Experience

MSCI Private Capital Solutions

• United States
• Financial Services
• 400 - 500 Employee

• Lead Academic Researcher

  • Aug 2013 - Present

  Conducted extensive research on private capital-related topics using multiple proprietary databases. Analyzed the performance and risk of private capital funds, built portfolios with private equity exposures for defined contribution plans, and estimated fund performance for the remaining fund life. Published papers in peer-reviewed journals and presented findings at conferences. Led teams on multiple research projects, including data collection, quality investigation, and database revision. Designed and implemented project processes, assigned tasks to team members and tracked their performance. Provided constructive feedback and guidance on the next steps, and reported project progress to senior management. Developed and documented methodologies to ensure consistency across projects and facilitate future research. -Published paper includes “Oil Price Movements and Risks of Energy Investments”, co-authored with Brown, Chan, and Zhang, at the Journal of Alternative Investment. “The Persistence of PE Performance”, co-authored with Brown, Chan, Meldrum, and True, at the Journal of Performance Measurement. "Performance of Private Credit Funds: A First Look", co-authored with Munday, True, and Zhang at the Journal of Alternative Investment. "Private Equity Portfolio Companies: A First Look at Burgiss Holdings Data", co-authored with Brown, Harris, Jenkinson, Kaplan, and Robinson. "Can Investors Time Their Exposure to Private Equity?", co-authored with Brown, Harris, Jenkinson, Kaplan, and Robinson, at the Journal of Financial Economics. "The Evolution of Private Equity Fund Value", co-authored with Brown and Zhang, at the Journal of Alternative Investments Show less



Institute for Private Capital

• United States
• Financial Services
• 1 - 100 Employee

• Senior Researcher

  • Aug 2013 - Present



Permal

• New York

• Senior Quantitative Researcher

  • Apr 2012 - Jul 2013

  Designed and developed US equity long-only trading strategies. Fostered strong relationships with prime brokers, traders, and data providers to establish vendor relationships. Collaborated with operations to ensure seamless implementation of the trading strategy. Delivered engaging marketing presentations to showcase the trading strategy. Co-designed a dynamic asset allocation model that invested in hedge funds, ETFs, and mutual funds. Conducted extensive research on the performance of equity, fixed income, commodity, derivative products, and alternative assets across different stages of business cycles to allocate assets strategically. Conducted thorough analysis of economic indicators of business cycles and utilized optimization and statistical analysis for model construction. Conducted systematic risk factor selections to perform hedge fund beta analyses. Estimated hedge fund Value at Risk using Extreme Value Theory and Monte Carlo simulation to provide comprehensive risk management. Show less



Zebra Capital Management, LLC

• United States
• Investment Management
• 1 - 100 Employee

• Co-Portfolio Manager/Senior Research Analyst

  • Jul 2007 - Dec 2011

  Designed and developed a global liquidity arbitrage equity trading strategy from scratch using advanced quantitative modeling and backtesting techniques. The strategy aimed to exploit the liquidity premium of global equity markets by leveraging extensive trading and accounting information. Implemented and managed the flagship liquidity arbitrage funds worth $600M, with a global investment focus covering markets in the US, JP, EMU, and UK. Conducted daily performance monitoring and implemented changes to the fund's trading and investment strategies in response to shifts in market dynamics. Led trading-related research, conducted extensive risk analyses, and provided insights to clients. Utilized advanced portfolio risk and attribution analysis tools such as Barra, Northfield, and self-maintained risk factors to optimize portfolio performance. Show less