Payton Delong

WORK HISTORY

EDUCATION

SKILLS

ABOUT PAYTON DELONG

I have extensive experience in developing and implementing systematic trading strategies, risk management, asset allocation, and model development. My most recent role was at Invesco US where I covered risk for the Real Estate and MLP investment teams. Prior to that, I was a Quantitative Analyst at Westwood Holdings Group, where I successfully managed the Westwood SmallCap Growth Fund, achieving outstanding risk-adjusted performance metrics since its inception in June 2020. My role involved leveraging advanced statistical models to optimize portfolio construction and manage risk & factor exposures effectively.Professional Expertise: • Systematic Trading Strategies: Proven track record in creating and managing high-performing equity trading strategies across various style & size categories. • Asset Allocation Models: Developer of proprietary Black-Litterman asset allocation models & efficient frontier models, enhancing multi-asset portfolio management using Modern Portfolio Theory. • Quantitative Research and Analysis: Strong background in developing Time Series & General Linear models using machine learning algorithms for equity & fixed-income securities. • Risk Management: Expertise in monitoring performance, factor exposures, contribution to tracking error, and covariance matrix estimation.Technical Skills: • Programming: Proficient in C++, R, Python, & SQL • Financial Tools: Bloomberg Terminal, Factset, Barra • Modeling Techniques: General Linear Models, Time Series Models, VaR (Value at Risk) & Expected Loss models, Modern Portfolio TheoryEducational Background: • M.A. in Statistics from Columbia University, with an emphasis on the Mathematics of Finance, including courses in Stochastic Processes, Hedge Fund Strategies & Risk, and Financial Pricing Analysis. • B.S. in Mathematics and B.S. in Physics from Harding University, with an emphasis on Computer Science, covering Real Analysis, Probability Theory, and Differential Equations.Personal Interests:Beyond my professional pursuits, I have a passion for Italian cuisine, particularly in crafting handmade pasta, bread, and pastries. I also enjoy music, guitar & piano playing specifically, and exploring different areas of theoretical physics.Volunteer Work- Stewpot Dallas, Habitat for HumanityFeel free to reach out to me to discuss opportunities, ideas, research, or anything you feel is relevant to my profile, skillset, and experience.