Haris Halvatzis
Angestellt, Senior Quantitative Strategist, Hartford Funds
San Francisco, Vereinigte Staaten
Werdegang
Berufserfahrung von Haris Halvatzis
Bis heute 9 Jahre und 3 Monate, seit Apr. 2015
Senior Quantitative Strategist
Hartford Funds
Part of the Quantitative Strategies Research team. • Perform rigorous analysis on alpha signals, portfolio construction and optimization. • Build strategies based on multi-factor models
4 Monate, Okt. 2014 - Jan. 2015
Quantitative Equity Researcher
AXA Rosenberg Investment Management
• Built and tested two bottom-up alpha signals for quantitative stock selection using: (a) borrowing rates (long/short) and (b) ESG factors (long-only). Split stocks into buckets. • Portfolio construction and optimization, running simulations and applying different weighting schemes for each bucket. Use of Barra optimizer. • Performance attribution and results evaluation (relative to benchmarks) using alpha, transaction costs, tracking error, number of holdings and risk factors. Use of Barra risk model.
Part of the Price and Costs section, part of the Euro area macroeconomic developments division. Analysis of inflation, GDP and wages on the euro-area level.
6 Monate, Mai 2010 - Okt. 2010
Research Assistant
Hellenic Society Of Nuclear Medicine
Application of numerical methods on behalf of two physicists.
1 Jahr, Feb. 2009 - Jan. 2010
Programmer/Analyst
Greek Army- NATO
Ausbildung von Haris Halvatzis
1 Jahr und 1 Monat, März 2014 - März 2015
Financial Engineering
University of California, Berkeley
Empirical Methods in Finance, Stochastic Calculus, Investments and Derivatives, Fixed Income, Credit Risk, Computational Finance
3 Jahre und 1 Monat, Okt. 2010 - Okt. 2013
Applied Mathematics
National Technical University of Athens
Stochastic Differential Equations, Corporate Finance, Dynamical systems and Chaos Theory
Sprachen
Englisch
Fließend
Deutsch
Grundlagen
Griechisch
Muttersprache