Andre Mirabelli

Andre began his model-building career as a professor of theoretical physics. He created operational mathematical models for fundamental trans-theory physical concepts, such as good clocks, rods, inertial frames, force-free volumes and internal properties, and for epistemological systems of belief change. In finance, he has designed and implemented CMO pricing models as a V.P of Quantitative Research for Kidder Peabody, interest rate models as an Intermittent Expert for OFHEO, and equity and fixed performance, attribution and risk models as a Managing Director of Investment Analytics for TIAA-CREF and as a Consultant to the Head of Operations and Technology at AllianceBernstein. For a number of software providers, he has recently developed, a broad range of financial decision evaluation models, for long-short, balanced and hedged multi-currency portfolios, in which formal entities, such as actively traded, settlement-at-close, component-level daily weights and returns, and all exact attributes and decision-risk characteristics, are kept strictly grounded by demanding that they all be direct answers to economically meaningful financial questions.