- Portfolio Construction and Risk Management: engage with sector PMs on portfolio construction activities to maximise their alpha exposures while ensuring market/factor/industry risks being properly hedged/managed.- Performance Attribution/Analysis: provide regular and ad-hoc analysis on portfolio performance, decompose PnL in several dimension: factors, single names, trading/financing costs, etc.- Alpha Research and Capital Allocation: identify key metrics that differentiate sector investment universes and derive empirical implications to improve PMs' investment processes (idea generation, research focus, hedge construction, etc).

- Take a quantitative/systematic approach to sustainable investing.- Build/analyze a large and comprehensive ESG dataset and identify/rationalize signals that improve long-run portfolio performance.- Long/short equity portfolio; alpha research; risk management and active factor tilts with Barra model.

My research interests lie in empirical asset pricing, return predictability and institutional investors, in particular, how professional asset managers respond to different asset pricing patterns, and how their investment behaviors will feedback to asset prices. My research paper, CoAnomaly: Correlation Risk in Stock Market Anomalies, won the Asian Finance Association Best Dissertation Award (Asset Pricing), Tokyo 2018. I was also involved in policy projects, including providing research assistance for a policy report: A financial regulatory regime reform template to ensure financial stability for the Chinese economy. https://personal.lse.ac.uk/yuan/papers/FinRegRegime.pdfIn the same time, I worked as a class teacher at LSE with following courses covered:- Introductory Finance; Global Financial System; Alternative Investment.- Derivatives; Risk Management; Fixed Income Securities, Debt Markets and the Macro Economy; Ph.D. Empirical Asset Pricing.

- Research on stock market in mainland China.- Mid-term smart beta strategies covering reversal, technical analysis and fundamental variables.