Index Management Research Associate
MSCI, Inc
Total years of experience :11 years, 3 Months
•Primary accountability involves meticulous maintenance and rebalancing of Frontier Markets ("FM") Indexes, ensuring adherence to the MSCI Global Investable Market Indexes ("GIMI") methodology.
•Served as one of the key liaisons for the Research team, overseeing quality control tests for the enhancements to the MSCI FM Indexes Methodology implemented during the MSCI Equity Indexes August 2023 Index Review.
•Initiated proposals for adjustments to the GIMI methodology book to synchronize with the enhanced MSCI FM Indexes Methodology.
•Addressed client inquiries on Frontier Markets, offering expertise on the GIMI Methodology and presenting insights on Index Review rebalancing results.
•Executed client-requested simulations for FM derived capped indexes, ensuring tailored solutions.
•Conducted comprehensive market accessibility reviews for assigned markets, contributing to informed decision-making processes.
December 2018 - February 2021
•Generated daily reports for the Portfolio Implementation team using Tableau, covering essential data points such as assets under management, cash positions, exposures, hedge rebalance schedules, instrument hedging levels, profit or loss, volatility contributions, and other pertinent metrics.
•Collated and organized client inquiries and meeting schedules specifically related to Alternative Premia funds.
•Thoroughly reviewed reports detailing exposures, risk contributions, and performance attribution per asset class, ensuring alignment with the latest figures in our internal systems for inclusion in client reporting packages.
•Formatted fund performance summary reports for Alternative Premia funds.
February 2018 - November 2018
•Generated a daily report for the Risk Parity Portfolio Implementation team, utilizing Tableau to monitor and present data on assets under management, cash positions, exposures, hedge rebalance schedules, instrument hedging levels, profit or loss, withdrawals, contributions, and other relevant metrics.
•Verified price adjustments exceeding a specified threshold for corporate and convertible bonds through Bloomberg, meticulously reviewing quotes or executed trades.
•Assembled a comprehensive list of equity securities identified as stale for the current day, conducting diligent research into any corporate actions or news events that may have led to trading halts.
•Produced a fair-value analysis for security pricing, incorporating observable inputs such as the cash price per share for cash mergers, multiplying the stock price of the acquirer by a factor for stock mergers, and assessing the difference between the current price and subscription for stock rights.
March 2017 - January 2018
•Executed duties in the prior position, with the added accountability of reviewing deliverables produced by junior team members.
Portfolio Ops Middle Office Associate
•Secured approvals from brokers for shares designated in support of sell short trades.
•Conducted reconciliations between Front Office and Back Office Net Asset Values (NAV) to determine optimal NAV for rebalancing purposes.
•Monitored the profit and loss system, identifying securities with significant price movements in standard deviation terms and ensuring alignment with Bloomberg-recorded prices.
•Thoroughly reviewed client account Holdings reports, verifying the accuracy of reported balances in Net Asset Value, Exposures, and Notional Amounts through SQL extracts from internal systems.
•Evaluated performance attribution commentaries on Global Asset Allocation, ensuring the system-generated commentary accurately reflects the positive/negative performance contributions of underweighting and overweighting in currency and country selection strategies.
•Contributed to the corporate finance team, providing strategic counsel and critically assessing the financial aspects of the group.
•Proficient in dissecting revenue and cost drivers within the feeds division, contributing valuable insights for inclusion in comprehensive management reports.
•Built a comprehensive financial model for the evaluation of a potential company acquisition.
State Street HCL Services (Philippines), Inc.
(A joint venture between State Street Bank and Trust Company and HCL
Technologies Limited)
Senior Analyst (January 2014 to Present)
• Handles mortgage-backed securities treasury market practices group (MBS
TMPG) Fails charges for a global fixed income investment management firm.
• Responsibilities include: - Initiating claims into the Claims Automated Tracking System (CATS);
- Agree or dispute initial claim amounts;
- Assist in the research for the resolution of disputed claims;
- Inform custodian banks on incoming and outgoing wires related to MBS
TMPG claims;
- Notify accounting team on details of claim receipts and claim payments;
- Draft memos on certain claims requiring the attention of the investment
manager; and
- Other ad hoc tasks.
SyCip, Gorres, Velayo & Company (SGV & Co.)
(An affiliate of Ernst & Young International)
Assurance Services Division
Audit Associate (November 2012 to November 2013)
• Experience in financial statement audit of companies engaged in pharmaceutical retail, thrift banking, and a holding company whose
subsidiaries are engaged in radio broadcasting.
• Tasked to: - Understand the clients' business and perform the related industry
research;
- Conduct interviews with client personnel to understand the significant
class of transactions/processes of the company;
- Perform test of controls, and substantive procedures (analytical
procedures, confirmation, inquiry, observation, vouching, etc.);
- Identify audit issues and development of recommendations;
- Review the client-prepared financial statements, income tax returns, and supplementary reports for filing with respective regulatory
agencies; and
- Carry out ad hoc tasks.
RELEVANT TRAININGS ATTENDED
• Asia Pacific ASSR 201 & 202 Intermediate Staff Program
Introduces participants to the theory and processes for using data analysis, how to use analytical procedures and audit sampling concepts.
• PHL Basic Taxes for Non-Tax Staff
This course is designed to help prepare second year staff on reviewing corporate
income tax returns prepared by clients and reviewing computations of basic taxes.
• Asia Pacific ASSR 101 & 102: New Staff Program
This program is intended to build upon the theory learned in foundations of audit
procedures and provides hands on practice working on a set of case study
materials.
• Others
As being part of the market group that catered to financial institutions, I attended
trainings and seminars on derivatives, financial instruments, and financial risk. (Due to the file size restriction, a scanned copy of the documentation for the trainings and seminars attended will be provided upon request.)
OTHER RELEVANT INFORMATION
• Willing to learn and undergo continuous training and development.
• Proficient in MS Excel, MS Word and MS Power Point.
• Able to identify problems and review related information to develop and evaluate
options and implement solutions.
Caveat: The institute does not provide the exact number of items answered correctly in the exam. Instead the results are tabulated and categorized as follow: less than or equal to 50%, 51% to 70%, and greater than 70%. The grade "70" which I have indicated here was arbitrarily chosen because the system herein only allows numbers and does not allow a "Passed" as a grade. The curriculum covered topics on the following and my results are as follow: -Alternative Investments - greater than 70% -Corporate Finance - greater than 70% -Derivatives - between 51% and 70% -Economics - greater than 70% -Equity Investments - greater than 70% -Ethical & Professional Standards - greater than 70% -Financial Reporting & Analysis - greater than 70% -Fixed Income Investments - between 51% and 70% -Portfolio Management - greater than 70% -Quantitative Methods - greater than 70%
Graduated with Honors in the program
