Spencer Ogden, CFA, CAIA

55 North Water St. B512, Norwalk, CT 06854, (203)559-9145

spencer@spencerogden.com

Work History

Chartered Financial Analyst, 2011
Chartered Alternative Investment Analyst, 2009

Mar, 2007 - Present -- K2 Advisors -- Stamford, CT

Portfolio Analyst, Vice President

Create and re-balance portfolios of hedge fund managers for an institutional quality Fund of Funds with $10 Billion under management
Analyzed managers for inclusion in portfolios based on their historical and snapshot characteristics such as value-at-risk, beta to several factors, stress testing, distribution analysis, correlation and alpha potential
Monitor and analyze daily economic events and trends and integrate views with market exposures of portfolios
Apply performance analysis techniques to study alpha generation by managers from a variety of strategies, based on multiple models
Implement regression techniques such as exponentially weighted regressions and Kalman filters, along with stepwise modeling to replicate hedge fund strategies for internal benchmarking
Present to clients in order educate on Hedge Fund Portfolio Construction issues as well as communicate the firms investment process
Develop and implement models for Hedge Fund Replication. Manage trading on product based on these models, launched in April 2010.

Feb, 2005 - Feb, 2007 -- Legg Mason/Citigroup Asset Management -- Stamford, CT

Technical Associate

Created reports querying Oracle and Sybase, using XSLT, Excel, Access and Business Objects
Hired into the Technical Associate program, a training program for recent graduates
Produced reports for use of executive committees and project managers assessing risk management and budget performance
Worked with all aspects of PORTIA, a fund accounting system, including report writing, transaction processing, and back-end data manipulation
Managed and developed batch processing systems using Korn Shell, Perl and Autosys

Education

Sept, 1999 - May, 2003 -- University of Texas -- Austin, TX

B.S. in Computer Science

CS coursework : Data Structures in C++, Systems Architecture, Compilers, Technical Writing, Linux Kernel Programming, and Operating Systems
Math coursework: Probability, Calculus and Differential Equations, Algebraic Structures,

Skills

Advanced Excel knowledge, including VBA, Database integration, Advanced Analytics, User Defined Functions and Graphics
Extensive Perl experience spanning 10 years on Linux and Windows
Strong grasp of advanced SQL usage on Microsoft SQL Server, MySQL and Oracle
Familiarity with a wide array of programming languages: C++, Python, Bash and XSLT

Interests

I have been sailing competitively since the age of 8 and hope that it will be a lifelong activity for me. I am a voracious reader of everything from classical fiction to economic theory.