Kenneth is responsible for the strategic direction of the company and is the lead architect for its products and services. He has over 19 years of financial and technology experience. He began his career working on the IR/FX desk of Enron in Houston and London. Kenneth led numerous successful enterprise-level projects that streamlined and automated the investment process and generated significant savings on organizational resources. While an independent consultant at a major buy side firm, he developed a real-time order management system in record time that saved the firm the cost of hiring additional trading assistants while greatly improving the investment order process. Prior to founding Opturo Inc., he was Director of Risk Management at a major institutional money manager, responsible for evaluating portfolio risk for long-only and alternate strategies including Market Neutral and 130/30. He pioneered and built numerous solutions including a unique real-time portfolio management system that saved the firm significant money on recurring market data and license costs.
Rocco is spear-heading efforts in the development of the state-of-the-art web-based financial investment desktop (ODIN). He has over 15 years of experience in the financial and technology industry and began his career on the fixed income trading desk of a large buy-side money manager. His outstanding work at building creative solutions was noticed by an elite quantitative modeling group within the firm, where he spent five years prior to co-founding Opturo. While working at the quantitative modeling group, he built numerous solutions including an enterprise-level web-based fundamental rating system that saved the firm millions of dollars in development costs. Rocco has a reputation for innovative thinking and, with his assistance, Opturo is pioneering the use of cutting-edge web-based technology to build the next generation of investment solutions.
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.