I started on the AMEX trading floor in the 90s, an undergrad intern in Susquehanna's index-arbitrage group. We were always hunting arbitrages. My mentor pointed me at one, a mispricing between Japanese index futures and Nikkei warrants, and handed me the job of finding out whether it was real. That meant living in the funding costs: a clean edge on paper that the cost of carry could quietly erase, until a narrow window where it didn't. I'd build the warrant position, leg into the Nikkei future, and when the number hit, get on the phone to the floor to get out. I didn't find that trade. What I took from that summer, and have leaned on since, is how much careful work stands between an edge that looks real and one that is.
By 1992 I was on the syndicate desk at CS First Boston, helping price $1.3 billion in emerging-market debt issues. I was a capital markets analyst on the desk, closest to the EM instruments. When the firm needed a handbook on the asset class, my manager pointed at me. From there I traded sovereign Eurobonds and structured derivatives at Socimer, then ran emerging-markets fixed-income research at CIBC Oppenheimer: pitching yield strategies, building Excel-VBA pricing analytics, supporting $8 billion in annual trading volume.
That handbook took months: living inside Brady-bond agreements and three-hundred-page prospectuses, pulling one standard structure out of documents that shared none, and bending Microsoft Word into a desktop-publishing tool it was not yet ready to be. Extract, standardize, make it usable. The work I have done since has mostly been that work, with better tools.
At CIBC I built the desk's research website in 1996 (back when most analysts at name-brand firms weren't publishing on the web at all) and sat on the firm's Strategic Technology Committee as a research analyst. For years afterward, I'd find my watermarked visualizations showing up in colleagues' research papers, picked up and re-used because they made the analysis legible. That was the first time I learned the power of building things once and well.
What a trader needs at 9:31 AM is not what an analyst needs at 4:30 PM. The gap between the tool and the desk is where the work lives.
Most program and product managers running teams in financial services came from engineering or consulting. I came from the desk.
The pivot to technology
Two consultancies co-founded across a decade. Solutions-E for hedge funds and trading desks; Cambrian for global banks, six cities.
In 1999 I co-founded Solutions-E, a tech advisory practice for hedge funds and trading desks. The trading-floor instinct turned out to be transferable: the same arbitrage lens that finds mispriced bonds finds mispriced workflows. Both come down to spotting what nobody else has bothered to fix yet.
In 2006 I co-founded Cambrian Consulting with ex-Accenture partners. We ran program management for digital transformation initiatives across global banks, with distributed teams in London, Frankfurt, Zurich, Tokyo, New York, and Dublin. Reported into CAOs and Heads of Enterprise Architecture. Clients included Bank of America/Merrill and UBS.
The decade in enterprise tech: Deutsche Asset Management, then Morgan Stanley
From 2010 to 2017 at Deutsche Asset Management, I built a regulatory compliance product for the SEC's new liquidity rule (22e4) and delivered a State Street cloud partnership that replaced the in-house accounting platform across the front office. I also owned several workstreams within the Aladdin migration for portfolio construction.
Aladdin workstreams I owned within the migration: Investment Guideline Monitoring (rescued an 11-FTE NY/Frankfurt workstream stuck on 4,000 BlackRock Query Language compliance trading rules); Benchmark migration (caught a pre-GoLive mismatch across 2,000 vendor benchmarks); Identity Access Management (designed 30 user profiles across 400 permissions to satisfy BaFin, Germany's financial regulator).
From 2017 to 2020 at Morgan Stanley, I worked on the CCAR Stress Testing program. My scope was within Cross Market Risk: building a workflow product that consolidated the risk-entry inputs into a single auditable seven-step workflow, and accelerating SME challenge turnaround on the back of it. I also coached two of the teams through their transformation to Agile, specifically the Scrum framework.
AI strategy at FactSet
From 2020 to 2024 I led AI strategy and product management for the Entity Intelligence platform: private markets data solutions serving investment banking and private equity clients. The org was distributed across NYC, London, and Hyderabad.
What it produced: entity coverage from 250K to 3.7M, and model accuracy from 20% to 80%, owning the AI strategy from data architecture through model training to the client interface. Team of roughly 12 across NYC, London, Hyderabad.
The work taught me the difference between a model that works in a notebook and one that holds up in a live institutional environment.
What I'm doing now
I'm currently engaged at a leading global PE firm, building tools and agents that compound across the program portfolio.
When the tools changed, I went back to school deliberately: Stanford GSB's Harnessing AI (2022), MIT's Applied GenAI (2023), and Stanford continuing-studies coursework on LLMs. Three years of rebuilding the toolkit while using it.
What I'm thinking about
Agentic AI patterns for institutional workflows. Advisor-facing AI in private wealth. How legacy tech orgs scale generative AI responsibly: the data discipline that has to come before the AI tooling, not after. The space between the model and the desk where program management actually earns its keep.
Selected speaking
On the financial-technology conference circuit from 2012 to 2016: big data, distributed ledger, risk management, data analytics. As moderator and panelist. A few of the appearances:
- Emerging digital currencies and ledger technology: the impact on capital markets. Panelist, Waters USA 2015.
- Distributed ledgers and blockchain technology: impact on the capital markets. Panelist, North American Trading Architecture Summit 2016.
- Data analytics: using technology for decision support. Moderator, Buy-Side Technology Summit 2015.
- The evolving trading landscape: staying ahead in a fast-changing market. Moderator, Waters USA 2013.
Education and service
MIT, BS Operations Research and Management Science (US Navy ROTC, served on the USS Lang FF-1060). Columbia, MS Technology Management. Fluent Spanish.
Based in Manhattan, on-site by preference, not circumstance. Second home in Park City, Utah, where the Alta name comes from.
