Emily Williams Email & Phone Number

Sydney, New South Wales, Australia

• Research focus: Portfolio selection & optimization, asset allocation, risk estimation & mgmt.
• Developed GARCH, Copula & FHS models to evaluate portfolio behavior of infra. equities
• Identified key subsector differences of infrastructure in comparison to other alternative assets
• Discovered asymmetric market links across different sub-geographies and subsectors
• Mastered asset allocation problem of cross-market tail dependence & asymmetric risk structures
• Portfolio optimization algorithm achieved risk reduction of 82 bps p.a. incorporating tail risk

Sydney, New South Wales, Australia

• Led teams of 4-12 auditors from Europe and Asia across different locations to ensure local processes were in line and regulatory requirements and introduced changes to increase efficiency. Locations include Europe.
• Communicated value-adding recommendations to President/Vice President in different regions, highlighting key steps to improve organization’s processes
• Developed on-boarding programs for Global Internal Audit
• Created web-platform in conjunction with Asia Controls Representative to disseminate risk management information across Asia