Robert Corwin, CFA

Robert Corwin

Senior Python Developer/Architect | Austin, TX

Robert has 15 years of experience working with and analyzing large data sets. He is an experienced data scientist, portfolio manager, and quantitive researcher. He has expert level skills in python, javascript, SQL and many other technologies. 


EVA Capital Management LP
Co-Founder/Portfolio Manager/Senior Data Scientist

EVA Dimensions
Director and Head of Quantitive Research

The Rohatyn Group
Senior Analyst



Co-Founder/Portfolio Manager/ Senior Data Analyst
EVA Capital Management LP (January 2016 - Present)
Served as the Co-CIO of a data-based, quantitive asset management firm and laid the groundwork for company operations, hiring and trading.

  • Pitched the company business plan and trading strategy to a large number of potential clients and business partners in order to secure investments in the company and its products. 
  • Maintained TB of data in a SQL database and pulled from it into a C++ trading algorithm which optimized the portfolio, a C# desktop app for data manipulation, and Python, MATLAB and R scripts for statistical analyses.
  • Coded the company web site, including an interactive performance visualization tool, using Node.js / Angular / Highcharts.
  • Lead researcher and portfolio manager responsible for daily trading and R&D on a systematic EVA (Economic Value Added)-based stock selection strategy, portfolio construction, and statistical/big data/machine learning analyses.
  • Managed one analyst 

Head of Quantitative Research
EVA Dimensions (January 2007 - December 2015)
Robert was the fifth hire at this financial company startup based around the Economic Value Added (EVA) valuation framework. He was instrumental in growing revenues to over $7M and employees to over 20.

  • Created and marketed equity research reports, data visualizations, and interactive web tools to buy- and sell-side clients.
  • Mined proprietary databases and tied statistical observations to non-technical, actionable investment recommendations.
  • Used techniques such as regression, cointegration, optimization, clustering, decision trees, etc.
  • Research focus includes finding areas of under/over-valuation, commenting on trends in market or factor behavior, and custom client projects. Samples below.
  • Lead researcher on many quantitative financial models, including an EVA-based global stock selection system; simulations of ETFs designed to capture premia (beta) on various factors; aggregate DCF analysis, a custom-built portfolio analysis, risk, and attribution system; cost of capital models; and thematic models tying factor returns and exposures to the business and company life-cycles.
  • Read academic literature and found practical applications in our products, research, and client work.

Senior Analyst
The Rohatyn Group (May 2003 - June 2006)

An analyst at a multi-billion dollar emerging markets hedge fund.

  • Provided support for an earnings-estimates based trading model.
  • Created a 100GB store of data; researched the underlying data quality and effectiveness of various trading signals/indicators; backtested. Implemented in the master fund at $50M.
  • Created a cointegration-based pairs trading model and presented results to the trading desk weekly.


The University of California, Berkeley, Haas School of Business
MFE - Financial Engineering (2002 - 2003 )

Cornell University
BSE Chemical Engineering (1994 - 1998)


SQL, NoSQL, C++, C#, Python, HTML, JavaScript, Angular, Statistical Analysis