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.
Cross-Asset Global Macro Quantitative strategist
Trading Desk strategist/vice president
Structured Credit Trading/director
Quantitative analyst/associate director, Credit, Hybrids Commodity and Inflation Derivative Analytics and Structured Derivatives
UBS Investment Bank
Quantitative analyst/associate director, Equities Quantitative Strategies
Capital Credit Holdings (Investment Banking Boutique startup)
Statistical Portfolio Modeling and Credit Policies
FSA approved for CF30 Customer
Areas of Expertise
Cornell University, School of Operations Research and Information Engineering
MEng, Operations Research/Financial Engineering, 2002
Balseiro Institute, Argentine National Atomic Energy Commission
PhD, Mathematical Physics/Nonlinear Dynamics, 2000