Lu Fan, Cfa Email & Phone Number

Ongoing research and enhancement of risk managed strategies

Radnor, Pennsylvania, United States

Greater Philadelphia Area

• Led funds related activities in variable annuity hedging team, and responsible for providing funds solutions to cross functional teams in broad Lincoln Financial Group• Developed factor attribution framework to understand fund performance drivers, with analysis presented to a variety of audiences and utilized by funds management team and hedging team• Designed funds dashboard for efficient tracking of about 200 funds, maintained weekly updates and monthly communication of market and funds commentaries to company senior management• Led research and development of new strategies - Evaluated and developed risk managed fund strategies through backtest and simulation analysis - Initiated GICS sector, single stock, growth/value and inflation hedging strategies to reduce hedge breakage- Created Indexed Variable Annuity hedging strategy and set trade thresholds, partnered with internal and external stakeholders to price new index• Spearheaded new funds onboarding by conducting research and statistical analysis • Led the effort to improve operational efficiency through automation of tools, reports and processes• Organized and led lunch and learn sessions to share knowledge and expertise with broad teams, gathered feedbacks and promoted exchange of ideas

• Portfolio construction of global tactical strategy• Quantitative Research• Manager relative performance forecast• Measure crowding in manager portfolios

Master Of Science (M.S.), Finance

Activities and Societies: Member of Beta Gamma SigmaGPA: 3.89/4.00 Ranking: top 1 in the program. Dean's Certificate of Excellence.

Bachelor Of Science (B.S.), Biology, General

Machine Learning

Dr. Andrew Ng