Manage multi-asset portfolios based on 4 systematic long-short strategies in the US, Europe, and Asia markets.Research and backtest trading strategies through feature engineering, Bayesian multi-factor forecasting, trading signal generation, portfolio optimization, and strategy hyperparameters tuning.Implement and maintain production models to trade stock indices, sovereign bonds, and commodities futures in both developed and emerging markets.

Led a team of 3 traders to rebalance institutional investors’ $570 million portfolios via daily trading executions in global futures exchanges, such as CBOT, CME, ICE, MX, SFE, SGX, NYSE, Eurex, and LME. Analyzed P&L, trading costs, risks, and performance attribution of various futures investment strategies, across sectors, regions, and investment themes. Conducted backtesting research and quantitative model development to test trading ideas and formulate investment strategies. Presented research findings to internal portfolio managers and marketed fund products to external clients.

Assisted financial advisors in evaluating clients’ financial profiles, defining risk-return objectives, and recommending portfolio asset allocation.Supported in marketing structured investment products by educating retail investors on payoff mechanisms and potential risks of equity put/call options.