Former Senior Director at BlackRock's Systematic Platform, where he helped build and operate large-scale quantitative strategies for the hedge-fund side of the firm. With 20 years of experience in technology and quantitative finance, Adam leads the firm's systematic portfolio construction platform, alpha research and its infrastructure, and the application of AI, and is responsible for model governance and the trading life cycle.
Finance expert with an international perspective covering roles on the Sell-Side, Financial Information Providers, and the Buy-Side — focusing on Contingent Claims pricing and Quantitative Investment Strategies. Previously Senior Finance Director at BlackRock. Able to communicate complex information to a wide range of audiences across cultural and organisational boundaries.
Over the past year, we delivered an institutional-grade systematic investment platform for a private mandate — transitioning a research codebase into a fully auditable, allocator-ready operating system.
End-to-end workflow from data ingestion through feature engineering, model training, backtesting, ensemble construction, and fund building — all config-driven and reproducible.
Any strategy wraps as a composable sleeve and flows through the same allocation, overlay, cost, fee, and reporting stack. A platform, not a one-off backtest.
Three-level NAV (research gross, implementation net, investor net), factor attribution, fee waterfalls, horizon analytics, and benchmark alignment — all derived from authoritative run outputs.
Full audit trail with immutable run manifests, reconciliation, capacity modelling, mandate compliance, and statistical validation including deflated Sharpe and bootstrap confidence intervals.
