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About
David Thielke is a Senior Quantitative Researcher at Quest Partners LLC, an alternative investment firm based in New York, where he designs and implements quantitative, systematic investment strategies with a particular focus on hedge fund and Commodity Trading Advisor (CTA) strategies. His work involves developing and optimizing models driven by data analytics, with expertise in systematic macro strategies that span a range of global futures and options markets.
Previously, David served as Vice President and Assistant Vice President of Quantitative Research at AllianceBernstein, where he contributed to the development of quantitative strategies across multi-asset portfolios. Throughout his career, he has specialized in the application of quantitative research to both traditional and alternative asset classes, particularly systematic macro and trend-following sectors.
David holds an MS in Quantitative Finance from Rutgers Graduate Business School and a BS in Engineering Physics from Stevens Institute of Technology. He is recognized for his rigorous approach to model development and risk management, making significant advancements in systematic investment processes at leading financial institutions.
Career History
| Organization | Role | Date Range | Details |
|---|---|---|---|
| Quest Partners LLC | Senior Quantitative Researcher | Apr 2022 to Present | Quantitative Systematic Hedge Fund / CTA |
| AllianceBernstein | Vice President, Quantitative Research | Aug 2018 to Mar 2022 | Systematic macro |
| AllianceBernstein | Assistant Vice President, Quantitative Research | Sep 2016 to Jul 2018 | — |
| Ramius Alternative Solutions | Quantitative Researcher | Jul 2015 to Sep 2016 | Acquired by AllianceBernstein |
| Nomura | Associate, Fixed Income Research | Apr 2014 to Jul 2015 | — |
| Nomura | Analyst, Fixed Income Research | Jan 2013 to Mar 2014 | — |
Education
Rutgers Graduate Business School
MS, Quantitative Finance
2011 — 2012
Stevens Institute of Technology
BS, Engineering Physics
2007 — 2011
Skills & Expertise
Others at Quest Partners LLC (8)
| Name | Role | Location |
|---|---|---|
| Lead Quantitative Trader | New York, NY , United States | |
| Partner, Head of Equity Research | New York, NY , United States | |
| Head of Trading and Technology | New York, NY , United States | |
| Quantitative Researcher | New York, NY , United States | |
A Abhishek K | Quantitative Researcher - HFT | New York, NY , United States |
| Quant Developer | New York, NY , United States | |
| Analyst | NY , United States | |
R Robert Cocuzzo | Quantitative Trader | New York, NY , United States |
Similar Fund Managers
| Name | Role | Fund | Location |
|---|---|---|---|
A Andrey Belov | Research Analyst | Cramer Rosenthal Mcglynn LLC | Stamford, CT , United States |
B Brian Harvey | Equity Portfolio Manager | Cramer Rosenthal Mcglynn LLC | United States |
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