Patrick Sun Email & Phone Number

New York, Ny, Us

United States

Newport Beach, California, Us

• Trend Following Complex (Saw AUM grow from $600M in May 2018 to $6.5B in Oct 2022:o As the primary PM who oversaw the entire operation from research to portfolio management, I developed diversifying signals that outperformed traditional price momentum in various asset classes. Optimized the portfolio and set up dynamic constraints to increase internal diversification, Increased the number of markets traded by 50%.o Ran the daily operation from constructing input data to implementation and rebalancing the portfolio.o Built an exotic trend sleeve as one of the few main strategies in the quant hedge fund launched in 2021 using assets that leverage Pimco’s unique ability in fixed income such as TBAs and sovereign CDS. • Multi Asset Alternative Risk Premia and Quant Hedge fundo Developed and traded new strategies that capture traditional risk premium as well as innovative alpha using alternative data, such as event driven strategies on elections and MPC dates.o Worked with a diverse set of asset classes including mortgages, commodities, credit and vol.

Newport Beach, California, Us

Quantitative Portfolio Management Strategies: • Developed systematic trend following strategies on commodity, equity and credit derivatives. • Collected and cleaned data to back test various innovative alpha signals and combing them with existing portfolios management strategies.Core Analytics: • Analyzed the cyclical nature of dealer inventory of corporate bonds, and the impact it has on the returns and liquidity of the bond market by analyzing the TRACE data on Oracle SQL.• Overlaid fund transactions on top of the dealer inventory to analyze whether the fund's trading style is liquidity-demanding or supplying.• Developed liquidity based trading strategies.

Hong Kong, Hk

Risk strategy and governance department• Investigated the new and old rating methodologies of rating agencies including Moody’s and S&P, while comparing their models to the BEA’s probability of default model.• Collected data, performed data cleaning, chose and programmed various statistical tests to analyze the data on recent bank rating changes. Implemented algorithms efficiently and back tested the results. • Presented my research with supporting statistical analysis to senior managers.• Performed reference pricing, used and checked the Probability of Default calculator.

Master'S Degree, Financial Engineering

Master Of Mathematics, Mathematics

Bachelor'S Degree, Mathematics

Middle / High School