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Research Associate, Quantitative Equity Research Resume

3.00/5 (Submit Your Rating)

New York, NY

SUMMARY

  • Strong understanding of Equity Research, Portfolio Management and Performance Analysis, Fixed Income, Alternative, Financial Statement Analysis, Risk Management, Corporate Finance
  • Proficient in Correlation Analysis, Multiple Regression, Statistical Analysis and Modeling, in - sample and out-of-sample Testing, and Time-Series Analysis
  • R/S-Plus, MarketQA, Bloomberg, FactSet, MS Excel, PowerPoint, Word, Project, Outlook
  • Fluent in English and Mandarin, basic German

PROFESSIONAL EXPERIENCE

Confidential, New York, NY

Research Associate, Quantitative Equity Research

Skills: MarketQA, R, Python, Excel (pivot tables, array formulas, lookups, charts), FactSet, Bloomberg

Responsibilities:

  • Quantitative Research: Evaluate and enhance alpha models for equity long-short strategies using momentum, valuation, fundamental, technical and risk metrics, monitor and analyze factor and model performance; develop and backtest new factors and alpha generators using database such as Compustat, IBES, 13F.
  • Statistical Analysis and Reporting: Conduct statistical analysis on large data sets, and produce reports on diverse investment strategies, portfolio performance, earnings preview, and institutional & hedge fund holdings, etc.
  • Client Communication: Create tools and complete in-depth bespoke research and projects to answer client queries.

Confidential, Chicago, IL

Structured Equity Intern

Skills: Excel(VBA, pivot tables, lookups, charts), R/S-Plus, FactSet, Bloomberg, MarketQA, Northfield

Responsibilities:

  • Portfolio Management: Assisted Portfolio Manager in implementing portfolio construction and rebalance, asset allocation, strategy development and optimization for PNC Quantitative Equity Funds.
  • Quantitative Research: Discovered and backtested new factors for valuation, fundamental and momentum metrics, developed and improved Alpha/stock selection models, tested and monitored model efficiency.
  • Equity Research: Conducted detailed due diligence fundamental analytical research after model screening and ranking using FactSet, reported and presented research for decision-making.
  • Risk management: Conducted portfolio risk analysis, measured investment risk including portfolio tracking error, VAR, risk contributions, monitored portfolio risk and implemented risk control measures.
  • PerformanceAnalysis: Performed portfolio performance and attribution analysis, conducted rigorous statistical methods, and prepared monthly performance reports for clients and senior management.

Confidential, Chicago, IL

Finance Advisory Group and Career Management Advisory Group Volunteer

Responsibilities:

  • Monitored the society’s investments and rebalanced the portfolio within target allocation.
  • Conducted financial analysis regarding trends, variances, profitability, and performance measurement.
  • Achieved CFA Exam Registration Scholarship for June 2015 Level 3 Exam.

Confidential

Associate Project Manager / Architect

Skills: Adobe Creative Suite, AutoCAD Architecture, SketchUp, MS Project, PowerPoint, Excel

Responsibilities:

  • Project Management: Managed 10+ residential and commercial real estate projects from planning to construction by leading team members in completing the tasks in a timely and cost-effective manner.
  • Time Management: Developed and maintained full-scale project plans and scheduled project timelines.
  • Client Services: Built effective working relationships with clients, local authorities, and team members.
  • Architectural Design: Designed residential buildings, villas, office buildings and commercial center.

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