Fund of funds

Dan V. Pines

**-** **** ****** 917-***-****

Fair Lawn, NJ 07410 ***.*****@*****.***

EXPERIENCE

SILVERCREST GROUP ($10 bln AUM Wealth Management firm) NY/NY

Senior Portfolio Manager May 2007 – Present

• Responsible for four (4) multi-manager portfolios: Family Office, Flagship, Global Opportunities, and Investment Grade (insurance dedicated) and several separate accounts

• Responsible for identifying new hedge fund managers, conducting full operational and investment due diligence covering Credit, Event-driven, Global Macro, Distressed, High Yield, Mortgage and Fixed Income Arbitrage strategies, Convertibles, and Equity Long/Short

• Timely redeemed from illiquid and levered investments (mortgage and credit) and allocated to liquid and uncorrelated managers generating significant positive incremental return during ’07-’08 crisis

• Responsible for strategic and tactical allocations to long-only products, including I-shares, ETFs, and mutual funds

• Write monthly and quarterly market and portfolio commentaries

• Assist in distribution and marketing of firm’s investment vehicles

• In charge of risk management team providing support to Market Neutral, Global Equity and Emerging Markets dedicated portfolios

METLIFE INVESTMENTS/CITIGROUP (Moved as result of sale of Travelers by Citi to MetLife) NJ/NY

Portfolio Manager and Head of Risk and Quantitative Research / Hedge Funds Group March 2005 – April 2007

• Responsible for identifying new hedge fund managers, conducting full operational and investment due diligence covering Fixed Income strategies including credit, event-driven, distressed, high yield, mortgage and arbitrage strategies, Equity Long/Short, Convertibles, and Global Macro

• Perform ongoing monitoring of existing hedge funds

• Responsible for investment memo write-ups, executive committee presentations, and negotiating side letter provisions

• Responsible for asset allocation, portfolio optimization, rebalancing and risk management of $11 billion pension fund with over 50% allocation to Hedge Funds, Private Equity, and Real Estate

• Developed benchmarking procedures for asset classes and underlying investments in the portfolio

BLACKROCK FINANCIAL MANAGEMENT New York, NY

Associate – Fixed Income Portfolio Risk Management February 2004 – March 2005

• Responsible for risk management and analytic support of Obsidian Fixed Income hedge fund, including security-level analysis

• Implemented Duration, Convexity, Key Rate Duration, and Key Rate Convexity calculations for bonds, interest rate derivatives, MBS, CDS, Mortgage derivatives, and credit derivatives for various portfolio scenarios

• Responsible for monitoring of risk for MBS, High Yield CDOs and CMBS CDOs

• Responsible for hedging trades and procedures to allocate duration, curve, swap spread duration and volatility P/L

CREDIT SUISSE ASSET MANAGEMENT New York, NY

Associate - Risk Management and Quantitative Research / Hedge Funds Analyst April 2002 –February 2004

• Sourced, conducted due diligence, and performed ongoing monitoring of Global Macro and Relative Value managers

• Responsible for investment memo write-ups, executive committee presentations, and negotiating side letter provisions

• Conducted Hedge Fund industry analysis prior to launch of “Emerging Managers” fund of funds. Research resulted in article “Entry and Exit: The Lifecycle of a Hedge Fund”

• Worked on Tremont-60 Investable Index calculations and rebalancing analytics

• Built forward-looking assumptions for various asset classes using GARCH for volatility, and multi-factor regression models, Principal Component Analysis, Term Structure models, and simulations of returns

• Built optimization models utilizing higher moments of distribution and VaR methodology

CONSULTING PROJECTS (Employed by Ernst & Young and Cognos) New York, NY

Quantitative Analyst 1997 - 2000

• Worked with clients to model portfolio expected profit and loss under various yield curve scenarios

• Developed state-of-the-art risk management system for Ernst and Young and major U.S. investment bank

• Developed system for assessing and monitoring risk associated with investment portfolios based on historical data and quantitative analysis

• Worked with clients to develop VaR of individual portfolios

EDUCATION

UNIVERSITY OF CHICAGO, GRADUATE SCHOOL OF BUSINESS, MBA March 2002

QUEENS COLLEGE, BA (Computer Science) May 1997

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