Horacio A. Rocha, CFA
Mobile: (617) 816-8875
horaciorocha@yahoo.com
SUMMARY: Investment professional with experience in hedge fund and long only manager selection, portfolio management, performance analysis, and investment operations.
Professional Experience:
AI INTERNATIONAL New York, NY 07/05-Present
Operations Manager and Investment Analyst
Dual role (operations and investment) at a single family office; the team consisted of 3 professionals.
Worked with PM in all aspect of the management of the portfolio including manager selection, asset class research and asset allocation.
Responsible for sourcing of managers (long/short, event driven, long only), conducting quantitative and qualitative analysis, review of documents and audited financials, as well as operational due diligence.
Provide written investment recommendations to the external investment committee, monitor existing investments, write monthly performance summaries, and assist with asset allocation.
Responsible for all investment accounting and operations including producing investor reports, calculating performance, calculating IRRs, PMEs, resolving any issues with administrators.
Developed and improved portfolio management tools including risk assessment, portfolio attribution, statistical analysis, peer analysis, 13F analysis, performance reports, as well as operational due diligence.
ARROWSTREET CAPITAL, LLP Cambridge, MA 04/03-06/04
Associate Portfolio Manager
Member of 4-person portfolio management team responsible for daily management of long only and long/short international equity portfolios for a $4 billion quantitative investment management firm.
Responsibilities included cash management, currency hedging, equity trading, and portfolio optimizations.
Improved various trade day processes including currency hedging and trading, and broker selection process.
GARRETT NAGLE & CO. INC. Boston, MA 01/01-04/03.
Performance and Reporting Manager
Full responsibility for investment accounting, maintaining databases, and performance measurement.
Responsible for performance of 250 portfolios, GIPS (AIMR-PPS) compliance, and composites maintenance.
Developed analytical reports via Crystal Reports and Excel which streamlined the portfolio management process, the reconciliation process and facilitated asset allocation. Implemented workflow improvements.
INVESTORS BANK & TRUST Boston, MA 5/97-1/01
Performance Analyst
Responsible for accuracy of time-weighted rates of return for selected Barclay’s iShares Funds.
Developed Excel based system for returns calculation and verification.
Verified custodial department accounting and corporate action processing.
Senior Custody Accountant
Reviewed NAV calculation and accounting activity for US and international equity and fixed income funds.
Trained staff in the accounting of complex transactions and corporate actions.
Participated in special projects such as the start-up of new business and client conversions.
Education:
BRANDEIS UNIVERSITY, Waltham, MA.
Master of Science in Finance, August 2004.
FLORIDA INTERNATIONAL UNIVERSITY, Tamiami Park Campus, Miami, Florida.
Bachelor of Business Administration with concentration in Finance, December 1996.
Other:
Member of CFA Institute and GARP, FRM candidate Level II. Strong knowledge of Pertrac, Excel, Bloomberg. Experience with Crystal Reports, Stata, SAS. Native Spanish speaker.