Mengqian Chen

Experience

1. Portfolio Solution Associate

   BlackRock

   Mar 2020 — Present

   Provided Multi-Asset Class Portfolio Consulting to 30+ large RIAs and family offices based on the quantitative analysis and discussion of Capital Market Assumption, Strategic & Tactical Asset Allocation, Manager Selection, Tax Efficiency and Risk metrics, and won $20bn+ NNB and $30m+ NNBF business. Delivered standard reports on current and proposed portfolio with performance attribution and risk decomposition across asset classes and automated PDF generating with data visualization in python. Developed interactive tools for customized analysis with python and VBA best facilitating clients’ needs and requests and, designed and scaled several automation analyses tools to benefit the whole team. Tax Loss Harvesting on Model Transition Optimization: Generated efficient frontier set of tax-lots trading solutions to optimize tax loss harvesting with cvxpy in python to transfer acquired portfolios to target model with constraints on active risk, trade size, buy-lists, wash sale, flow limitation across tax accounts, cash reserve, etc. Active risk & Factor exposure decomposition on manager selection and asset allocation bets Strategic & Tactical Asset Allocation Optimization and Portfolio Optimization Asset Location optimization on Tax Accounts: Multi-period matrix optimization in python on best lifelong financial asset location from capital accumulation phase to decumulation retirement with various tax consequences on vehicles.