Manage active Small Cap funds and S&P, Russell index funds for mutual funds, institutional and high net worth individual clients. Help to grow assets under management from under $100 million to over $1 billion from 2006 to 2019. Independently oversee actively managed accounts over $200 million. Actively managed Small Cap Value fund ranks above 50% among peers 8 out of last 10 years.Develop and improve quantitative alpha models, construct optimized portfolios with Northfield and Axioma software, make buy/sell decision for each portfolio Analyze ongoing research through back-testing investment strategies and portfolio simulations and explore new capabilitiesAnalyze portfolios' performance, risk and attribution and deliver presentations to in-house sales staffPrepare and deliver presentations to institutional clients and consultantsCustomize fund products for institutional clients who seek superior risk adjusted return based on specific investing characteristics or require Environmental, Sustainable and Socially Responsible investing

Perform daily portfolio management duties for active Small Cap Value fund and other index funds Develop and back-test new investment strategies including top-down international fund tracking MSCI ACWI and factor based index investing with quantitative alpha model and portfolio optimizationLead a project to build a standardized Alpha model construction process with statistical software S-Plus and Market QALead an analyst team to build an in-house factor library with eighty five cross-sectional factors categorized in fundamental, momentum, valuation and quality, and establish a factor and model performance evaluating system

Created and tested proprietary cross-sectional factors Developed and tested new quantitative alpha models including contextual model, PCA model and time series forecasting model with macro economy and market variables Assisted senior portfolio manager to manage S&P 500 index fund and Mid Cap Growth fund