New site
February 18, 2010
Here is my new site……I did not think that I was going to redo it….but ……………
Resume
February 18, 2010
Robert C. Giannini Download My CV
Email:Rcgiannini@yahoo.com
Education:
• Doctoral Student in Finance, The University of Georgia: June 2007-
• University of Illinois Urbana-Champaign: Jan.-Dec.2006
Course work in computer programming and mathematics 4.0/4.0 GPA
• Emory University, Atlanta Georgia: May 2004
Bachelor of Arts in Economics, Minor in History
Graduated Phi Beta Kappa and Summa Cum Laude 3.9/4.0 GPA
• Universitá Cattolica del Sacro Cuore: Milan, Italy 2003
Research Interests:
- Social Networking, Network Communication, Asset Pricing, Digital Information Flow, Local Information Advantage, PEAD, Corporate Restructuring, Natural Language Processing, Sentiment Analysis, Web Scraping
Research :
- “Twitter: An Investigation of the Impact of Network Communication”
- Solo authored paper
- Presented at the 2010 SFA Conference
- “Twitter: Social Network Communication and Earnings”
- With Paul Irvine
- “Do Local Investors Know More? Evidence From Internet Communication”
- With Tao Shu
- “Value Creation From Spinoffs in the Modern Era”
- Curriculum paper
Work Experience:
Portfolio Manager:
Topwater Capital LLC (Multi-Strat Hedge Fund)
• Ran a separately managed account domiciled at Goldman Sachs
• Managed a portfolio with exposure to equities, fixed income, and commodities
• Designed and executed quantitative trading strategies
• Researched and executed trades for discretionary positions
Assistant Trader/Analyst:
Teleos Management LLC (Global Macro Hedge Fund), April 2005-July 2007
• Collaborated on project to improve a beta neutral global fixed income model: Researched new factors, decomposed factor inputs, streamlined process of data acquisition, improved optimization process
• Optimized Arbitrage Pricing Theory Portfolios and analyzed pre and post trade analytics
• Assisted in long/short portfolio risk bids and negotiated commission costs
• Tracked factor returns of Arbitrage Pricing Theory Portfolios
• Managed limit orders and call levels for discretionary traders
• Managed spot and forward cash currency trades, and executed currency rolls and swaps to adjust the settlement of currency positions
• Researched, created charts and forecasted economic data for discretionary traders
• Developed custom applications to reconcile our models’ target positions vs. our
realized currency, equity and swap positions
• Researched and voted on all voluntary corporate actions
• Developed custom applications to track and analyze execution costs, commissions, and slippage for both systematic models and traders
• Automated settlement process of all international and domestic equity trades
• Collaborated on a study utilizing the HFR fund database to analyze the performance of our models relative to customized benchmarks. Each benchmark was carefully composed of funds grouped by strategy and selected based on correlation of returns.
Junior Analyst: Kailas Capital (Multi-Strat. Fund of Funds), April 2005-Present
• Tracked and analyzed our fund’s long/short equity exposure
• Computed correlation and performance statistics for each of our funds
• Analyzed performance statistics of potential funds to included in our portfolio
• Optimized theoretical portfolios of fund managers
Economic Researcher: Emory University, Department of Economics 2003-2004
• Analyzed the efficiency of early Georgian agricultural and commodity markets
• Complied an extensive dataset, and executed intensive statistical analysis utilizing advanced econometric techniques
• Presented research findings to a committee of university professors for review
Research Assistant: Emory University, Department of Economics 2002-2003
• Assisted on a project analyzing political decision making
• Performed data intensive empirical research
Teaching Experience:
• FINA3000 – Financial Management (Summer 2007)
- Survey of corporate finance and investments: Topics include risk and return, financial institutions, efficient markets, valuation theory, capital budgeting, portfolio theory, and cost of capital
• FINA4920 – Computers in Finance (Fall 2008 – Spring 2010)
- Survey of corporate finance and investments: Topics include risk and return, financial institutions, efficient markets, valuation theory, capital budgeting, portfolio theory, and cost of capital
• FINA4310 – Survey of Investments (Summer 2010)
- Provides an analytical treatment of investment theory: Topics included portfolio management and valuation, asset-pricing models, and the application of asset-pricing models to real data.
Academic Honors:
Honors Student in Economics/History: Graduating Summa Cum Laude
• Phi Beta Kappa: 2004 inductee
• Phi Eta Sigma: top 10% of class
• Deans list 2000-2004
• Golden Key Society
• Etheredge Scholarship
• Omicron Delta Epsilon
• Comer Scholarship
• Cohen Scholarship 07-08
• Woodruff Scholarship 09-10
• National Society of Collegiate Scholars
• Summer Research Assistantship 09
Athletic Achievements:
• Professional Mountain Bike Racer
• Member of Locos Elite Road Cycling Team
• Emory Cycling and Triathlon Club: Treasurer 2001, President 2002-2004
• Two-time National Collegiate All American Cyclist 2001 & 2002
• Member of Junior Olympic National Cycling Team 2000
International Experience:
• Seven month study abroad program in Milan, Italy
• Intensive Italian language study, Universitá Cattolica del Sacro Cuore, Milan, Italy
• Extensive travel in Europe, North America and Asia for elite cycling competitions
Blog
February 18, 2010
