Shawn Lu
Portfolio Construction Analyst @Guggenheim Investments
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WORK HISTORY
Portfolio Construction Analyst @Guggenheim Investments
Santa Monica, CA, US
Wrote weekly asset report for firm-wide deliverables regarding trends on level information, such as duration, YTW and spread• Structured return and insurance portfolios subject to macroeconomic environment and aligned portfolio analytics with clients’ objectives; summarized and explained asset movements to CIO team• Performed advanced financial analysis, including calculating NPV using cash flows from fixed income deals, to generate investment ideas. • Ensured portfolio statistics updates reflect market practices; composed comments re performances on investment strategies to explain abnormal movements from idiosyncratic and macroeconomic perspectives • Automated the asset level updates using VBA and Macro to calculate assets duration, optimal weights and more, and improved processing time by 80%; the code was adopted for firm-wide use and the framework was applied to other excel applications
EDUCATION
Washington University in St. Louis - Olin Business School
Master of Science - MS, Business Analytics, Fintech Track
UC San Diego
Bachelor of Arts - BA, Economics
MIT Sloan School of Management
Master of Science - MS, Finance, General
ABOUT SHAWN LU
I am a graduate student at Washington University in St. Louis specializing in Financial Technology Analytics. I obtained my Bachelor of Arts degree in Economics at the University of California, San Diego and had work experience in the financial industry.In studying Economics and Business Analytics classes, I have been able to sharpen my data analysis and critical thinking skills. I also develop soft skills such as time management, problem-solving and professional communication from my work experience in the financial industry.
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