Jason Chen

About Jason Chen

Experienced Multi-Asset investment professional with a strong background in portfolio management and cross-asset relative value investment research.

Experience

1. Director, Senior Research Analyst

   DWS Group

   Nov 2018 — Present · New York, NY, US

   DWS Research Institute• Co-author/lead researcher on the DWS Long View, firm-wide long-term capital market assumptions methodologyo Publish research findings in annual publication and quarterly newsletterso Develop/review fundamental building blocks for 10-year return forecasts across asset classeso Conduct academic review on topics including GDP-to-earnings translation across countries, regional equity dilution, rolldown capture, volatility and correlation forecasting, fx forecasting, and ESG impact on expected returnso Assist Multi-Asset PMs and insurance solutions teams with portfolio construction methodology for strategic assetallocation, which combines mean-variance, risk clustering and discretionary adjustments• Jointly responsible as part of a 3-person team to produce official DWS 12-month developed and emerging markets fx forecasts• Publish white papers including The Role of REITs in Real Estate Allocations (published with GIC), ESG in Strategic AssetAllocation—industry-leading research on ESG portfolio implementation, framework for fx hedging non-dollar investments (published in Journal of Investing), evaluating the efficacy of ESG pillars across regional equity markets (published in Journal of Index Investing), Macro factor-timing model (pending publication in the Journal of Beta Investment Strategies), Fallen Angels for insurance companies (published in the Insurance AUM Journal)• Build and present macro and cross-asset framework to the US Multi-Asset Investment Committee bi-weekly• Provide ongoing research support for institutional client mandates evaluating factor risk exposure and providing portfolio risk andreturn attribution for DWS equity factor suite• Present at conferences/webinars/podcasts on research and market views (ETF Trends/VettaFi, Asset TV, Lead-Lag Report, etc.)

Education

• Temple University

  BBA, Economics, International Business

Skills

• Financial Modeling
• Derivatives
• Financial Analysis
• Python
• Hedge Funds
• Equities
• Finance
• Access
• Portfolio Management
• Capital Markets
• Sql
• Data Analysis
• Strategy
• Mutual Funds
• Mandarin
• Microsoft Office
• Investments
• Risk Management
• Asset Managment
• Analysis
• Bloomberg Terminal
• Valuation
• Bloomberg
• Fixed Income
• Capital Iq
• Microsoft Excel
• Powerpoint