Cristian Homescu's Email & Phone Number

💼 Past Experience

Director, Portfolio Analytics, Chief Investment Office, Global Wealth and Investment management GWIM at Bank of America Merrill Lynch in Greater New York City Area. AI / Machine Learning for investment and wealth management Investigations to conclude what works well (or not)● Clustering-based and network-based portfolio optimization● Portfolio diversification● Clustering of financial time series● Network-based risk analysis● Forecasting of returns for asset classes and investment vehicles● Forecasting of alternative risk premia● Prediction of market regimes, bubbles and crashes● Goals-based investing using (deep) reinforcement learning● Regime-based investing● Testing of investment strategies● Scenario generation and data augmentation● Incorporating ESG into investment process● Factor-based quantitative investing● Data challenges● Interpretability / explainability of machine learning● Tuning machine learning hyperparameters ● Incorporating alternative data into investment process● Fund classification, inference and decomposition● Topic, news and sentiment analysis.

🎓 Education

Cristian Homescu's training and education are based on his years of work experience in the mathematical and numerical analysis field. Homescu hasreceived his DEA from Université Paris Sud in 1994, his MSc from Universitatea din Craiova in 1990, and his PhD from Florida State University in 2002. Homeescucurrently works as a research mathematician at American Mathematical Society and is a member of the editorial board of Journal of Mathematical Sciences.

💡 Technical & Interpersonal Skills

Cristian Homescu has a wide range of experience in quantitative analysis and machine learning. He has worked on projects such as clustering data andForecasting expected returns for asset classes and investment vehicles, as well as forecasting of alternative risk premias. Cristian also has a strong background in goal-based investing, Risk budgeting, and autoencoding machine learning.