H. David Shea, CFA

SUMMARY Seasoned Portfolio Manager and Data Scientist with experience in broad ranging Global, International and Emerging Markets equity strategies. The majority of my experience has centered around my data science background: starting with mathematical and statistical programming, progressing onto researching and implementing quantitative models, developing analytical reporting and performance analysis processes predominantly in R relying heavily on the full suite or RStudio tools as a development and production environment.

I am currently interested in analyzing and working to improve the effectiveness our health care models. I am very interested in applying data science techniques and processes within a health care environment focused on improving all facets of healthcare outcomes.

Copper Rock Capital Partners, Boston, MA

Partner, Portfolio Manager

2008-2020

Lead Portfolio Manager for the Emerging Markets Small Cap strategy, responsible for original investment research, stock selection and portfolio construction. Involved in all aspects of portfolio management, fundamental and quantitative research, product marketing and client service for all the firm’s products.

• Researched requirements and efficacy of the Emerging Markets Small Cap strategy. Officially launched with sole responsibility for portfolio management in September 2012.
• Researched requirements for re-launching the Global Equity Small Cap strategy – which the team had managed previously at Putnam. Officially launched and led the portfolio management from April 2010 through 2012.
• Part of team from Putnam Investments recruited to establish the International Equity Small Cap strategy in November 2008. Served as member of the portfolio management team, provided fundamental research, developed the quantitative model and have been involved in all aspects of product marketing and client service.

Putnam Investments, Boston, MA

Portfolio Manager, Global Growth Equity Team

2005-2008

Portfolio Manager on the Global Growth Equity team. One of three PMs on team focused on various global and international, large cap and small cap, growth-oriented strategies. Involved in all aspects of portfolio management, fundamental and quantitative research, product marketing and client service for all of the team’s products.

• Restructured Putnam’s Global Small Cap strategy – which was managed as a joint portfolio combining our international small cap portfolio with the US Small Cap Growth portfolio – to an integrated process managed within our team.
• Interfaced with Putnam’s internal quantitative team to maintain the efficacy of the quantitative model within the Global Growth Equity investment process.

Citigroup Asset Management, Stamford, CT

Director, Quantitative Research

2000-2005

Managed quantitative research team supporting actively managed global equity products. Member of Global Equity portfolio management team responsible for 12 products representing US$4B assets under management. Provided guidance and coordination for and actively participated in the research and development of new global equity products.

• Managed quantitative team members deployed onto active equity teams. Established mechanisms for maintaining and leveraging centralized quantitative capabilities for teams located in Stamford, London, Melbourne and Tokyo.
• Championed leveraged approach to building investment processes and managing and monitoring portfolios. Worked with senior management, regional and global investment teams and quantitative researchers to establish best practices, standard research framework and cross-product reports and monitoring tools.

Independence Investment Associates, Inc., Boston, MA

Senior Vice President, International Equities

1997-2000

Member of international equity team. Researched, tested and implemented single factor international equity models. Researched and implemented methods for integrating single factor models into risk controlled, multi-factor framework. Participated in marketing active international equity products.

• Expanded research on various aspects of international market segment performance, focusing on style and factor performance in size, valuation, momentum, fundamental improvement and economic sector areas.
• Increased vendor coverage to include MSCI, IBES, BARRA, FT, DJ/STOXX, CRSP and Compustat.
• Integrated BIA global equity research database with systems in place at IIA.

Boston International Advisors, Inc., Boston, MA

Vice President, International Value Team

1993-1997

Member of international value product team. Implemented and enhanced single factor, value-oriented models for forming style index portfolios. Participated in value-oriented product marketing. Performed research on various aspects of investment style performance in international equity markets. Maintained vendor relations and accounts for data, hardware and software.

• Designed and developed SQL database to support international equity markets quantitative research.
• Designed and developed software to support generalized, multi-faceted times series portfolio simulations.
• Integrated research and simulation systems with optimization, performance analysis and accounting systems.
• Represented BIA in joint venture with Morgan Stanley and Capital International to produce the MSCI International Style Indexes. Represented BIA in joint venture with Dow Jones Global Indexes. These efforts funded the hardware, software and data expenses for the research environment.

Massachusetts Financial Services Company, Boston, MA

Associate Vice President, Investment Operations Research

1989-1993

Management and software engineering to support investment services.

• Directed firm-wide project to consolidate out-sourced systems via conventional SQL relational database systems.
• Developed in-house object-oriented database system to support in-house developed back-office systems.
• Developed programming interface for object-oriented database system.

ADDITIONAL PROFESSIONAL EXPERIENCE A senior consultant at Oracle Corporation working in Boston, MA responsible for designing, developing and managing turnkey database systems (1987-1989).  An associate position in the Behavioral Neurosciences Laboratory at the Massachusetts Institute of Technology in Cambridge, MA conducting database design and development (1985-1987).  An engineering role within the Missile Systems Division at the Raytheon Company in Wayland, MA (1984-1985).  Supported myself financially throughout college by working part time during terms and full-time during breaks for the Massachusetts Department of Employment Security (1982-1984).

EDUCATION Bachelor of Science, Cum Laude, Computer Science, Tufts University, Medford, MA, 1980-1984
St. Charles Preparatory High School, Columbus, OH, 1976-1980

PROFESSIONAL DESIGNATIONS AND MEMBERSHIPS Charter holder, Chartered Financial Analyst designation
Member, CFA Institute
Member, Boston CFA Society

DIRECTED LEARNING CERTIFICATIONS Verified Certificate for PH525.7x: Advanced Bioconductor,
HarvardX, edX - Issued September, 2021

Verified Certificate for PH525.6x: Case Studies in Functional Genomics,
HarvardX, edX - Issued September, 2021

Verified Certificate for PH525.5x: Introduction to Bioconductor,
HarvardX, edX - Issued September, 2021

Verified Certificate for PH525.4x: High-Dimensional Data Analysis,
HarvardX, edX - Issued August, 2021

Verified Certificate for PH525.3x: Statistical Inference and Modeling for High-throughput Experiments,
HarvardX, edX - Issued August, 2021

Verified Certificate for Explainable Machine Learning with LIME and H2O in R,
Coursera - Issued July, 2021

Verified Certificate for HST.953x: Collaborative Data Science for Healthcare,
MITx, edX - Issued June, 2021

Certification for Data or Specimens Only Research,
Citi Program - Credential ID 43180429, issued June 2021, expires June 2024

PUBLICATIONS

Shea, H.D. “An Analysis of U.S. and Non-U.S. Equity Style Index Methodologies.” In T.D. Coggin and F. Fabozzi, eds,. The Handbook of Equity Style Management, Third Addition, Hoboken, NJ: Wiley Publishers, Inc., 2003

IIA Global Style Digest, Monthly electronic publication distributed via e-mail and on the company website. Responsible for research, development and production.

Arshanapali, B., T.D. Coggin, J. Doukas, and H.D. Shea. “The Dimensions of International Equity Style.” Journal of Investing, Spring 1998, pp. 15-30.

Umstead, D.A., M.P. McElroy, H.D. Shea, D. Fogarty. “Style Indexes: Powerful Tools for Building Global Stock- Selection Models.” In J. Lederman and R. Klein, eds., Quantitative Investing for the Global Markets: Strategies, Tactics, and Advanced Analytical Technologies, Chicago, IL: Glenlake Publishing Company, Ltd. and Fitzroy Dearborn Publishers, 1997.