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
