Laurence Price
LP
Finance professional with broad experience in equity quantitative research, performance measurement, risk management and hedge fund regulations. Portfolio construction utilizing minimal variance quadratic optimization of return. Analyze and interpret portfolio-to-benchmark return differentials using portfolio risk and return attribution tools. Knowledge of global equity, fixed income, alternatives, derivative instruments, and currencies. Excellent verbal and written communication skills utilized for internal (portfolio management, sales and traders, colleagues) and external (clients, vendors, auditors) dialog.
Specialties:
Risk Management and Analysis
Performance Attribution and Measurement
Portfolio Construction
Quantitative Analysis
Transaction Cost Analysis