Bob Sheehan

Macro strategist and investment professional with 11 years across fiduciary portfolio management, institutional research, securities finance, and systematic framework design. Managed multi-asset portfolios ($4.5B AUM) at Bank of America Private Bank with asymmetric risk-adjusted performance versus the S&P 500.

Founded Lighthouse

Macro, an independent institutional research platform with a 12-pillar diagnostic framework, 2,100+ data series, 50+ proprietary composite indicators, and a daily automated pipeline. CFA and CMT charterholder. Code-first, data-driven approach to research, allocation, and risk management.

Founder & Chief Investment Officer - Lighthouse Macro, LLC - New York, NY

(2024-04)

• Built institutional macro research platform from scratch: 12-pillar diagnostic framework (The Diagnostic Dozen), 2,100+ data series, daily automated Python pipeline, and 50+ proprietary composite indicators
• Designed the Macro Risk Index (MRI), a 12-component master composite synthesizing labor, credit, liquidity, and market internals into regime-based allocation guidance with explicit invalidation criteria
• Developed systematic position sizing framework with conviction weighting, regime multipliers, and dual-stop risk management
• Co-developed the Crypto Liquidity Impulse (CLI), a 3-tier, 8-component liquidity transmission composite validated across ~2,900 observations
• Published research read by institutional investors and former central bankers; featured on FT Alphaville, Forward Guidance (Blockworks), WealthVest, and Less Noise More Signal
• Maintain concurrent advisory and consulting engagements with hedge funds, RIAs, and allocator platforms

Senior Domain Expert, Economics & Investments - Mercor - Remote

(2025-11)

• Senior domain expert in economics, investments, portfolio management, and finance, applying CFA- and CMT-level rigor to specialist evaluations and reasoning traces that train frontier models for the largest AI labs in the world

Vice President, Market Strategy & Research - EquiLend (Securities Finance / Market Structure) - New York, NY

(2025-04 - 2025-09)

• Led market strategy and research for Data & Analytics team; authored 15+ Market Blasts and recurring Market Digest (Bloomberg distribution)
• Showcased the Short Squeeze Score with live case studies and client education materials; designed prototype for Crowding & Conviction (CC50)

Senior Research Analyst - Strom Capital Management LLC (Discretionary Global Macro) - New York, NY

(2024-07 - 2025-02)

• Partnered directly with CIO on cross-asset positioning and risk across equities, FX, and rates
• Built macro and technical models to time equity market inflections; authored daily CIO notes and investor communications

Institutional Research Sales - Trahan Macro Research - New York, NY

(2021-11 - 2022-07)

• Delivered macro and quantitative research to leading hedge funds, pension funds, and asset managers

AVP, Associate Portfolio Manager - Bank of America Private Bank - New York, NY

(2015-07 - 2021-06)

• Managed global multi-asset portfolios ($4.5B AUM) in a fiduciary capacity; proprietary Large Cap Equity Strategy (~$1.2B AUM at peak)
• Achieved 2.35 Sortino, 103% upside capture, 76% downside capture vs. S&P 500 through systematic macro and technical approach
• Built quantitative screening tools and factor models for equity selection; led macro research informing sector allocation
• Presented investment commentary, quarterly outlooks, and strategy notes to UHNW clients and investment committees

Diploma - Data Science - BrainStation (2024 - 2024)

B.S. - Finance, Minor in Economics - Providence College (2011 - 2015)