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David Thielke

David Thielke

Senior Quantitative Researcher at Quest Partners LLC

New York, NY , United States

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

OrganizationRoleDate RangeDetails
Quest Partners LLCSenior Quantitative ResearcherApr 2022 to Present
Quantitative Systematic Hedge Fund / CTA
AllianceBernsteinVice President, Quantitative ResearchAug 2018 to Mar 2022
Systematic macro
AllianceBernsteinAssistant Vice President, Quantitative ResearchSep 2016 to Jul 2018
Ramius Alternative SolutionsQuantitative ResearcherJul 2015 to Sep 2016
Acquired by AllianceBernstein
NomuraAssociate, Fixed Income ResearchApr 2014 to Jul 2015
NomuraAnalyst, Fixed Income ResearchJan 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

Alternative Investments
Systematic Trading
Trading Strategies
Multi-Asset Portfolios
Investment Research
Portfolio Optimization
Python (Programming Language)
Quantitative Research
SQL
Fixed Income
Numerical Analysis
Research
Relative Value
Rates
Java
Multi Asset Portfolios
Mathematica
Fixed Income Strategy
Project Management
Malloc
Arrays
Business Analysis
R
C#
PowerPoint
Swing
Investments
Mathematical Modeling
VBA
Microsoft Office
Python
Management
Quantitative Finance
Time Series Analysis
Interest Rate Derivatives
C
Segmentation Fault
Struct
Delete
C++
Jspinner
Matlab

Others at Quest Partners LLC (8)

NameRoleLocation
Jared Sambursky
Jared Sambursky
Lead Quantitative TraderNew York, NY , United States
Matthew Hearn
Matthew Hearn
Partner, Head of Equity ResearchNew York, NY , United States
Robert Toth
Robert Toth
Head of Trading and TechnologyNew York, NY , United States
Tyler Amend
Tyler Amend
Quantitative ResearcherNew York, NY , United States
A
Abhishek K
Quantitative Researcher - HFTNew York, NY , United States
Amine Roudani
Amine Roudani
Quant DeveloperNew York, NY , United States
Anish Bhasin
Anish Bhasin
AnalystNY , United States
R
Robert Cocuzzo
Quantitative TraderNew York, NY , United States

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