Ethan Lai
Quantitative Researcher at FTSE Russell- Claim this Profile
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English Professional working proficiency
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Mandarin Native or bilingual proficiency
Topline Score
Bio
Credentials
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CFA Level I
CFA Society Taiwan (previously: CFA Association of Taiwan)Aug, 2018- Nov, 2024
Experience
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FTSE Russell, An LSEG Business
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United Kingdom
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Financial Services
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200 - 300 Employee
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Quantitative Researcher
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Sep 2019 - Present
•Conducted research on multiple types of new quantitative index product launch covering 98% of the global equity market, be responsible for periodic complex equity index and fixed income smart beta index rebalancing, and explored on multi-asset index solutions•Respond to ad hoc quantitative index strategy requests from major asset owner clients for funds with expected AUM of more than $100m and provided the ones which meet their risk preference and return expectation among factor tilt, target exposure, minimum variance, industry/country neutralization, stock/industry level capping and currency hedge in SQL and Matlab•Provided 10 years+ portfolio analysis in Excel including return, risk, draw down, beta, carbon exposure, factor exposure, Brinson attribution, factor attribution, style attribution, turnover and liquidity for more than 30 client requests•Designed and maintained automated templates in VBA and Matlab to enhance productivity when responding to clients' needs and to standardized official portfolio analysis report provided to clients
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FTSE Russell, An LSEG Business
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United Kingdom
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Financial Services
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200 - 300 Employee
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Fixed Income Index Intern
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Mar 2019 - Jun 2019
•Assisted on fixed income smart beta research on the carry and roll down factor, provided drafts of literature review on carry trading in currency markets, roll down strategy in fixed income and factor investing for multi-asset portfolios•Provided fixed income factor index cross-checking automated template in VBA, which enhance the validation process in periodic rebalancing
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Graduate Research Assistant
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Feb 2018 - Jun 2019
•Automated the 10-K file data downloading and maintaining process in Python and VBA, reduced the work load for originally 5 research assistant/semester into one click•Provided more than 10000 academic paper author detailed data web crawled from Web of Science and google scholar
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National Chengchi University
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Taiwan
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Education Administration Programs
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700 & Above Employee
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Graduate Research Assistant
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Sep 2018 - Feb 2019
•Provided more than 6000 fund manager detailed data web crawed from Edgar, BrokerCheck and Linkedin•Taught successors web crawling in Python and provided runnable source code
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FTSE Russell, An LSEG Business
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United Kingdom
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Financial Services
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200 - 300 Employee
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Yieldbook Helpdesk Summer Intern
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Aug 2018 - Aug 2018
•Provided fixed income portfolio analysis including scenario analysis, cash flow analysis, issue/sector level risk attribution, stress testing, performance attribution and performance tracking(curve/spread effect) using the Yieldbook•Conduct a priority detecting tool in VBA which made the Yieldbook add-in more flexible and enhance the efficiency when responding to client requests
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Taiwan Knowledge Bank
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Education Administration Programs
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1 - 100 Employee
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Teaching Assistant on Financial Management
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Sep 2017 - Jan 2018
•Taught financial management problem solving including financial analysis and planning, return and risk, financial markets and securities valuation, financial derivatives markets, capital budgeting decision, long-term financial decisions and short term financial decisions in a 200 people class•Assisted on setting and marking exam papers
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Education
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2017 - 2019
國立臺灣大學
Master's degree, Finance -
2013 - 2017
國立交通大學
Bachelor of Business Administration - BBA, Management Science
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