Wrote a daily commentary on the performance of the Abbey funds, and each individual trading style within the respective funds viz. Trend following, Short - term Systematic, Global Macro and FX . Also, did a brief coverage of major macroeconomic themes for the day.
Prepared weeky, monthly and quarterly presentations, and compiled reports for clients.
Prepared the main agenda for the weekly Investment committee meeting.
Monitored portfolio risk for each individual CTA Commodity Trading Advisors that Abbey had invested in.
Serviced ad-hoc client requests like Morningstar comparison reports eg. Abbey fund vs a group of rival funds, sensitivity analysis, etc.
Worked in close collaboration with the Client Services group, and a team of four research analyst
Sent out a bulletin to the Upper Management CEO, CFO and COO explaining the key events in the markets, when the fund recorded sharp movements.
Conducted research studies on empirical topics pertaining to the managed futures hedge fund industry, for eg. a comparative study between the performance of managed futures vs gold during periods of S and P 500 draw - downs.
Designed and built a MS Excel based data retrieval system that retrieves the price data from Bloomberg and displays vital fund metrics. This file greatly reduced the amount of time required to manually calculate the annualized returns and volatility, thereby improving efficiency.