Summary
Peter Vaiciunas is a quantitative portfolio specialist and CFA charterholder with 11 years of experience designing data-driven equity and multi-asset strategies at institutional firms. Currently at Capital Fund Management after leading multi-asset quantitative research at PGIM Quantitative Solutions, he blends machine learning, statistical frameworks, and alternative macro and fundamental datasets to inform portfolio construction. His background spans hands-on model development in Python, R, SQL and VBA, plus practical trading and capital markets experience from roles at Liquidnet and ITG. An MBA-trained investor with a Master of Applied Data Science and a Stanford AI certificate, he uniquely bridges academic rigor and production-ready implementation. He also has a track record of building automated reporting and risk systems, reflecting a bias toward operationalizing research into repeatable investment workflows.
11 years of coding experience
9 years of employment as a software developer
MBA Finance, MBA Finance at McMaster University
Master of Applied Data Science Data Science, Master of Applied Data Science Data Science at University of Michigan
Bachelor of Commerce Finance Specialization, Bachelor of Commerce Finance Specialization at University of Toronto
Certificate Artificial Intelligence, Certificate Artificial Intelligence at Stanford University
matlab, r, python, sql, vba