Julian Kaljuvee
Angestellt, Director, Mosaic Capital Partners Ltd
Zollikon, Schweiz
Werdegang
Berufserfahrung von Julian Kaljuvee
Bis heute 18 Jahre und 5 Monate, seit Jan. 2006
Director
Mosaic Capital Partners Ltd
Quantitative and qualitative investment strategy development
6 Jahre und 4 Monate, Sep. 1999 - Dez. 2005
Quantitative Analyst
Morgan Stanley
• Business Area: Equity Statistical Arbitrage • Responsibilities: Supported statistical arbitrage desk in model building and trade idea and strategy generation • Statistical Arbitrage and Multifactor Models: Pairs identification and spread modelling, event analysis, correlation search. Dynamic multifactor stock selection models, alpha and style analysis, risk modelling, application of financial econometric to alpha research, advanced portfolio optimization (Conic / Non-Linear) and market impact
2 Jahre, Sep. 1997 - Aug. 1999
Quantitative Analyst
Goldman Sachs
• Products: single and multi-currency swaps; swaptions (cash/physical settled), European, Asian, Bermudan and digital interest-rate options (caps, floors), CMS and CMT swaps and options • Responsibilities: Quantitative support to swaps and capital markets desks. Optimal issuance analysis, Liability Driven Investment (LDI) process, yield curve modeling. Created a historical interest-rate volatility and correlation database. Implemented computations in C/C++ and Matlab • Strategy Development: Developing and
Ausbildung von Julian Kaljuvee
4 Monate, Juni 2010 - Sep. 2010
Machine Learning, Statistics
Oxford University
1 Jahr und 10 Monate, Sep. 2000 - Juni 2002
Statistics and Probability Theory
Columbia University
3 Jahre und 10 Monate, Sep. 1993 - Juni 1997
Economics and Applied Mathematics
Harvard University
Sprachen
Englisch
Muttersprache
Französisch
Fließend
Schwedisch
Grundlagen
Deutsch
Grundlagen
Italienisch
Grundlagen
Russisch
Fließend
Finnisch
Muttersprache