Eli Wiseman

About Eli Wiseman

Global macro and quantitative equity analyst with an economics/statistics background.…

Experience

1. Global Macro & Quantitative Equity

   Morgan Stanley

   Nov 2009 — Present

   Executive Director (January 2019-Present) Leading group’s quantitative research efforts, building signal recognition and data analytics platform Formulating top-down macro views, recommending investment ideas for alpha generation Building systematic hedging strategies for global equity portfolios, identifying discretionary hedging signals Collaborating with portfolio managers to formulate broader portfolio allocation strategy Analyzing relationships between global economic/market data to exploit alpha opportunities Focusing on relative country, sector, industry & currency dislocations Vice President (January 2013 - December 2018) Presenting investment ideas to portfolio managers and investment committee Identifying potential portfolio opportunities through data exploration, modeling and analysis Coding equity and FX factor analytics programs; building factor libraries Creating forecasting models on market-relevant data Contributing to portfolio commentary and research pieces for external distribution/publication Associate (November 2009 - December 2012) Building weekly macro presentation summarizing global economic/financial market developments Constructing portfolio monitoring/performance tracking tools Automating portfolio management tasks; coding tools to automate charts for client presentations Responsible for generating all client presentation materials and content Programming attribution analysis tools for multiple separately-managed accounts Developing automated tracking error, active risk, and beta contribution reports Initiated effort to optimize portfolio trading activities with macro trading team

Education

• Truman State University

  Bachelor of Science & Bachelor of Arts, Economics

  2000 — 2004

• The University of Chicago Booth School of Business

  Master of Business Administration, Finance; Analytic Finance; Econometrics & Statistics

  2007 — 2009

Skills

• Powerpoint
• Portfolio Optimization
• Fame 4gl
• Global Macro Equity Investing
• Coding
• Html
• Time Series Analysis
• Asset Management
• Stata
• Visual Basic
• Quantitative Research
• Sector Analysis
• Bloomberg
• Microsoft Excel
• Economics
• Portfolio Risk Analysis
• Macroeconomics
• Equity Research
• Portfolio Management
• Econometrics
• Portfolio Attribution
• Industry Analysis
• Investments
• Quantitative Investing
• Financial Modeling
• Investment Management
• Fx
• Country Risk Analysis
• Factset
• Valuation
• Sungard Marketmap Analytic Platform (Formerly Fame)
• R
• Eviews
• Vba
• Equities
• Currency
• Tracking Error Contribution Analysis
• Matlab