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Tao Tao Email & Phone Number

Portfolio Risk Manager
Location: Pasadena, California, United States 6 work roles 3 schools
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Role
Portfolio Risk Manager
Location
Pasadena, California, United States

Who is Tao Tao? Overview

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Tao Tao is listed as Portfolio Risk Manager based in Pasadena, California, United States. AeroLeads shows a matched LinkedIn profile for Tao Tao.

Tao Tao previously worked as Portfolio Risk Manager at Western Asset Management and Portfolio Risk Analyst at Western Asset Management. Tao Tao holds Master Of Financial Mathematics, Finance, 3.92/4.0 from University Of Chicago.

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Profile bio

About Tao Tao

I am currently a portfolio risk analyst at Western Asset Management. I graduated from the University of Chicago in the Financial Mathematics program in Dec 2021. I did my undergraduate study in economics and statistics at the University of Toronto. I am looking forward to pursuing my career in Quantitative Research, trading, and asset management.

6 roles

Tao Tao work experience

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Risk Analyst Intern

美国

• Migrated benchmark analytics system from SAS to Python; unified the price of 100,000 fixed income securities from different vendors based on pricing hierarchies• Used Yield Book to calculate duration, yield and spread for benchmarks used by portfolios• Generated summary table of securities based on asset class and shared results with department; performed quality check of the Python system using the summary

Jun 2021 - Aug 2021

Quantitative Research Intern

• Applied tree clustering and K-means clustering techniques to group multiple asset classes from historical data• Replicated HRP (Hierarchical Risk Parity) model from research paper and applied HRP into portfolio construction• Back tested the performance of HRP and compared results with mean-variance optimization method; presented outcomes to senior management

Feb 2021 - Mar 2021

Summer Intern

Pacific Asset Management Co., Ltd

Shanghai, China

• Collected A-share stock data from Wind to construct a multi-factor model to analyze the performance of investment strategies using historical data• Conducted back test analysis of stock factors by Pandas, NumPy, and SciPy• Constructed a program to automate the collection of return from CSI 300 Index enhancement fund and CSI 500 Index enhancement fund from different time periods; compared findings with similar products at Pacific

Jul 2019 - Aug 2019

Summer Intern

Pacific Insurance Pension Investment Management Co., Ltd.

Shanghai, China

• Summarized land-related regulations that could stimulate the pension industry of Chengdu and Dali City, and reported findings to senior management• Employed CRIC to collect land price and visitors flow rate in target areas; used Excel to analyze and predicted the land prices for potential projects, and provided data support for feasibility study reports

Jul 2018 - Aug 2018
Team & coworkers

Colleagues at this company

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3 education records

Tao Tao education

Master Of Financial Mathematics, Finance, 3.92/4.0

Portfolio Theory and Risk Management; Option Pricing; Quantitative Trading Strategies

Bachelor Of Science - Bs, Economics, 3.96/4.0

Dean’s List Recognition; E-fund Scholarship; Graduated with Honors

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What is Tao Tao's role at their current company?

Tao Tao is listed as Portfolio Risk Manager.

Where is Tao Tao based?

Tao Tao is based in Pasadena, California, United States.

What companies has Tao Tao worked for?

Tao Tao has worked for Western Asset Management, Bodhi Research Group, Pacific Asset Management Co., Ltd, and Pacific Insurance Pension Investment Management Co., Ltd..

How can I contact Tao Tao?

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What schools did Tao Tao attend?

Tao Tao holds Master Of Financial Mathematics, Finance, 3.92/4.0 from University Of Chicago.

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