Gerald Charles Lavish
(646) 206-6349
jerry@lavishzone.com
EDUCATION
M.B.A. in Finance, 1996
Columbia
University,
B.S. in Computer Science, 1992
EXPERIENCE
One East Partners
2006 Present: Chief
Technology Officer
·
Planning and directing all technology related
issues in opening a potential
· Designed and directed implementation of firm-wide offsite Disaster Recovery solution
· Directed implementation and integration of Eze Castle Order Management System
· Directed all technology issues in opening our Operations Office in 2007
· Directed all technology issues in opening our London Office in 2007
· Developed Trade Allocation Model to allow Traders to allocate various trades across 3 portfolios and 3 prime brokers
· Pioneered Spread Monitor and Bond Monitor quantitative analytic tools used by the portfolio teams to track existing and potential investment strategies
· Responsible for all Advent Geneva development and maintenance/support
G2 Systems,
LLC
2005 2006: Principal
Client List:
One East Partners
·
Implemented Advent
Geneva v6.0 on a Sun Opteron platform running Solaris 10.0
·
Engineered custom
Advent Geneva reports for daily P&L analysis and accounting reconciliation
·
Modeled Equity
Swap book for performance analysis in Advent Geneva
Boldwater Capital
·
Implemented Advent
Geneva v6.0 on a Sun Opteron platform running Solaris 10.0
·
Migrated existing
trading and accounting history to Advent Geneva
·
Modeled CDS book
for performance analysis in Advent Geneva
·
Structured Forward
Hedge book in Advent Geneva
Convexity
Capital
·
Implemented Advent
Geneva v6.0 on a Sun Opteron platform running Solaris 10.0
·
Engineered custom
Paladyne
Systems
·
Implemented Advent
Geneva v6.0 on a Sun Opteron platform running Solaris
10.0
·
Engineered custom
·
Integrated two fund
administrators and converted existing books and records to
·
Created and
launched proprietary Excel-to-XML generator for use with Geneva Loader
Lavish Consulting, LLC
2003 2005: Principal
National
Securities Corporation -
·
Developed VWAP+ trading model to provide value-added trade
execution to the institutional equity management community
·
Traded
institutional client pairs for VWAP execution
Chardan Capital Markets, LLC -
·
Traded
institutional client pairs for VWAP execution
·
Coordinated
migration of existing trading and OMS technologies from Sungard/BRASS
to Bloomberg
·
Maintained
existing network and trading systems
·
Implemented
firmwide e-mail and instant messenger archive system for NASD regulatory
compliance
Lord, Abbett & Co. -
2000
2003: Portfolio Manager, Senior Quantitative Investment Analyst
· Created the proprietary Investable Universe model to assist in managing institutional small-cap growth portfolios. The Investable Universe provided investment ideas as names were added by the model on a prospective basis. The model portfolio also acted as a superior index since a high-quality small-cap growth portfolio does not closely correlate to any existing benchmark or index.
· Expanded the Investable Universe model to help manage all equity products and strategies
· Updated and rewrote the Equity Investment Management teams DDM which is used as a basis to check internal analysts' valuations and baseline them against a traditional valuation methodology
· Managed Small Cap Growth separate institutional accounts with an aggregate value of over $1B in assets - Relative performance beat the Russell 2000 Growth Index by 20.5% during my tenure (5/00 10/01)
Brown Brothers Harriman
& Co. -
1999 2000: Portfolio Manager
· Member of BBH's Risk Management Committee, a Partner directed initiative to identify investment risk and determine ways to reduce it
· Co-created and co-managed Dow Jones Islamic Index Fund which went public on 7/1/99 with roughly $100MM in long-term assets
1998 1999: Assistant Portfolio Manager, Senior Quantitative Investment Analyst
·
Assisted in the management of the
· Determined optimal asset allocation based upon client risk tolerance and return objectives for all new and existing accounts
· Performed all quantitative research and analysis for International Asset Management, a business unit with over $1.5B in assets
Robert R.
Meredith & Co., Inc. -
1997 1998: Assistant Portfolio Manager, Senior Quantitative Investment
Analyst
· Managed client portfolios with an aggregate value of over $170MM
· Managed team of analysts responsible for providing research and developing financial models used in quantitative analysis
· Assisted Chairman in pitching clients and bringing in new business
· Developed sales literature and brochures with Director of Marketing
1996 1997: Quantitative Analyst
· Managed 4 asset categories, composed of mutual funds, with values totaling $45MM
· Pioneered asset allocation model which maximized Sharpe Ratio in client portfolios consisting of 15 asset categories
· Developed proprietary quantitative screen to assist in the selection of mutual funds across all asset classes
McGinn, Smith, and Co., Inc. -
Summer 1995: Associate
·
Structured asset-backed securities for Response
Bessemer Trust
Company, N.A. -
1993 1995: Financial Systems Analyst
· Directed the creation and implementation of SQL-based database system project which allowed CFO to value technology-based inventory and track related assets
· Developed PowerPoint presentations with President for his bi-monthly board of directors' meeting
· Created optimized, constraint-based financial models in Microsoft Excel for various business units
· Acted as liaison between management and systems programmers throughout the development and production of a structured finance pricing model
Morgan Stanley & Co.
Incorporated -
1992 1993: Market Systems Analyst
· Created spreadsheet model to provide forward and spot rate data from existing discount factors
· Analyzed volatility-based risk in small portfolios using JP Morgan's Risk Metrics VAR analytics
· Assisted department VP with ongoing budget planning and forecasting
PROFESSIONAL REGISTRATIONS
Series 24 General
Securities Principal (expired)
Series 55 Equity Trader
Limited Representative (expired)
Series 7 General
Securities Representative (expired)
Series 63 Uniform
Securities Agent State Law Examination (expired)
SKILLS
Mathematical: Optimization Theory, Differential &
Stochastic Calculus, Discrete Combinatorics, and Probability & Statistics
Software: Advent
Programming: VBA, C, C++, FORTRAN, Pascal, Lisp, SQL,
UNIX/LINUX
Language:
Conversational proficiency in
French
ACTIVITIES
Golf, ice hockey,
downhill skiing, rollerblading, SCUBA, and a passion for AI