Roman Chuyan, CFA
President, Chief Investment Officer
Roman founded the firm in 2012 to provide investment advice focusing on active asset allocation, as a way of improving portfolio risk-return compared to a passive index. The firm’s strategy is powered by research and the unique equity forecasting model that Roman developed over the previous decade.
Prior to founding Model Capital, Roman ran a consulting firm Performance Analytics Inc., which worked primarily with large pension firms to help them build their global tactical asset allocation programs. In prior years, Roman worked at buy-side investment firms JH Investments (2008-2010), CypressTree (2006-2008), and John Hancock Life Insurance Company (1998-2006). He focused on asset allocation, fixed income, credit markets, and derivatives; and developed risk management and valuation models.
Roman holds a M.Sc. degree in Finance from Bentley University in Waltham, MA. He is a CFA charter holder. Roman has several papers on investment risk and tactical management published in financial journals.
Vice President, Business Development
Frank directs business development activities for the firm, identifying RIA and other investment managers interested in utilizing Model Capital’s fundamental, forward-looking approach to asset management.
Frank brings to the firm over twenty years of sales management experience, with a record of delivering sustained customer and revenue growth at Wall Street Prep, Varden Technologies, Exivity, DYS Analytics, NewsEdge, and Digital Equipment Corp.
Frank received his B.S. in Economics from The Wharton School at the University of Pennsylvania.
Alexander Melnikov, Ph.D.
Senior Research Consultant
Alexander Melnikov plays a key role in the firm’s quantitative research and model development. He brings to the firm over 30 years of academic and applied research experience. He is also a Professor of Mathematical and Statistical Sciences at the University of Alberta, Canada (where he lives) working in the area of mathematical finance, insurance and stochastic analysis, and the author of eight books and over one hundred papers in leading academic journals and research venues.
In addition to his various academic engagements, he held a number of senior positions in business and professional organizations: Chief-Scientist at Risk Invest Deutschland AG (Frankfurt) and Vice-Director at the Center for Actuarial and Financial Studies, where he was responsible for applications of cutting-edge methods of stochastic analysis in finance and insurance.
In recognition of his achievements, he was elected a Fellow of the Academy of Natural Sciences, and awarded the McCalla Research Professorship at the University of Alberta (Canada).
Director, Investment Operations
Peter oversees the firm’s investment operations functions, including data and model updates and delivery, and assists with trading and reconciliation. He makes sure that the firm’s processes are designed in a way that promotes operational redundancy and reduces operational risk.
Peter brings to the firm 14 years of operations and project management experience, primarily at Alcatel-Lucent (2004-2013), as well as significant computer science and software development expertise.
Peter received his B.S. in Mathematics from Tufts University, and his M.Sc. in Computer Science form Boston University.