Robert Corwin, CFA
Senior Python Developer/Architect | Austin, TX
EVA Capital Management LP
Co-Founder/Portfolio Manager/Senior Data Scientist
Director and Head of Quantitive Research
The Rohatyn Group
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.
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 )
BSE Chemical Engineering (1994 - 1998)