I developed a passion for asset management during my years at Capital Group as a member of the Capital Strategy Research team, where I was immersed in the investment decision making process spanning equity and fixed-income mutual funds as well as institutional clients including sovereign wealth funds. Being a “quant” in the investment group of such a large traditional asset management firm provided me with a unique perspective that I cherish to this day.
Taking the invaluable experience gained at Capital Group, I threw myself deeply into the world of quantitative asset management. I was the lead quantitative researcher of an investment team at The TCW Group managing an absolute return fund of funds that dynamically hedged the “beta” from a portfolio of long-only equity and fixed-income funds via index swaps and futures. While there, I developed a complete suite of sophisticated quantitative portfolio management tools including asset allocation, risk management, and performance measurement applications which directly contributed to investment results being firmly in the top quartile.
More recently, I moved to Hong Kong where I helped establish Harvest Global Investments, which is an asset management firm owned by Harvest Fund Management – one of the largest asset managers in China based in Beijing. While there, I built proprietary performance and risk systems and set up third-party platforms (FactSet, MSCI Barra, Risk Metrics). I also established all governance pertaining to market risk, credit/counterparty risk, and performance measurement.
My most recent adventure has been a significant, but pleasing, change. Currently, I am Regional Manager of Market and Investment Risk at ING Insurance Asia/Pacific overseeing eight business units across seven countries.
Prior to moving into finance, I was a professional scientist at MIT Lincoln Laboratory where I developed large-scale numerical models of complex electromagnetic systems. I completed my doctorate at the Center for Computational Electromagnetics at the University of Illinois at Urbana-Champaign.
Updated September 2012.