John Raus, CFA
Vice President, Quantitative & Risk Analytics
John manages Athena’s Quantitative & Risk Analytics team. He oversees quantitative research initiatives, development of proprietary portfolio and risk-management models, and a wide range of analytics across the Research and Portfolio Management groups. He also leads Athena’s asset allocation and simulation-based frameworks.
Previously, John was the head trader for Ellington Management Group’s long/short equity hedge fund, where his responsibilities included portfolio trading, idea generation, and maintenance of proprietary risk management systems. Prior to this, he worked in Ellington’s Quantitative Strategies Group, where he researched and traded various medium and low-frequency systematic strategies.
- Bachelor of Arts in Economics from the College of the Holy Cross
ACHIEVEMENTS AND POSTS
- Co-author – Choosing the Right Asset Mix: Guidance for Individuals with New Wealth, September 2019
- Chartered Financial Analyst (CFA) Charterholder
- Member, Stamford CFA Society