Clare Sun
Global Equity
- Role
- Senior Research Analyst at Qtron Investments
- Location
- Boston, MA, US
- LinkedIn followers
- 500 followers
Experience
Senior Research Analyst
Sep 2018 — Present
Portfolio Management: co-managing with co-founder long-only active products benchmarked to MSCI global small cap, World ex US Small Cap indices and Russell since 2019. Optimization of seed accounts, including trading, and a small cap sleeve in the all cap client portfolio. Monitoring portfolio performance and model attribution. Backtesting constraints under various scenarios for new product launches-Research: factor research for stock selection and factor timing using unique datasets and state-of-the-art techniques. Created in-house risk model for global and emerging markets. Created long term momentum reversal signal ensemble. Created industry models for banks, insurance and reits in global markets. Created ESG model-Production: writing production code to implement research results. Monitoring and debugging daily model production process-Vendor data onboarding-Client Service: writing RFP answers, e.g, investment philosophy, product characteristics calculation; answering prospect inquiries; presenting investment process.
Skills
- Hedge Funds
- Semiconductors
- R
- Derivatives
- Bloomberg
- Equities
- Valuation
- Sas
- Equity Research
- Quantitative Finance
- Vba
- Fixed Income
- Financial Modeling
- Quantitative Analytics
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