Patrick Sun Email & Phone Number
@pimco.com
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Who is Patrick Sun? Overview
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Patrick Sun is listed as Senior VP Quantitative Portfolio Manager at PIMCO at Two Sigma, a company with 2343 employees, based in New York, New York, United States. AeroLeads shows a work email signal at pimco.com and a matched LinkedIn profile for Patrick Sun.
Patrick Sun previously worked as VP Quantitative Portfolio Manager at Pimco and Intern with Quantitative Portfolio Management Strategies; Core Analytics at Pimco. Patrick Sun holds Master'S Degree, Financial Engineering from University Of California, Berkeley, Haas School Of Business.
Email format at Two Sigma
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AeroLeads found 1 current-domain work email signal for Patrick Sun. Compare company email patterns before reaching out.
About Patrick Sun
Patrick Sun is a Senior VP Quantitative Portfolio Manager at PIMCO at Two Sigma. He possess expertise in mathematics, mathematical modeling, matlab, r, c++ and 5 more skills.
Listed skills include Mathematics, Mathematical Modeling, Matlab, R, and 6 others.
Patrick Sun's current company
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Patrick Sun work experience
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Vp Quantitative Portfolio Manager
Current- 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.
- 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.
Intern With Quantitative Portfolio Management Strategies; Core Analytics
- 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.
Internship
- 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.
Colleagues at Two Sigma
Other employees you can reach at twosigma.com. View company contacts for 2343 employees →
Anupama Mutt
Colleague at Two SigmaHouston, Texas, United States, United States
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MB
Mrunal Bariya
Colleague at Two SigmaVadodara, Gujarat, India, India
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AR
Alejandro Ramirez
Colleague at Two SigmaChile, Chile
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MM
Michelle Matthews
Colleague at Two SigmaMount Pleasant, South Carolina, United States, United States
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VR
Vispul Rakim
Colleague at Two SigmaBoston, Massachusetts, United States, United States
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TC
Ted Calabrese
Colleague at Two SigmaIrvine, California, United States, United States
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CB
Christopher Busby, Cfa
Colleague at Two SigmaLondon, England, United Kingdom, United Kingdom
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Helena Gregg
Colleague at Two SigmaUnited States, United States
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ET
Emily Tallman
Colleague at Two SigmaNew York, New York, United States, United States
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HK
Hiroyuki Kato
Colleague at Two SigmaJapan, Japan
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Patrick Sun education
Master'S Degree, Financial Engineering
Master Of Mathematics, Mathematics
Bachelor'S Degree, Mathematics
Middle / High School
Frequently asked questions about Patrick Sun
Quick answers generated from the profile data available on this page.
What company does Patrick Sun work for?
Patrick Sun works for Two Sigma.
What is Patrick Sun's role at Two Sigma?
Patrick Sun is listed as Senior VP Quantitative Portfolio Manager at PIMCO at Two Sigma.
What is Patrick Sun's email address?
AeroLeads has found 1 work email signal at @pimco.com for Patrick Sun at Two Sigma.
Where is Patrick Sun based?
Patrick Sun is based in New York, New York, United States while working with Two Sigma.
What companies has Patrick Sun worked for?
Patrick Sun has worked for Two Sigma, Pimco, and The Bank Of East Asia, Limited.
Who are Patrick Sun's colleagues at Two Sigma?
Patrick Sun's colleagues at Two Sigma include Anupama Mutt, Mrunal Bariya, Alejandro Ramirez, Michelle Matthews, and Vispul Rakim.
How can I contact Patrick Sun?
You can use AeroLeads to view verified contact signals for Patrick Sun at Two Sigma, including work email, phone, and LinkedIn data when available.
What schools did Patrick Sun attend?
Patrick Sun holds Master'S Degree, Financial Engineering from University Of California, Berkeley, Haas School Of Business.
What skills is Patrick Sun known for?
Patrick Sun is listed with skills including Mathematics, Mathematical Modeling, Matlab, R, C++, Quantitative Finance, Python, and Partial Differential Equations.
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