Gary Cheng Email & Phone Number

US

• Work directly with CIO to generate new quantitative investing models. Develop new ideas into new alpha return factors for several quantitatively driven and actively managed US equity strategies. Research alpha factors.
• Identify new risk factors that are not accounted for in the portfolio management tools. Determined the luxury goods market and segments of the fossil fuel market are not separate industries within the quantitative risk.
• Maintain and optimize quantitative algorithms used to generate the daily stock trade lists for the firm’s actively managed institutional equity portfolios with total AUM of ~$750 million. Updated algorithm to.
• Back test historical portfolio selections and returns to discover portfolio management inefficiencies that can be corrected to reduce portfolio turnover and improve capacity and trading costs. Concluded average daily.
• Research and data gathering for monthly investor performance/market sentiment reports and quarterly topical research newsletters.

Paris, FR

• Improved and optimized proprietary interest rate models used to predict future prices of less liquid US treasuries. Back tested the updated models using historical data and compared its effectiveness against other.
• Implemented an intuitive and convenient system for rate traders to calculate present value and risk of interest rate swaps, spreads, and butterflies to search for value opportunities.
• Extended the functionality and flexibility of a risk measurement framework for calculating the rate risk in a book of fixed income instruments based on potential movements of observable market instruments.

New York, NY, US

• Performed statistical significance and goodness of fit analyses on the presence of small physics signals within large backgrounds; established frequentist confidence levels for presence of phenomena through use of.
• Simulated physics particle production, propagation, and interactions through Monte Carlo techniques and estimated uncertainties in modeling using both covariance matrix and pull terms formalisms.
• Conceptualized and wrote sets of interconnected C++ physics modeling and statistical analysis code in a data analysis C++ framework and optimized the code to run on parallel computing clusters in UNIX.
• Co-lead and managed project in a large, diverse collaboration consisting of international scientists from many institutions between two experiments to search for a particle’s oscillation properties.
• Developed novel method to measure particle production at energies lower than previously measured, resolving a longstanding controversial issue within a prior landmark result.
• Published multiple leading author research papers in peer-reviewed American Physical Society Physical Review D, above and beyond the standard of one graduate studies publication in particle physics.

New York, NY, US

• Communicated abstract fundamental physics and mathematics concepts to engineering students through simple explanations, relevant analogies, and various demonstrative examples.
• Guided teams of undergraduate students to complete classic physics experiments, evaluated individual lab performance within the teams, analyzed lab reports, and assigned grades.

• Lead, taught, and advised undergraduate researcher for two summers in all major aspects of modern experimental research: designing and building an effective experiment, proper data taking techniques, implementing.

Doctor Of Philosophy (Ph.D.), Physics

Master Of Arts (M.A.), Physics

Bachelor Of Science (B.S.), Honors, Physics