Brandon Foo Kok Fei
Masters in Finance (MSc)
(+*5) 90062578
ac4bnf@r.postjobfree.com
PROFILE
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
IT SKILLS
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