Donie O'Brien, PhD
Head of Investment Risk at Irish Life Investment Managers- Claim this Profile
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Bio
Experience
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Irish Life Investment Managers
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Ireland
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Financial Services
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100 - 200 Employee
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Head of Investment Risk
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Aug 2018 - Present
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Head of Quant Portfolio Management
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May 2016 - Aug 2018
Held overall responsibility for fund management activities on ILIM's €7bn range of quantitative investment strategies, such as the range of Global and Emerging Market Low Volatility Active Equity and Regional Multifactor Equity Funds and Currency Overlay and Hedging strategies; and for client and sales support activities relating to ILIM's quantitative investment products. Promoted ILIM’s quantitative funds through presenting at conferences, roadshows and fund manager panel discussions in Canada, Ireland and mainland Europe. Show less
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Senior Quantitative Fund Manager
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Jan 2013 - May 2016
Worked in the Quantitative Strategies Group in ILIM researching, implementing and managing quantitative investment strategies. Led the research into and launched the ILIM Global Low-Volatility Active Equity strategy and am the lead Fund Manager for this range of funds, which have grown to over €4bn AUM. Portfolio manager for Eurozone and Pan Europe Multifactor equity funds and a Country overlay fund, and held overall responsibility for maintaining and adding to our internal quantitative portfolio risk management and optimization tools. Significant effort within the team is dedicated to the research and development of new quantitative investment strategies across Equities, FX, Fixed Income, Commodities and Multi-Asset strategies; and to presenting our existing and prospective strategies to clients both domestic and international. Show less
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Commerzbank AG
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Germany
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Banking
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700 & Above Employee
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FX Quantitative Trader
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Jan 2011 - Jan 2013
Designed, built and maintained additions to quantitative electronic trading engines, both algorithmic pricing and hedging of eFX positions. My focus was on researching and developing automated trading signals used by the quantitative risk management engine that traded up to 100,000 trades a day with an average daily volume of over €10 billion. Designed, built and maintained additions to quantitative electronic trading engines, both algorithmic pricing and hedging of eFX positions. My focus was on researching and developing automated trading signals used by the quantitative risk management engine that traded up to 100,000 trades a day with an average daily volume of over €10 billion.
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William Hill
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United Kingdom
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Gambling Facilities and Casinos
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700 & Above Employee
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Quantitative Trading Analyst
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Apr 2010 - Dec 2010
Built Mathematical and Statistical models to calculate probabilities of various outcomes in sporting events and use these probabilities to automate the odds pricing and trading. Built Mathematical and Statistical models to calculate probabilities of various outcomes in sporting events and use these probabilities to automate the odds pricing and trading.
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Trinity College Dublin
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Ireland
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Higher Education
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700 & Above Employee
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Theoretical Particle Physics researcher and Mathematics tutor
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Sep 2004 - Dec 2008
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Education
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Trinity College Dublin
Doctor of Philosophy (PhD), Theoretical and Mathematical Physics -
University College Dublin
Bachelor’s Degree, Mathematical Science