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Asset Allocation Specialist

February 03, 2018

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Brandon Foo Kok Fei

Masters in Finance (MSc)

(+*5) 90062578


Monitor multi asset investment portfolios by adopting quantitative risk factor-based asset allocation approach

Generate reliable back-tested strategies with trend filter using R, Excel and Bloomberg

Experience in engaging foundations, family offices and Ultra High Net Worth clients WORK EXPERIENCE

2010-Present Citi Singapore / Hong Kong

Multi-Asset Investment Specialist

Develop tailored investment solutions for clients via strategic asset allocation (SAA), tactical asset allocation (TAA), instrument selection and hedging strategies

Construct and rebalance the Citi Private Bank Model Portfolio by selecting active and passive funds to implement tactical tilts to the portfolio’s asset allocation

In-sample and out-of-sample back-testing of rules-based investment strategies, incorporating quantitative risk factors

Research on thematic ideas, such as China Urbanization, Interest Rate Management Strategies and Japan Reflation Story

AUM-winning proposals include leveraged bond portfolio to increase yield and equity portfolio with momentum / value risk factors

Build quantitative models for the following asset classes (equity and fixed income) to identify the optimal asset allocation

Perform scenario analysis, stress testing and Monte Carlo analysis across asset classes

Understanding of Strategic Asset Allocation modelling 2008-09 Deutsche Bank Singapore

Market Risk, Analyst

Controlled and monitored risk exposure according to its business unit and risk type

High degree of familiarity with option greeks, VaR calculation methodology and stress test 2007-08 Merrill Lynch Singapore

Graduate Programme, Analyst

Selected from a few thousand candidates to join the Merrill Lynch Graduate Programme

Supported prime brokerage, stock loan and proprietary trading teams in Asia Pacific EDUCATION

2009-10 Imperial College London London

Masters in Finance (MSc)

2003-07 National University of Singapore Singapore B.Eng (Hons)

1999-00 Hwa Chong Junior College Singapore

GCE ‘A’ Level: Mathematics A, Further Mathematics A, Physics A, Economics A ADDITIONAL SKILLS AND ACHIEVEMENTS


VBA, R, Bloomberg, Yieldbook, Morningstar, StyleAdvisor, AllocationAdvisor, MS Office LANGUAGES

English (Native), Mandarin (Native), Cantonese (Conversational) INTERESTS AND ACHIEVEMENTS

Volunteering, badminton, swimming, cycling, travelling, personal investment SCHOLARSHIP AND AWARD

Finance Scholarship Program 2009: The scholarship is awarded by the Monetary Authority of Singapore (MAS) to outstanding individuals to pursue postgraduate study

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