Zhenhuan Ren

About Zhenhuan Ren

Concentration: Investment | Asset Allocation | Quantitative Research | Risk…

Experience

1. Vice President, Hedge Fund Solutions

   BlackRock

   Jan 2022 — Present

   Lead quantitative researcher for $30B AUM BlackRock Hedge Fund Solutions (FoHF) business. Lead risk analyst for relative value strategies; Secondary analyst for $1B+ discretionary & systematic global macro strategy - Deal underwriting - Analyze HFs factor exposures, risk, due diligence etc. and make trade suggestions to Investment Committee (IC)- Provide asset allocation and sizing recommendations to portfolio managers through both quant & qualitative research - Active contributor to client RFP which helped winning $3B+ new mandates and existing growth - Developed return attribution review frameworks for FoHF portfolios, HFs, and industry across all strategies - Responsible for monitoring covered HFs and provide updates / communications both internally and externally - Regularly compile IC meeting material to team lead with analysis results reviewed in a proactive manner • Conducted various end to end platform projects from design, development to business wide presentation. Proven skillset in combining academic knowledge and coding to solve real world problems - Developed R Shiny ad-hoc modelling for $800mm new mandate and improved the modelling efficiency by 99%- Developed revenue forecasting model for COO which helped increase budget for the business - Contributor to the business’s ESG initiative analytics by modelling and monitoring the ESG score changes • Problem solver for client inquiries by using performance, attribution, risk decomposition and market commentary etc. • Initiate research ideas and execute on research analysis to drive strategies development • Trusted resource for Product Specialist, Financial Modelling, Compliance and Technology teams to drive better investment process and deliver investment solutions

Education

• University of Washington

  Master of Science (MSc), Computational Finance & Risk Management

• University of Leicester

  Master of Science (MSc), Financial Mathematics

Skills

• Microsoft Office
• Statistics
• R Shiny Developer
• Portfolio Management
• Quantitative Finance
• C++
• Sql
• Algorithms
• Vba
• Matlab
• Hedge Funds
• Quantitative Research
• Stochastic Processes
• Financial Modeling
• Financial Analysis
• Analysis
• Latex
• R
• Data Analysis
• Risk Management
• Monte Carlo Simulation