Quantitative Investment Manager

Greg Paulsen, CFA

Work Experience:

Freeman Associates Investment Management LLC

San Diego, CA

Assistant Portfolio Manager 2006-2008

- Responsible for the day to day management of the firm’s quantitative long-short hedge funds, long-short market neutral strategy, and a custom low volatility long-only strategy.

- Rebalance portfolios and validate optimization inputs and results.

- Enhance investment process by designing and building various portfolio management tools in SAS. Examples include a custom multifactor attribution program, trade list review tools, trade generation tools, and signal analysis tools.

- Perform fundamental stock analysis and quantitative research including signal analysis, backtests, risk model analysis, and transaction cost research.

- Develop a custom transaction cost model from 3rd party trading data for our internal optimizer.

- Create implementation strategies for our internal trader.

- Create marketing and client service materials including monthly commentary.

- Manage client activity, fund transitions and new fund launches.

- Create custom asset allocations studies for institutional clients.

Barclays Global Investors

San Francisco, CA

Assistant Portfolio Manager, Alpha Strategies Group 2003-2006

- Assisted in the day to day management of BGI’s Large Cap Core, All Cap and Value Alpha Tilts strategies.

- Rebalanced portfolios and validated optimization inputs and results.

- Tested and implemented new signals, and risk models into the investment process.

- Reviewed signals and portfolio management process and looked for ways to enhance strategy implementation.

- Managed benchmark rebalances and developed appropriate trading strategies.

- Enhanced investment process by implementing new quantitative tools and processes.

- Researched various portfolio issues using attribution analysis, backtests, fundamental and quantitative analysis.

- Managed client activity, currency trades, fund transitions and new fund launches.

Portfolio Operations Specialist, Alpha Strategies Group 2002 -2003

- Responsible for the day to day management of the group’s operational processes, portfolio management database, portfolio cash balances, futures equitization, performance signoffs and reconciliations.

- Created and analyzed rabbit portfolios used to measure strategy implementation efficiency and benchmark rebalance strategies.

- Created and maintained various quantitative reports and macros including: strategy capacity reports, strategy profile reports, various custom attribution reports.

Barra

Global Support Analyst 2000-2002

Berkeley, CA

- Supported clients with their usage and comprehension of Barra’s software, risk models, and quantitative techniques.

- Tested new releases of Barra’s Aegis Suite.

- Trained clients and new employees on Barra’s risk models, software and quantitative methods in active portfolio management.

- Created training documents for Barra’s client support website.

Education

CFA Institute

Chartered Financial Analyst 2004

California Polytechnic State University

San Luis Obispo, CA

Bachelor of Science, Economics 2000

Finance Concentration

Additional Information

- Knowledgeable in SAS, Unix, VBA, Matlab, Barra, Bloomberg, Reuters, Firstcall, Factset, Advent, Zephyr

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