Simon C. Email & Phone Number

Toronto, Canada Area

 Provided services to portfolio management, portfolio construction and factor research. Assisted in developing core stock rankings system in Python. Develop an application of calculating model portfolio’s time series performance in Python. Provided research services on development of Hong Kong/China A/South Korea/Japan small cap strategies. Provided research services to enhance Euro zone/UK/Switzerland/Singapore/Sweden small cap strategies. Assisted in enhancing US small cap and all cap strategies. Provided factor attribution analysis on daily, weekly, monthly and quarterly basis. Monitored factor exception report to catch potential data or calculation errors. Tested and implemented investment strategies with S&P Capital IQ Clarifi Platform and provided daily maintenance service on Clarifi system. Reviewed internal and external studies of the value of various factors and parameters of quantitative models and use those studies to inform the appropriate value of the factors and models for the firm. Analyzed portfolios’ risk exposures with Axioma Analytics system.

Toronto, Canada Area

 Provided development services for in-house US, Canada and Global Rankings systems used by portfolio managers to generate stocks’ rankings and support their investment decisions. Tech used: SQL Server and Excel VBA. Provided development services for in-house Portfolio Analysis System that analyzes the attributes for funds, model portfolios and market indices. Tech used: SQL Server and Excel VBA. Provided development services for a model portfolio system that provides factor spreads in US, Canada and Global markets. Tech involved: SQL Server, ASP.NET and Excel. Provided data analysis services on data from CPMS, Ford, IBES, Capital IQ, Bloomberg, Markit, Worldscope and Thomason. Assisted in maintaining and enhancing the daily reconciliation system which reconciles inhouse data with the funds’ data from custodians. Tech involved: VB.net and SQL Server. Provided data services in collecting fund facts, key portfolio characteristics and daily holdings from official websites of public funds, i.e. ETFs. Tech involved: Python and SQL Server. Assisting in maintaining and enhancing existing customer service system. Tech involved: VB.net and SQL Server. Provided maintenance service on a Python application to calculate Inter Portfolio’s Correlations among MSCI global ETFs downloaded from Bloomberg. Provided development services on a stock profile application to show the stock’s key factors. Tech involved: SQL Server, R and Excel. Coded SQL Server stored procedures, triggers, functions and data porting applications in support of Excel and VB.net applications.

Toronto, Canada Area

 Maintained and enhanced an existing Repo Margin system to monitor collateral movements from inception to settlement, prepare margin reports for clients and ensure the accuracy of margin calls Collected repo and reverse repo transactions for each customer and generated clients’ exposure monitoring reports for the bank’s Treasury and Balance Sheet Management department on weekly basis. Developed and maintained Foreign Exchange Uncleared system which collected uncleared cross currency swaps from Calypso system to generate analysis reports Developed an interface to query all the historical data for any lines from different trading systems and monitor each line’s maximum usage. Maintained and enhanced Prime Brokerage Application to monitor Prime Brokerage positions and generate the reports such as General Credit Report, Bond Verification Report, Bond Monitoring Report, Liquidity Report, Margin Excess Report, and Loan Value Variance Report. Developed Line Reconciliation Application to reconcile internal line records with those from external sources. Developed Credit Derivative system to create daily and monthly monitoring reports including Credit Exposure and Mark-to-Market Report, Notional Long/Short Report, Counterparty Internal Rating Term Report, Notional Term Report, Long/Short Position Reports, Credit Derivative Exposure Report and Long/Short Notional Report. Developed Treasury Credit Portfolio Dashboard to monitor authorized amounts and risk rating updates from lending managers and utilized amounts used by clients. Developed Report Logging application to minimize reporting and operational risks within Treasury Credit.

Toronto, Canada Area

 Provided comprehensive risk measurement analysis and technical supports to retail products; Maintained and enhanced management reporting for retail business segments; Performed portfolio performance analysis and administered loan portfolios to ensure proper mix of loan types, maximize yield, maintain quality and minimize loss; Identified appropriate data sources and evaluated system data integrity; Developed reports by using Crystal Reports and Business Objects Infoview; Migrated SQL Server databases from 2000 to 2005.

Toronto, Canada Area

 Analyzed the data from Human Resources Information System, SAP, Budget and Payroll data sources; Analyzed the actual salaries and benefits relative to budget and forecasting the future payment; Designed and implemented a process of automatically creating journal entries for SAP; Developed several financial plan applications by using ACCESS 2002.

Shenzhen, Guangdong, China

 Researched and developed asset allocation strategies including Constant Proportion Portfolio Insurance (CPPI) applied in many firm’s funds; Implemented pricing and valuation models in equities and fix income using SAS; Provided quantitative analysis to support investment decision-making; Developed an application based on Black-Litterman model by MATLAB and VBA in Excel; Led a team to design/implement a fund performance measurement and risk control system using Java with Spring framework; Conducted VaR analysis and stress testing on the portfolios and monitored their performance; Designed and implemented a portfolio management analysis and stock selection model system based on client-server architecture using Delphi and MS SQL Server; Applied corporate finance theory including valuation, CAPM and cash flow analysis and tested financial models using MATLAB/SAS and Visual C++; Used BARRA Aegis Portfolio Manager and Aegis Performance Analyst to uncover the drivers of risk-adjusted performance.

Shenzhen, Guangdong, China

- Assisted McKinsey & Company in conducting a bank performance analysis which served as a pilot project for the development of a standard ICBC Performance and Value Management System (PVMS);- Adjusted analysis models, collected/analyzed data and developed the first SAS-based data warehouse in China’s Banking Sector to facilitate the implementation of PVMS with Java;- Designed and developed a website for rating customers’ credit card applications by using ASP;- Developed the ICBC Financial Fee Management System based on Client-Server architecture by using Visual Basic;- Worked as a DBA of Oracle databases running on Sun Solaris and IBM AIX system;- Developed/implemented the Oracle-based ICBC Management Information System (MIS);- Gathered information to analyze large-scale commercial development projects from DB2 and Sybase database;- Gathered and analyzed information from various sources and developed new or revised existing business metrics for business operations.

M.A., International Economics And Finance

Other, Exam 70-761 Querying Data With Transact-Sql, Passed

Education record

Member of Toronto CFA Society

B.Sc., Computer Science

B.Sc., Information Management & Information Systems