Jason Herman

Senior Portfolio Manager

Jason is a Senior Portfolio Manager at Blue Elephant with 16 years of quantitative and industry experience.  At Blue Elephant Jason develops and maintains a complex, integrated, and systematic framework for predicting and analyzing loan level risk across borrower, originator, and servicer.  

Prior to Blue Elephant Jason has 8 years of buy-side portfolio management experience spanning alpha capture, statistical arbitrage and discretionary trading. He has deep quantitative expertise in developing systematic investment strategies around alpha, risk, optimization and execution.  Jason’s later work focused on applying machine learning methods in a mean-reversion setting. Jason was the Portfolio Manager and Product Head for Marshall Wace's innovative Americas TOPS fund. He spent three years at Trisun Capital Management as a generalist fundamental analyst. Jason has also worked as a data-mining analyst at Xanga.com and as a research analyst at the Kahana Computational Memory Lab. Jason graduated Brandeis University in 2001 with a double major in Neuroscience and Philosophy and a minor in computer science. Jason has passed the CFA levels I & II.