Sandro Fusco
Head of Public Market Analytics
- Role
- Head of Public Market Analytics at Teacher Retirement System of Texas
- Location
- Austin, TX, US
- LinkedIn followers
- 500 followers
About Sandro Fusco
Dr. Sandro Fusco is currently a Quantitative Investment Analyst at CalPERS, where he is responsible for helping manage a $200 billion equity portfolio and developing complex investment strategies to support CalPERS Global Public Equity unit, the Investment Office Division, and senior leadership.Previously, he was the Global Head of Applied Research, and Solution Design at Wilshire Analytics, where he headed up the Applied Research and the Product Management teams. In that role, he was responsible for directing the design and content of Wilshire Analytics’ multi-asset class solutions for analytics, attribution, risk management, performance, GIPS® reporting, total fund reporting, style and peer universe comparisons. Prior to Wilshire, he spent 14 years at Thomson Reuters, where he held a number of positions, most recently as Global Head of Investment Risk.He holds a PhD in Pure Mathematics and Statistics from York University in Toronto, and a MA degree in Mathematics of Finance from Columbia University in New York.
Experience
Head of Public Market Analytics
Teacher Retirement System of Texas
Jan 2026 — Present · Austin, TX, US
Education
Columbia University
M.A., Mathematics of Finance
Università degli Studi dell'Aquila
B.Sc., Mathematics
York University
Ph.D., Mathematics and Statistics
Skills
- Multi Factor Risk Models
- Risk Analysis
- Alternative Investments
- Leadership Development
- Quantitative Finance
- Sell Side
- Fixed Income
- Financial Engineering
- Financial Services
- Quantitative Modeling
- Public Speaking
- Model Validation
- Portfolio Management
- Derivatives
- Buy-Side
- Performance Attribution
- Finance
- Hedge Funds
- Quantitative Analysis
- Interest Rate Risk Management
- Risk Modeling
- Equities
- Motivational Speaking
- Quant
- Valuation
- Var
- Financial Markets
- Asset Allocation
- Raroc
- Risk Management
- Stochastic Calculus
- Management
- Financial Risk
- Matlab
- Portfolio Optimization
- Asset Management
- Market Risk
- Risk Analytics
- Performance Measurement
- Financial Modeling
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