Investment Analyst, Quant Team Lead

• Oct 2021 - Present

Investment Analyst

• May 2017 - Sep 2021

• I worked with the portfolio manager of the International and hedged equity strategy. I was responsible for recommending equity and currency investments within the 'world ex-US' universe.• Investment ideas were grounded in high quality research spanning company specific idiosyncrasies, industry-level themes and quantitative insights.• My quant and computing experience allowed me to use Python and R to perform scrapes, pull data from Datastream & Macrobond, and combine esoteric datasets to inform my investment research. Show less

Investment Research & Systems

• May 2015 - May 2017

• Converted the quant factor replication system (using Axioma risk modelling) from ad-hoc Matlab code to research infrastructure built on C# and R.• Developed an optimisation program, using CPLEX and knowledge gained from working on Axioma, to replace Axioma software.• Built the prototype for our current portfolio management system, which oversees positions across a dozen strategies and mirror funds.• Worked with quant analysts and a portfolio manager on research projects including: factor replication backtests, comparing systematic hedging strategies, and creating material for client presentations. Show less

Undergraduate Teaching Assistant: CPSC 261 - Basics of Computer Systems

• Jan 2015 - Apr 2015

The course is on operating systems and some topics in networking. My responsibilities as a TA included marking programming assignments (in C), marking exams, and overseeing labs. The course is on operating systems and some topics in networking. My responsibilities as a TA included marking programming assignments (in C), marking exams, and overseeing labs.

Summer Intern

• May 2014 - Aug 2014

I worked in the Fund Reporting group, first with the business team and then with the software developers. My projects consisted of creating software to solve problems that the business users had. I extended a charting api for fund reporting statistics and a client plug in that would act on that api. I also added new report features to proprietary software. This involved a broad range of work in databases, ui, server development, and some networking. I worked in the Fund Reporting group, first with the business team and then with the software developers. My projects consisted of creating software to solve problems that the business users had. I extended a charting api for fund reporting statistics and a client plug in that would act on that api. I also added new report features to proprietary software. This involved a broad range of work in databases, ui, server development, and some networking.