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Overview

Alejandro Duarte has hands-on expertise designing and developing data-driven models, trading strategies, and risk management tools. He has extensive experience in data science and financial modeling/engineering and has focused on delivering modeling analytics to inform the decision making of portfolio managers, traders, risk managers, and auditors.

Before joining BRG, Mr. Duarte was the cross-asset quantitative strategist for a global macro-fund group of a major investment company, where he conducted extensive statistical analyses of market dynamics to design trading strategies and statistical tools to identify market opportunities.

Mr. Duarte previously worked for Morgan Stanley, WestLB, ABN AMRO, UBS, and CITI in roles involving statistical/quantitative analysis, strategy, and trading, as well as both wholesale and retail risk management. His experience spans all major asset classes (i.e., FX, rates, equities, commodities, and credit), and his approach is to leverage the use of analytics and technology for the benefit of the business.

Education

Cornell University, School of Operations Research and Information Engineering
MEng., Operations Research/Financial Engineering, 2002

Balseiro Institute, Argentine National Atomic Energy Commission
Ph.D., Mathematical Physics/Nonlinear Dynamics, 2000

Employment History

Citadel
Cross-Asset Global Macro Quantitative strategist
2013–2014 

Morgan Stanley
Trading Desk strategist/vice president
2009–2012

WestLB
Structured Credit Trading/director 
2007–2009

ABN AMRO
Quantitative analyst/associate director, Credit, Hybrids Commodity and Inflation Derivative Analytics and Structured Derivatives
2006–2007

UBS Investment Bank
Quantitative analyst/associate director, Equities Quantitative Strategies
2003–2005

Capital Credit Holdings (Investment Banking Boutique startup) 
Quantitative analyst
2002–2003

Citibank (Consumer)
Statistical Portfolio Modeling and Credit Policies
1997–1999

Honors

Honors

Fulbright Scholar, 2000–2002

Affiliations

Credentials

FSA approved for CF30 Customer
2007–2014