Donie O'Brien, PhD

Head of Investment Risk at Irish Life Investment Managers
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Contact Information
us****@****om
(386) 825-5501
Location
Ireland, IE

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Experience

    • Ireland
    • Financial Services
    • 100 - 200 Employee
    • Head of Investment Risk
      • Aug 2018 - Present

    • Head of Quant Portfolio Management
      • 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

    • Senior Quantitative Fund Manager
      • 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

    • Germany
    • Banking
    • 700 & Above Employee
    • FX Quantitative Trader
      • 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.

    • United Kingdom
    • Gambling Facilities and Casinos
    • 700 & Above Employee
    • Quantitative Trading Analyst
      • 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.

    • Ireland
    • Higher Education
    • 700 & Above Employee
    • Theoretical Particle Physics researcher and Mathematics tutor
      • Sep 2004 - Dec 2008

Education

  • Trinity College Dublin
    Doctor of Philosophy (PhD), Theoretical and Mathematical Physics
    2004 - 2008
  • University College Dublin
    Bachelor’s Degree, Mathematical Science
    2000 - 2004

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