As a quantitative consultant, I specialize in several areas, including:Investment strategy and portfolio advisory:• Advising clients on their multi-asset portfolio investment and hedging strategies.• Development of investment strategies to optimize portfolio performance and enhance risk-adjusted returns.• Providing proactive investment guidance, analyzing performance metrics and offering strategic recommendations to maximize long-term wealth accumulation.• Tailored investment strategies to individual needs, considering financial objectives and time horizons.Financial modeling:• Developing quantitative and qualitative models to predict losses given insufficient or wrong hedging.• Modeling alternative risk factors on a portfolio level, including screening emerging cluster risks of cross-sector investments.Sustainable finance:• Transition and physical risk modeling of portfolios/funds to generate Climate Value at Risk estimates.• Conducting SBTi-related portfolio temperature scoring to define carbon reduction targets.• Conducting decarbonization modeling to calculate financed emissions and climate risk hedging based on natural language processing.

As an Investment Consultant at Mercer, my role encompassed a range of responsibilities, including:• Advising pension investment committees on portfolio construction, strategic asset allocation, and implementation.• Contribution to the successful setup of new funds and fund of funds for Mercer Delegated Solutions, working closely with CSSF.• Conducting financial modeling to develop investment strategies and provide expert advice.• Providing guidance and support in the implementation of de-risking strategies.• Developing liability and cash flow driven portfolios, including risk management and implementation.