Davis Jiang Email & Phone Number

New York, United States

● Created and managed a $28 million dollar ETF that invested in US large-cap equity stocks with lower volatility and lower drawdowns than S&P 500 with annualized 60 bps of alpha over the past 2 years ● Managed the ETF with an in-depth knowledge of portfolio construction, risk models, transaction costs, trading, performance attribution, index methodology, investment guidelines, and operational procedures ● Developed a fund-of-fund like investment process that dynamically allocates into different equity funds based on forecasted macro trends and risk regimes with over 60% accuracy ● Strong communicator; Presented investment process to clients in the U.S., London, Singapore, and China ● Managed a junior data analyst to assess investment opportunities using ML techniques

London

● Selected to establish a global quantitative equity research team and platform in the oversea office ● Worked closely with portfolio managers and fundamental analysts to generate investment hypotheses and improved portfolio performance by identifying investment opportunities in European and Japanese equities using quantitative and textual data combined with ML techniques ● Developed new models using ML algorithms, feature engineering, backtesting, fine tuning parameters, and deploying research platform. Simplified models, reduced overfitting, and removed redundant inputs ● Improved model accuracy using ensemble models and alternative data like news data and nowcasting data ● Forecasted the continuation or disruption of macro-trends using random forest and logistic regression models on macro-economic factors, nowcast data, derivatives valuation, and news sentiment ● Assessed NLP model using word embedding technique that flags companies with negative ESG events in the news, which improved fund performance by 25bps annually ● Engaged and designed an asset allocation solution for GIC, sovereign wealth fund in Singapore, that would dynamically allocate investments into different Equity products ● Defended the investment process during volatile market periods, provided comprehensive analyses to answer clients’ concerns and retained businesses with institutional clients in the U.S., Middle East, and Asia ● Managed a team of 2 people consisting of a senior researcher and a junior analyst

New York, United States

● Built ensemble models to forecast stock performance using value, quality, and momentum signals● Constructed stock and factor-based portfolios using forecasted factor performance and then controlled the portfolios’ risk exposures using Barra risk models● Created quantamental sector models using lasso regression and sector specific data with our energy analyst● Assessed portfolio performance using Brinson-model and risk-model based performance attribution● Extracted investment signals from textual data using NLP methods like word embeddings and bag of words

Washington Dc-Baltimore Area

● Assessed population density using link analysis● Forecasted oil production in Iraq using regression models● Identified UN voting patterns using principal component analysis

Master Of Engineering - Meng, Operations Research, 3.5

Bachelor Of Arts - Ba, Computer Science, 3.6

Bachelor Of Arts - Ba, Economics, 3.6