Quantitative portfolio manager with direct and substantial experience in designing, researching, back-testing, implementing and managing global long short equity market neutral strategies based on fundamental, technical, sentiment, event-driven, and alternative data based alpha ...more

Quantitative portfolio manager with direct and substantial experience in designing, researching, back-testing, implementing and managing global long short equity market neutral strategies based on fundamental, technical, sentiment, event-driven, and alternative data based alpha signals. Specialties: ◆ Primarily focused on medium to long term liquid market-neutral systematic equity strategy. ◆ Working experience in quantitative investment process, hedge fund strategies, global equity portfolio management, risk model, t-cost model, portfolio construction, optimization, risk management and algorithmic trading. ◆ Extensive experience of financial data platforms and datasets. ◆ Self-sustaining researcher, trader, programmer, and a good team player.less