Yang Xiao, Cfa Email & Phone Number

Beijing City, China

• Build comprehensive models to evaluate mutual fund managers' investment philosophy, investing process and past performance by utilizing both quantitative & qulitative info • Conduct regular DD process and meet promising young managers• Conduct research on mutual fund manager performance analysis and performance consistency• FOF portfolio construction, risk and performance evaluation

中国 北京市区

• First Robo-Advisor in mainland China• In 2016, the CA Balanced Portfolio returned 14.3% with a volatility of 9.4%, beating 98.4% of the mutual funds in the domestic Chinese market• Collet and summarize macro-analysis and strategy reports from external sources, and combine the main views with proprietary value+momentum valuation models• Categorize domestic mutual fund products and establish a quantitative rating system• Take the approach of the mean-variance optimisation and… Show more • First Robo-Advisor in mainland China• In 2016, the CA Balanced Portfolio returned 14.3% with a volatility of 9.4%, beating 98.4% of the mutual funds in the domestic Chinese market• Collet and summarize macro-analysis and strategy reports from external sources, and combine the main views with proprietary value+momentum valuation models• Categorize domestic mutual fund products and establish a quantitative rating system• Take the approach of the mean-variance optimisation and the Black-Litterman Model to determine the tactical asset allocation• Based on the asset allocation strategy and the available instruments, manage a globally diversified FOF product• Develop strategies like Risk Parity and Smart Beta• Produce performance analysis reports, publish research articles on RA and FOF, etc. Show less

英国 伦敦

• Met global hedge fund managers and collected product information• Developed fund of hedge fund analytics tools based on Excel VBA and SQL• Produced marketing materials and documentation on customer risk evaluation

中国 北京

• Collected performance data from local mutual funds and private equity funds• Researched on the funds’ performance based on quantitative and qualitative analysis

Msc Finance With Distinction (78/100%)

Activities and Societies: Warwick Apprentice, Tennis Club Graduation Thesis: Review and Extensions of the Major Portfolio Optimisation.

Bachelor Of Management In Information Management And Information Systems (3.8/4.0), Bachelor Of Economics In Finance (3.7/4.0)

Activities and Societies: Member of University Tennis Club, Head of Publicity at Students Union, Member of School Badmintion Team, Member.

1-Year Exchange, Managerial Economics, 3.98/4.00