Consultant
CAPITAL GROUP, INVESTMENT MANAGEMENT
Total years of experience :16 years, 7 Months
Investment Results - Multi Assets
* Delivered accurate performance analytics calculations, attribution analysis (e.g., hybrid Brinson factors), ex-post risk
metrics (e.g., Sharpe ratio, Treynor) and other quantitative calculations on a periodic basis
* Calculated other investment risk and non-risk statistic (e.g., active-shares, correlation, capture ratio, draw down, beta,
up-down, volatility, Sharpe etc.) on an ad-hoc basis
* Led on GIPS related matters for Europe with key global stakeholders through scheduled formal and informal
meetings (GIPS SME)
* Evaluated portfolio results against benchmarks, peer groups and investment styles
* Collaborated and communicated with various stakeholders in completion of performance evaluation studies
* Collaborated with internal teams on new client and portfolio on-boarding
* Partnered with technology and project teams on system testing and implementation
Portfolio Performance- Fixed Income
* Led Portfolio Performance desk in analysis and presentation of fixed income investment activity, counterparty
analysis and transaction cost analysis
* Reported performance analytics and attribution analysis statistics (factor attribution using BBG Port) to Investment
Management committee
* Delivered unbiased commentary on portfolio performance in comparison to global market performance using
standardized benchmarks and subjective factors to senior management
* Presented to various performance, risk, and liquidity committees as representative of Performance and when required
any relevant board meetings
* Implemented tactical benchmark rebalancing post investment committee decision on a periodic basis
* Executed UAT plans and onboarded MSCI Barra One system
* Implemented new investment metrics and designed operational risk measures for performance desks
Multi Assets
* Multi Assets and Portfolio Solutions
Fixed Income, Equities and Structured Finance
* Portfolio Performance and Control
Fixed Income, Equities, Alternatives
* Performance and Risk Analytics
Fixed Income
* Attribution - Risk Management
Fixed Income, Equities, Alternatives
* Performance and Risk Analytics
Expected
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