1. JAYSON E. ROME
120 Greenwich Street, Apt. 8A
New York, NY 10006
607-220-6017
jaysonrome@gmail.com
SUMMARY
More than 20 years of quantitative model development. CFA Candidate.
COMPUTER SKILLS
 Languages: C/C++, Python, MATLAB, Java, LaTeX, ActionScript
 Electronic circuit design and implementation
 Digital signal, image and video proces sing algorithms and techniques
 Pattern Recognition, Machine Learning and Data Mining algorithms and
techniques
 Quantitative Techniques with Applications in Finance
 Portfolio Optimization with Black -Litterman
EXPERIENCE
Associate Director, Quantitative Model Development
Assistant Portfolio Manager, Asset Allocation
Feb. 2011-Present
S&P Capital IQ, New York, NY
 Voting Member of the SPIAS Portfolio Strategy Committee
o Responsible for formulating a data and model driven view of
expected returns for a variety of asset classes for use in the SPIAS
Model Allocation Portfolios (MAPs)
 Responsible for reviewing and approving funds for use in the SPIAS MAPs
 Responsible for providing asset allocation recommendations for ~$19
Billion in Assets under Advisement (AUA) in the SPIAS MAPs
o Created a data driven asset allocation recommendations using
Black-Litterman and CVaR Optimization
o Researched, developed and Implemented an asset allocation
discipline that incorporates qualitative and quantitative inputs using
state-of-the-art mathematical and statistical techniques
o Helped to grow ~11 Billion in AUA in 2012 to ~19 Billion in AUA in
2015
 Research, develop, implement and t est a variety of Quantitative Models for
various applications and projects:
o Prediction and forecasting: Analysis of Time Series, ARIMA,
GARCH
o Asset rating and ranking: Statistical Pattern Recognition/Machine
Learning
o GLM, SVM, Neural Networks, Decision Trees and Random Forests

2. Mathematics Teacher and Technology Educator Aug. 09-Apr. 11
New Roost Charter School, Ithaca, NY
 Founding member of innovative charter school dedicated to sustainability
 Developed and implemented interdisciplinary secondary mathematics and
technology curriculum
 Taught college statistics as Adjunct Instructor, Tompkins, Cortland
Community College
 Faculty Member, New Roots Charter School Board of Trustees
Quantitative Analytics Research Group, Associate
Quantitative Analytics
July 05-Aug. 09
Standard & Poor’s, New York , NY
*Awarded Corporate Achievement Award, McGraw-Hill Corporation 8/09
 Designed, implemented and maintained Matlab prototype models:
o Corporate credit rating transitions over various time horizons
o Probability of default and loss -given default models
o Market-derived signals indicating corporate credit ratings
 Compiled Matlab prototype models into C++ and Java
 Developed production quality quantitative engine for use in MDS
application for use by S&P analysts globally:
o Worked with Business Analysts and Market Specialists to produce
models that capture the current state of the market as closely as
possible
o Worked with Application Developers and IT and QA groups on
integration, testing and rollout of the product to clients
o Worked in a fast-paced real-time delivery environment, using AGILE
methodology
o Performed validation and testing of models to ensure adequacy and
reformulation of models as necessary
o Determined data requirements and validated informat ion by means
of statistical testing
o Hired and managed consultants for product development
EDUCATION
Harvard Graduate School of Education, Harvard
University
Sept. 03-June 04
Cambridge, MA
 Master of Education. Concentration in Technology in Education
 *Awarded Technology in Education Merit Based Fellowship
Department of Computer Science, The Graduate School
and University Center, The City University of New York
Sept. 98-June 03
New York , NY

3.  Master of Philosophy in Computer Science (60 Credit Masters, ABD
Ph.D.) Concentration in Machine Learning and Statistical Pattern
Recognition
 *Awarded R. E. Gilleece Research Fellowship, CUNY
Department of Computer Science, The City College of The
City University of New York
Sept. 96-June 98
New York , NY
 Master of Science in Computer Science (30 Credit Masters),
 *Awarded NASA IRA Fellowship for Research in Optical Imaging
Department of Biomedical Engineering, G.W.C. Whiting
School of Engineering, The Johns Hopkins University
Sept. 87-June 91
Baltimore, MD
 Bachelor of Science in Biomedical Engineering. Concentration in Electrical
Engineering
 *Awarded Manna Scholarship, The Johns Hopkins University
PUBLICATIONS
 Alexei D. Miasnik ov, Jayson E. Rome, Robert M. Haralick : A Hierarchical
Projection Pursuit Clustering Algorithm. ICPR (1) 2004: 268-271
 Jayson E. Rome, Robert M. Haralick : Towards a Formal Concept Analysis
Approach to Exploring Communities on the World Wide Web. ICFCA 2005: 33 -
48
 Sten Bergman, Martin Hampel, Jayson Rome, Iris Shi, Lauren Taralli, Xi Yang:
How Standard & Poor's Arrives at Mark et Derived Signals, Standard & Poor's
White Paper, May 2009