Tammy Roust

Current

• Associate, Risk Management at Credit Agricole Asset Management

Past

• Senior Associate, Quantitative Equity Research at Wilshire Associates
• Senior Engineer at Jet Propulsion Laboratory
• Engineer at Jet Propulsion Laboratory

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Education

• Claremont Graduate University
• Claremont Graduate University
• Claremont Graduate University

• Claremont Graduate University
• Claremont Graduate University - Peter F. Drucker and Masatoshi Ito Graduate School of Management
• University of California, Los Angeles

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3 more...

Connections

115 connections

Industry

Investment Management

Tammy Roust’s Summary

Tammy Roust’s Specialties:

CFA Charterholder, quantitative analysis, statistical programming, econometric modeling, equity research, portfolio analytics, application development.

Tammy Roust’s Experience

• Associate, Risk Management

  Credit Agricole Asset Management

  (Investment Management industry)

  August 2007 — Present (2 years)

  Determine and model risk measures of hedge funds (e.g., leverage, liquidity, drawdowns) to assess overall position of $20B+ portfolio using RiskData and Matlab.
  
  Establish risk reporting process to provide continuous communication of risk measures to management and clients.
  
  Automate risk reporting (using SQL Server as a back-end) to enable better reporting capabilities, resulting in 90% reduction in time required to produce reports. Develop reports using Visual Basic, XML and SQL.
  
  Provide qualitative and quantitative information for client RFPs, resulting in increased AUM for the firm.

• Senior Associate, Quantitative Equity Research

  Wilshire Associates

  (Partnership; 201-500 employees; Financial Services industry)

  August 2003 — July 2007 (4 years)

  Quantitative equity research using fundamentals, industries, countries, currencies and regions.
  Embed research within software tool for dissemination to clients.
  Write white papers and present research results and software tool to clients.
  Automate release of return predictions to clients daily and monthly using Visual Basic, shell scripting and Matlab. Develop programs for monthly automated upload of charts, presentations etc to internal websites.

• Senior Engineer

  Jet Propulsion Laboratory

  (Government Agency; 5001-10,000 employees; Defense & Space industry)

  May 1997 — August 2003 (6 years 4 months)

  Directed team of cost analysts and performed cost analysis for various flight project proposals, using project management principles, resulting in $355M in projects awarded to JPL to date. First flight project to launch in 2008: Orbiting Carbon Observatory.
  Created econometric cost modeling software, algorithms and graphical user interfaces (GUIs), using Visual Basic.
  Derived econometric and financial models based upon spacecraft parameters (mass, power, etc).
  Developed Visual Basic, C/C++, and Java applications to Oracle databases.

• Engineer

  Jet Propulsion Laboratory

  (Investment Management industry)

  1997 — 2002 (5 years)

Tammy Roust’s Education

• Claremont Graduate University

  PhD , Management Information Systems , 2004 — 2008

  Dissertation Topic: Customer Retention, Switching Costs and Strategic Advantage in Online Banking Firms

• Claremont Graduate University

  MS , Financial Engineering , 2002 — 2004

• Claremont Graduate University

  MS , Management Information Systems , 2000 — 2003

  Master's Project: Technology Acceptance among Disability Practice Physicians

• Claremont Graduate University

  MBA , 2000 — 2002

  Activities and Societies:

  Beta Gamma Sigma, Finance and Investments Association, Drucker School Student Association (Officer)

• Claremont Graduate University - Peter F. Drucker and Masatoshi Ito Graduate School of Management

  MBA , 2000 — 2002

• University of California, Los Angeles

  BS , Mathematics, Computer Science , 1994 — 1998

Additional Information

Tammy Roust’s Interests:

Running (marathons, 10Ks and more)

Tammy Roust’s Groups:

LA Leggers, CFA Society of Los Angeles

•    UCLA Alumni
•    The Peter F. Drucker & Masatoshi Ito Graduate School of Management Alumni Group
•    Claremont Graduate University Alumni
•    Risk Managers
•    Beta Gamma Sigma Honor Society
•    Quant Finance
•    Beta Gamma Sigma - Chicago
•    Lincoln High School Class of 1993 (and affiliates)
•    Beta Gamma Sigma - The International Honor Society Recognizing Business Excellence
•    Wilshire Associates Alumni