Perry is responsible for the analytics, development, and evolution of Parametric’s Volatility Risk Premium Strategies, including Defensive Equity and other proprietary strategies. He’s been a guest speaker at the International Association for Quantitative Finance (IAQF) and an instructor and mentor for the University of Minnesota financial mathematics program. Prior to joining Parametric in 2014, Perry worked for CHS, where he managed commodity futures and options portfolios and conducted research on the macro economy and derivative strategies. A certified FRM and CFA charterholder, Perry is a member of the CFA Society of Minnesota.
In finance since 2012
Based in Minneapolis
BS, statistics, Sun Yat-Sen University MS, financial mathematics, University of Minnesota