Financial professional with history of strategically managing investment strategies for funds with more than $ 200million USD in assets.
Researches market trends, stays current on volatility regime changes and evaluates economic indicators. Analyzes and mitigates potential impacts to keep fund performance at optimal levels.
Investigated market changes and devised approaches to take advantage of emerging opportunities using quantitative methods.
Developed or implemented new fund investment policies or strategies.
Currently manage asset allocation mandate account for Chubb life and BNP Paribas Cardif.
Provide quantitative weekly views including return-volatility analysis, Commitment of Traders(CFTC), implied volatility surface,and market breadth anomaly.
Managed Rogers Global Resources Equity Fund, with total return around 6.78% from 2017/7/31 to 2018/11/2, ranking 2nd among peers.
Jul 2017 - Current
UBP TransGlobe, Taipei,Taiwan (UBP Asset Management ,Taipei) | Taipei
Researched and shared recommendations on stock market trends and economic forecasts to support portfolio decisions.
Developed and presented detailed analysis of investment performance, portfolio attributes and benchmark composition to evaluate investment strategies.
Provided high yield and high growth stock screening process for UBAM Asia High Dividend Fund, UBAM Asia Equity Fund, and BRIC China Fund.
Built and provided country allocation and sector allocation quant models.
Co-managed A Share and H Share stock advisory/mandate account.
CSI 300 Index, Shanghai Stock Exchange Composite Index, and MSCI Asia Ex Japan Index quant research.
Sep 2011 - Jun 2017
Shin Kong Life | Taipei
Developed gold and oil trading models.
Managed a commodity portfolio ( 25 million USD) by self developed CTA style models.
Set up internal hedge fund selection process, and studied global macro fund strategies.
Feb 2010 - Aug 2011
Sep 2004 - Dec 2007
Sep 2000 - Jun 20004
Quantitative investment analytical systems Asset allocation and sector allocation ILP mandate. Quantitative equity portfolio construction.. | Financial statement analysis. Python, VBA , and Multicharts expertise MS Office Chartered Financial Analyst (CFA) Charter Holder Financial Risk Manager (FRM) Charter Holder |
Financial professional with history of strategically managing investment strategies for funds with more than $ 200million USD in assets.
Researches market trends, stays current on volatility regime changes and evaluates economic indicators. Analyzes and mitigates potential impacts to keep fund performance at optimal levels.
Investigated market changes and devised approaches to take advantage of emerging opportunities using quantitative methods.
Developed or implemented new fund investment policies or strategies.
Currently manage asset allocation mandate account for Chubb life and BNP Paribas Cardif.
Provide quantitative weekly views including return-volatility analysis, Commitment of Traders(CFTC), implied volatility surface,and market breadth anomaly.
Managed Rogers Global Resources Equity Fund, with total return around 6.78% from 2017/7/31 to 2018/11/2, ranking 2nd among peers.
Jul 2017 - Current
UBP TransGlobe, Taipei,Taiwan (UBP Asset Management ,Taipei) | Taipei
Researched and shared recommendations on stock market trends and economic forecasts to support portfolio decisions.
Developed and presented detailed analysis of investment performance, portfolio attributes and benchmark composition to evaluate investment strategies.
Provided high yield and high growth stock screening process for UBAM Asia High Dividend Fund, UBAM Asia Equity Fund, and BRIC China Fund.
Built and provided country allocation and sector allocation quant models.
Co-managed A Share and H Share stock advisory/mandate account.
CSI 300 Index, Shanghai Stock Exchange Composite Index, and MSCI Asia Ex Japan Index quant research.
Sep 2011 - Jun 2017
Shin Kong Life | Taipei
Developed gold and oil trading models.
Managed a commodity portfolio ( 25 million USD) by self developed CTA style models.
Set up internal hedge fund selection process, and studied global macro fund strategies.
Feb 2010 - Aug 2011
Sep 2004 - Dec 2007
Sep 2000 - Jun 20004
Quantitative investment analytical systems Asset allocation and sector allocation ILP mandate. Quantitative equity portfolio construction.. | Financial statement analysis. Python, VBA , and Multicharts expertise MS Office Chartered Financial Analyst (CFA) Charter Holder Financial Risk Manager (FRM) Charter Holder |