Anna Lin Email & Phone Number

• Quantitative equity alpha capture feature design• Equity fund manager selection: factor bets, factor timing and stock selection skill• Stock analyst skill evaluation under various market regimes, factor and risk groups• Portfolio construction in multi-asset class and multi-fund framework• Multi-asset risk platform & integration of risk and investment process• Customized research in asset allocation, alpha models and manager selection• Customized project in risk product selection, integration and reporting• Comprehensive performance attribution, risk analysis & manager assessment

• Multi-asset investment research• Fund manager selection and due diligence• Portfolio construction

• Produced a more effective valuation factor that’s incorporated across model-driven mutual funds• Researched alpha models under macroeconomic factors and dynamic factor weighting• Created equity valuation sensitivity (scenario) analysis used by select fundamental fund managers• Created sector and industry charting book that’s used within technology and telecom team• Conducted rigorous research based on academic finance and accounting literature• Supported portfolio managers in mid-cap growth and large cap value using BARRA risk model

• Research extensively on effective active equity management and factor investing• Develop quant process in equity fund manager hire, monitor and exit with risk-adjusted alpha• Provide analysis on equity fund return and risk drivers, selection skill, factor timing, macro impacts• Monitor market indicators for regime change or market stress in equity, rate, credit, and currency• Optimize allocation in a multi-manager framework to create efficient equity portfolios• Backtested strategy that added alphas in tactical asset allocation, factor timing, manager selection• Conduct risk analysis on equity, fixed income and multi-asset portfolios• Spearhead risk software search and transition to Bloomberg PORT risk platform• Created and automated equity fund risk reports using risk product Axioma & Bloomberg PORT

• Analyze daily return and risk for managers in equity, fixed income, commodities, hedge funds• Monitor macro factors and technical indicators that have investment implications• Recommend actions on market inflection points that contributed to fund outperformance• Won 2008 CFA Society of Washington DC Stock Picking Contest (1st place)• Created multi-asset risk and performance attribution system for multi-billion pension fund• Analyzed and stress-tested asset returns and downside risk under different macro environment• Produced optimal dynamic asset allocation with an all-weather portfolio benchmark• Performed portfolio optimization in various asset classes

Master, Investment, Management

Undergraduate, Finance, Economics, Investment, Management,