AI-driven quant firm Rosetta Analytics has named Susan Oh as its head of strategy and solutions, a new role at the firm.
Oh served in a number of roles at the $72 billion Pennsylvania Public School Employees’ Retirement System over nearly three decades, including as director of risk parity, currency hedging and strategy implementation. She spearheaded innovation in strategic asset allocation, portfolio construction and risk management at the pension system. A spokesman at the pension fund declined to comment on whether a search is underway to replace Oh.
She joins Julia Bonafede, who spent more than two decades at Wilshire Consulting prior to founding Rosetta Analytics in 2016. Bonafede founded the firm alongside Angelo Calvello, who also founded Blue Diamond Asset Management. Together they have developed strategies that apply advanced AI and deep learning to liquid markets.