Research Analyst
CurrentManaged all aspects of index development such as market research, data collection, prototyping, client validation, coordinating with relevant teams to successfully launch the product. Undertake market & data analysis, simulation, generate index constituents and weights. Back testing index historical returns and analyzing key features such as: annualized returns, annualized risk, sharpe ratio, tracking error, correlation, hit ratio, max drawdown, turnover, sector exposure, country exposure etc., with extensive modeling using programming languages & tools such as R, Python, MATLAB, FactSet, Excel etc. Familiar with quantitative investment approaches such as portfolio optimization and asset allocation.