Eric Thaut, CFA, FRM
Director, Research & Development
M.S. Computational Finance and Risk Management, University of WashingtonB.S. Physics, University of Puget Sound
Chartered Financial Analyst, CFA Institute
Financial Risk Manager, Global Association of Risk Professionals
Eric Thaut is a Lead Quantitative Research Analyst for Russell Investments focusing on quantitative research and development. His responsibilities include custom risk model construction, factor research, model portfolio construction, and leading development of an internal open-source research and analytics platform with Python.
Prior to Eric’s current role, he was a Senior Quantitative Analyst on the Quantitative Analytics team, which supported Transition Management, Overlay Services, Trading, and Direct Investments through quantitative research and developing portfolio analytics tools. He also designed, built, and maintained custom performance and attribution systems for the derivative portfolio management teams. Eric joined the team in 2008.
Eric joined Russell Investments in 2006 as a portfolio trading analyst supporting derivative trading. Prior to this, he spent two years as an analyst at a pension consulting firm and two years teaching ESL and writing classes at the university level China.