Scott Szeman

Background

About Scott Szeman

I bring expertise across the disciplines of fundamental investment research, quantitative analytics, risk management, information system design and programming. Creativity, analytic ability, resourcefulness and a fundamental understanding of real world relationships allow me to generate ideas and arrive at solutions to complex problems. Throughout my career I’ve been quick to identify inefficiencies in a process and then design and develop solutions that conserve firm resources. I excel at sourcing and extracting the value in data, then effectively communicating the resulting information in ways that make the decision making process more robust and efficient. I develop all my own software and models, so I have complete control in modifying and scaling existing functionality for new uses. My extensive library of algorithms, tools and code allows me to quickly turn around requests for modelling and information system development projects since I rarely have to start from scratch. Investment skills and experience: • Hedging & derivatives strategies • Capital markets research and Economic analysis • Investment process architecture • Asset allocation and Portfolio construction • Risk management • Manager research and due diligence • Tactical/relative value analysis Information Systems and Quant Modelling: • Quantitative modeling and statistical analysis (multi-factor modelling, risk budgeting, stress testing, performance analytics, value-at-risk) • Algorithm development and financial engineering (matrices, optimizations, multivariate regression, simulations, custom metric development) • Software design & development • Database architecture, data sourcing and normalization • Information systems for institutionalizing and organizing proprietary information • Web scraping/data capture