Index rebalance strategies

-Analyzed and implemented index data in 1,300 databases with 10,000+ indices benchmarked against $8T+ in client assets -Constructed POCs and advise clients on index data feasibility/replicability to pinpoint and systematically improve quality & accuracy shortfalls within data feeds to meet client requirements through collaboration with vendors -Back-tested portfolio weighting strategies based on custom smart beta index construction schemas including long-short, fundamentals, technical, factor weighted, capped, tilted blend, etc.-Implemented and maintained over 1200 scalable Perl, Python, and SQL index construction engines and over 350 returns validation engines for equity, fixed income, derivative, and alternative datasets -Oversaw approximately 200 data onboarding & migration initiatives and aligned internal client services, licensing, and data teams to ensure results met industry standards in precision and quality while mitigating disruption to downstream process-Validated top line risk and return measures, corporate action applications and index rebalances to match methodologies and industry standards-Investigated performance residuals, identified erroneous data, and resolved tracking error to rounding precision in collaboration with vendors-Acted as primary subject matter expert for calculation and usage of financial data – provided expertise, led presentations, and trained internal teams in calculation, portfolio construction, and industry index application-Facilitated sales process by responding to RFPs from prospective clients; demonstrating RIMES’ competence in understanding vendor index methodologies in vendor-specific corporate action handling -Devised demand-scalable multithreaded QC infrastructure to increase speed by at least 800% and reduce back-testing time-Developed fast query tool tool using binary search algorithm to find the first available date; enabling automation of a previously infeasible process

• Bloomberg Open Symbology Project – Open ended project to create and evaluate possible methods to update current RIMES securities database with Bloomberg tickers. ---- Familiarized and worked with MIC exchange codes, SEDOL, ISIN, CUSIP security identifier structure; understanding permissioning problems with CUSIP identifier.---- Conducted quantitative review and evaluated effectiveness on a per method basis. Evaluated entire rimes database coverage and discovered effectiveness of using SEDOL as identifier: Above 80% coverage on Bonds, Fixed Income and other similar ABSs. Below 35% coverage for equities because issue of multiple exchanges. ---- Created multiple methods to obtain higher accuracy for equities: filtering on country and utilizing primary exchange MIC code. Method created showed above 90% coverage.---- Created full database mapping from primary MIC to Bloomberg tickers: Bloomberg Tickers are now fully integrated into current RIMES database based on created mapping.• Index data rollup project – Creating proprietary data checks to assess integrity of index data from data providers.---- Acquainted with how index levels are calculated: total return, gross return; how weights of indices are calculated and rebalanced. ---- Created rolled up checks to verify top levels of indices (calculating index levels using constituent data).---- Corrected miscalculated index data by manually recalculating weights and projecting index top level.

-Created multiple energy saving lighting infrastructures for multiple large projects including: Bronx Community College, New Canaan Town Hall, Darlington Nuclear, PSEG, and multiple public schools.-Designed hardware implementation for JFK Automated Metering Infrastructure to eliminate the cost of manual meter reading and increase billing accuracy.-Calculated return on investment and feasibility for JFK AMI project.-Blueprinted fire extinguisher systems and lighting in compliance with current fire and building codes. -Familiar with multiple calculation tools to determine energy savings while meeting industry codes. -Produced electrical designs, drawings, calculations, reports and CICs for multiple completed projects.-Calculated required lighting, maximum power load, required feeder size, and breaker panel load distribution.

-Conducted research and simulated multiple situations and court trials-Educated in multiple civil laws and simulated in specific case situations-Discussed ethics in multiple cases-Conducted a mock trial sponsored by Peter Koo