Dr Frank Polanco, Cfa Email & Phone Number

Melbourne, Vic, Au

Melbourne, Victoria, Australia

• Built team of quantitative professionals to develop asset allocation models• Developed and enhanced both Australian and International asset class models including equities, fixed income, property, infrastructure, cash, currencies, and term premium• Developed neural network model and machine learning models for asset classes

Melbourne, Australia

• Established Quantitative Equity Group (QEG) in APAC region & hired staff• Responsible for setting up all processes, procedure, & systems for funds management• Won $100 million in seed funding to launch first QEG funds in Australia• Grew funds under management (FUM) from $100 million to over $1 billion in 1 year• Increased funds' ratings from research houses for QEG funds• Managed asset classes including equities, fixed income, infrastructure, property, & commodities• Constructed strategy to reduce impact of carbon emissions by 50% in portfolios• Developed capital markets model using vector autoregression to manage multi-asset portfolios• Researched optimal currency hedging, self-managed super funds (SMSFs), dynamic risk matrices• Increased engagement scores by attracting, mentoring, & developing high performing staff• Championed diversity & inclusion initiatives (including LGBTQI+ & Hispanics groups)

Melbourne, Australia

• Managed $1.1 billion in funds for Australian and International equities• Portfolio management including: monitoring, review, trade list generation, currency hedging, tax implications, cost efficiency, counterparty credit risk• Created processes and procedures for portfolio management• Analysed and valued corporate actions• Prepared reports and presentation for Plan B board• Mentored and directed work of traders and analysts• Refined ethics and compliance framework• Presented performance and research to investors and financial advisors• Researched new trading strategies

Melbourne, Australia

• Developed risk models for both strategy and portfolio construction• Developed models for intraday, short-term, and long-term holding periods• Developed trading strategies for equities, futures, commodities, and currencies• Developed methodology for sensitivity and risk analysis of strategies• Quickly back-tested trading strategies while still meeting due diligence• Mentored and directed work of quantitative analysts• Introduced ethics and compliance framework for firm• Produced reports on all back-tested strategies• Gave ongoing technical presentations on back-tested strategies

Sydney, Australia

• Managed equities portfolio (including trading, compliance, & development)• Improved performance of several quantitative funds• Mentored junior portfolio manager• Developed new trading model for corporate events• Wrote code to implement event trading strategy• Wrote report on event trading strategy• Completed due diligence and new product approval for event trading strategy• Completed research into new trading strategies• Directed work of quantitative analysts• Wrote program to automatically determine compliance of trading strategy• Solved mathematical problems for colleagues (e.g., portfolio risk)• Convenor for educational seminar

Melbourne, Australia

• Corrected international risk model of component failure• Developed sensitivity analysis for component usage• Developed new technique for comparison of vibration modes• Analysed corrosion control for new patent• Directed work of two graduate-level engineers• Convenor for scientific and mathematics seminars• Chair of strategic 15 year plan for division of 300 people• Chair and secretary for fortnightly group meetings• Committee member on Children’s Christmas Party• First aid officer

Developing Artificial Intelligence Applications

Chartered Financial Analyst Charterholder

Doctor Of Philosophy (Phd), Mathematics

“Convection-Diffusion Flows with Porous Media Applications”

Bachelor Of Engineering (Beng), Aerospace, Aeronautical And Astronautical Engineering, Honours

Bachelor Of Science (Bsc), Mathematics, Distinction