Jonathan Tay

Jonathan Tay Email and Phone Number

Senior Portfolio Manager, Systematic Equities @ AustralianSuper
melbourne, victoria, australia
Jonathan Tay's Location
Box Hill South, Victoria, Australia, Australia
Jonathan Tay's Contact Details

Jonathan Tay work email

Jonathan Tay personal email

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About Jonathan Tay

I am a specialist in quantitative asset management, with a focus on machine learning and portfolio construction. I have over 10 years of experience across multiple asset classes (private markets, currencies/managed futures, equities) and across varying investment horizons (daily trading to 3-5 year tactical views). I have managed a managed futures portfolio as well as a concentrated long-only equity book driven by machine learning signals. In addition, I have experience in data management, tactical asset allocation and private equity due diligence.

Jonathan Tay's Current Company Details
AustralianSuper

Australiansuper

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Senior Portfolio Manager, Systematic Equities
melbourne, victoria, australia
Employees:
922
Jonathan Tay Work Experience Details
  • Australiansuper
    Senior Portfolio Manager, Systematic Equities
    Australiansuper Jan 2015 - Present
    Responsible for investment strategy and portfolio construction of the overall equity portfolio (sector/region/style tilts, performance and risk management). Manage more than A$10b in quantitative international equities portfolios using machine learning techniques. Support strategic business planning for internal equities management platform.
  • Australiansuper
    Portfolio Manager
    Australiansuper Jun 2017 - Present
    Melbourne, Australia
  • Australiansuper
    Senior Quantitative Analyst
    Australiansuper Jan 2015 - Jun 2017
    Melbourne, Australia
    Formulation of tactical asset allocation investment strategy (6-12m investment horizon) within the equity portfolio, determining the appropriate tilts on a country/regional and manager style basis. This function involves evaluating macroeconomic and market conditions and translating these indicators into appropriate active portfolio tilts through a comprehensive back-test engine. Also involved in portfolio construction responsibilities, including performance attribution, risk and factor analysis.Developed low-cost active management programmes using smart beta and quantitative alpha techniques.
  • The Portland House Group Pty. Ltd.
    Senior Quantitative Researcher
    The Portland House Group Pty. Ltd. Mar 2014 - Nov 2014
    Melbourne, Australia
    Development of algorithmic trading rules for equities using statistical and machine learning techniques. Focus on medium to large scale data processing, enhancing algorithmic efficiency, and improving forecasts through ensemble predictors.
  • Gic
    Vice President, Portfolio, Strategy And Risk Group, Gic Special Investments
    Gic Apr 2013 - Nov 2013
    Singapore
    The Portfolio, Strategy and Risk Group sits in GIC Special Investments, GIC’s private equity arm. The team engages in portfolio construction activity, including deal monitoring, and offers an independent second opinion on each private equity investment entering the portfolio, whether fund, co-investment, or direct deals. The team also serves a strategy and risk function, being responsible for strategy formulation and implementation as well as risk assessment at both the portfolio and individual deal level.
  • Gic
    Staff Assistant, Group President’S Office
    Gic Jul 2011 - Jun 2013
    Singapore
    GIC seconds selected junior investment professionals to assist the Group President and the Group Chief Investment Officer in a staff capacity for a two year term. The appointment is in addition to the professional’s usual responsibilities and is an opportunity to work closely with senior management.
  • Gic
    Assistant Vice President, Economics And Investment And Strategy
    Gic Apr 2011 - Mar 2013
    Singapore
    Economics and Investment Strategy supports Senior Management with economic analysis and investment strategy recommendations. The team is responsible for GIC’s investment policy and long-range planning as well as the Real Return Programme, a portfolio of external cross-asset class managers offering innovative total portfolio solutions.
  • Gic
    Assistant Vice President, Investment, Policy And Strategy
    Gic Jul 2007 - Mar 2011
    Singapore
    Investment Strategy and Policy was responsible for assessing long-term asset class return assumptions and formulating asset allocation recommendations. The unit was also tasked with formulating all investment-related policies and strategies. As part of its research efforts, Investment Strategy and Policy was responsible for the Real Return Programme, a portfolio of external cross-asset class managers offering innovative total portfolio solutions.

Jonathan Tay Skills

Investment Strategies Investments Asset Allocation Valuation Asset Management Matlab Quantitative Finance Capital Markets Bloomberg Private Equity Strategy Quantitative Analytics Portfolio Management Python Programming Alternative Investments Quantitative Research Tactical Asset Allocation Institutional Investments Portfolio Optimization Fund Of Funds Risk Analytics Analytical Modelling Policy Analysis Quantitative Investing Global Tactical Asset Allocation Monte Carlo Simulation

Jonathan Tay Education Details

Frequently Asked Questions about Jonathan Tay

What company does Jonathan Tay work for?

Jonathan Tay works for Australiansuper

What is Jonathan Tay's role at the current company?

Jonathan Tay's current role is Senior Portfolio Manager, Systematic Equities.

What is Jonathan Tay's email address?

Jonathan Tay's email address is jt****@****per.com

What is Jonathan Tay's direct phone number?

Jonathan Tay's direct phone number is +6113003*****

What schools did Jonathan Tay attend?

Jonathan Tay attended Georgia Institute Of Technology, Columbia University In The City Of New York, Uc Berkeley, Raffles Junior College, Anglo-Chinese School (I).

What are some of Jonathan Tay's interests?

Jonathan Tay has interest in Economic Empowerment, Environment, Machine Learning, Algorithms, Science And Technology, Human Rights.

What skills is Jonathan Tay known for?

Jonathan Tay has skills like Investment Strategies, Investments, Asset Allocation, Valuation, Asset Management, Matlab, Quantitative Finance, Capital Markets, Bloomberg, Private Equity, Strategy, Quantitative Analytics.

Who are Jonathan Tay's colleagues?

Jonathan Tay's colleagues are David H., Anmol Shergill, Trent Valentino, Cfa, Wendy Miller, Eddie Stolfa, Josynta Singh, Cameron P..

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