improved systematic and discretionary results by 35% to 65%. Designed algorithms with several billion in capacity based on adaptive multi-factor themes.

07/2018 – present

Irvine, CA

Sr. Strategy Advisor, WealthTech and Capital Markets Compellon

Spearhead SaaS based Fintech startup's pivot into quantitative finance by deploying company's proprietary ML platform to develop behavioral, sentiment, fundamental and event-based strategies.

Entered into research partnerships with Thomson Reuters, S&P Global, Morningstar and Factset.

Helped partners discover evidence of manipulation in several cases. 10/2016 – 07/2018

Laguna Niguel, CA

WORK EXPERIENCE

Hybrid Quantitative Trader

Kershner Trading Group

Cash Equities - Notional book $20mm

01/2016 – 10/2016

Austin, TX

Director

Quantitative Trading Solutions

Responsible for revenue target of $35M/yr with an operating budget of $4M/yr. Exceeded revenue targets every year by 5% to 35%.

06/2013 – 01/2016

New York and Los Angeles

Vice President

Apogee Asset Management

Researched proprietary trading positions and notional risk exposures. 03/2006 – 05/2009

NY, NY

EDUCATION

M.S. Symbolic Systems

Stanford University

Contemporary interdisciplinary research into questions about language, information, and intelligence — both human and machine. Emphasis on the following cognate disciplines: Computer Science, Philosophy, Mathematics, and Statistics. 08/2009 – 05/2011

Palo Alto, CA

B.S. (Honors) Philosophy, Economics and Cognitive Sciences UC San Diego

Summa cum laude (GPA 4.0)

Phi Betta Kappa

08/2005 – 05/2007

La Jolla, CA

IGETC Transfer Curriculum, Philosophy & Mathematics Irvine Valley College

Phi Betta Kappa

Honor Society Treasurer Fall 2003 - Spring 2004

Associated Students Vice President Summer 2004 -Fall 2005 09/2003 – 05/2005

Irvine, CA

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