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cv-roger-j-bos-cfa-new.Rmd
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cv-roger-j-bos-cfa-new.Rmd
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---
output: stevetemplates::cv
geometry: margin=1in
title: "CV"
author: Roger J. Bos, CFA
# jobtitle: "Director of Quantitative Reserach"
address: "175 Newtown Tpke, Weston CT 06883"
fontawesome: yes
email: [email protected]
github: rogerjbos
phone: "203 572 1267"
web: rogerjbos.com
# updated: no
keywords: Factor Investing, Portfolio Construction, Backtesting, R, Shiny, Python, TypeScript
fontfamily: mathpazo
fontfamilyoptions: sc, osf
fontsize: 11pt
linkcolor: blue
urlcolor: blue
---
# Employment
*Acala Network*, Data Analytics Engineer (Remote) \hfill 2022-Present
_Gather and analyze blockchain data using TypeScript, R, and GraphQL._
* Created a swap performance report to track the activity of each swap pair on the exchange.
* Created a liquidation report to track the frequency of liquidation events and the average slippage.
*Rothschild & Co. Asset Management US*, Director of Quantitative Research (New York) \hfill 2004-2021
_Research and develop stock ranking systems used to manage $10 billion in equities._
* Efficiently extracted S&P Snapshot (Xpressfeed) data via R & SQL
* Created and maintained a factor library of hundreds of factors
* Wrote R code to backtest factors and stock ranking systems
* Microcap Portfolio Manager with double-digit outperformance over the benchmark
* Developed R Shiny apps to make my analytics available to PMs
* Produce daily ranks and feed data to FactSet, Bloomberg, Portia, & Charles River
*Standard & Poor's Corp.*, Various quantitative roles (New York) \hfill 1998-2004
* Modified S&P Fair Value model for new data source
* Developed S&P International Quality Ranking System based on the domestic version
* Backtested unit investment trust strategies using Research Insight data.
* Conducted research on the S&P indices while a member of the Index Committee.
*Value Line Corp.*, Fundamental Equity Analyst (New York) \hfill 1996-1998
* Covererd 30+ companies fundamentally across four different sectors.
* Wrote investment analysis reports on a quarterly basis for each covered company.
# Education
*Carnegie Mellon University*, Tepper School of Business, M.S. in Computational Finance \hfill 1999
Multidiscipliary degree in mathematics, statistics, finance, and computer science focused on derivative pricing models.
*University of the West Indies*, Cave Hill Campus, Barbados, M.Phil. in Economics \hfill 1996
Studied economics and wrote a master's thesis on exchange rate effects in small open economies.
*Rockhurst University*, Kansas City, MO, B.S.B.A. in Finance Economics \hfill 1994
Dual degree in finance economics and global studies.
# Programming Languages
R, Python, TypeScript, and SQL Server
# Publications
* R packages on Github, such as for risk models and SVM recession prediction.
* _Index Calculation Primer_, Standard & Poor's, July 2000
* _General Criteria for S&P U.S. Index Membership_, Standard & Poor's, September 2000
* _Event Study: Quantifying the Effect of Being Added to an S&P Index_, Standard & Poor's, January 2001
# Interests / Hobbies
Investing in equities, crypto, and real-estate. Home automation using Python and Raspberry Pi. Running, hiking, all things do-it-yourself.