Nicholas Siew, CFA

Equity investment professional with experience across both fundamental and quantitative investing in long only and long/short strategies. Main focus on data driven research, systematic screening and quantitative portfolio construction to support investment decisions. Experienced in using Python, R, SQL, statistical analysis and alternative data to build scalable research workflows, evaluate market behavior and enhance idea generation.

Senior Analyst, Quantitative Equity Research at Eastspring Investments (2020-01 – 2025-09)

• Collaborated closely with the Lead Portfolio Manager to support the day-to-day management of five regional equity multifactor portfolios with a combined AUM of $1.3 billion across EM, AxJ, APxJ, and US
• Performed portfolio optimization, trade generation, corporate action oversight and performance attribution analysis, ensuring portfolios remained aligned with strategic objectives and risk parameters during rebalance cycles
• Conducted strategy backtests on new regional strategies, based on different optimal mix of alpha factors and analyzed strategy capacity in various regions – Saudi Arabia, Europe, ASEAN and Pacific Region
• Idea generation based on academic and broker research
• Conducted quantitative research to enhance and expand equity alpha factors for multifactor stock selection models, with a focus on weekly-to-monthly forecast horizons and factors with mid-to-low turnover
• Developed and refined factors including: Relative and Residual Value, Fundamental Growth Trends, Residual and Supply Chain Momentum, Abnormal Trading Patterns, Analyst Revisions and Dispersion, Behavioral Biases, Sales Seasonality Surprises
• Managed the end-to-end production cycle of alpha factors, ensuring reliable integration into aggregated scoring frameworks used for combined alpha factor construction and expected return input in portfolio construction
• Built factor selection methodologies based on risk-adjusted return tradeoffs, cross-region robustness, and factor decay properties
• Sourced and evaluated non-traditional datasets within event-driven frameworks
• Explored datasets including: Japanese Point-of-Sale (POS) Data, Share Buyback Patterns, Corporate Insider Transactions (SEC Form 4)

Analyst, Equity Research at AL Capital Management (2018-11 – 2019-12)

• Long/Short | Australia | Chemicals, Travel agencies, Gaming, Packaging, Software, Staples
• Generated investment ideas and maintained a list of high conviction ideas
• Conducted bottom-up fundamental analysis on companies and developed/maintained financial models
• Conducted market/industry research to stay up to date with trends, developments and potential catalysts
• Conducted M&A event studies to exploit price differences between offer price and market implied value
• Monitored portfolio risk metrics and maintained portfolio factor exposure
• Conducted research to support the launch of a market neutral multifactor strategy – factor selection based on academic literature: fundamental, technical, event (M&A, Corporate events: Splits, Equity issuance, Bonus dividends etc.), dynamic factor weighting based on factor payoffs/dispersion in different regimes

Analyst, Equity Research at KGI Securities (2017-10 – 2018-10)

• Long only | Singapore | REITs, Manufacturing, Entertainment, Staples
• Developed quantitative stock screeners for various sectors and tracked sector specific metrics
• Conducted bottom-up fundamental analysis on companies and developed/maintained financial models
• Prepared and gave presentations on investment recommendations
• Published research reports: fundamental stock calls, short-term trading ideas and sector outlook
• Worked closely with sales and trading teams to promote research and investment recommendations to clients

MSc in Applied Finance – Singapore Management University (2017)

BCom in Accounting & Finance – The University of Western Australia (2016)