Senior Research Analyst

Richard Ng, CFA New York, NY • 347-***-**** • **********@**************.***

WORK EXPERIENCE

FTSE Russell, New York, NY, Senior Research Analyst Mar 2016 – Present

Worked with clients to design and implement rule based investment strategies on factor and ESG investing. Created indexes and managed index launch for ETFs. Supported ongoing analysis of indexes for ETFs which grew to over $1 billion AUM.

Built indexes through complete portfolio construction process with alpha factor, structured risk model, and optimization.

AB (AllianceBernstein), New York, NY

Defined Contribution/Multi-Asset Solutions, Research Analyst, Vice President Aug 2010 – Feb 2016

Evaluated active managers for alpha potentials and factor risk exposures. Conducted return based analysis to disaggregate returns into smart beta, pure alpha, and timing with multivariate factor regression.

Rebalanced multi-asset portfolios with over $10 billion AUM incorporating strategic, tactical views as well as operation constraints.

Conducted research and produced papers on asset allocation-related subjects.

Managed rotational associates to complete analysis and provided training.

Defined Contribution, Research Analyst, Assistant Vice President Aug 2008 – Aug 2010

Advised institutional clients on life-cycle investing with total AUM in excess of $30 billion.

Created analysis with peer comparison, historical return simulations, stress testing, ex-ante income projections with Monte-Carlo simulations, performance attribution, and risk analytics.

Researched asset classes/strategies and decided on inclusion into asset allocation for asset liability matching and inflation management.

Conducted research and analysis of investments through ongoing study of financial journals and research publications and communication with asset class specialists.

Blend Strategies, Quantitative Analyst Jan 2006 – Aug 2008

Conducted quantitative analysis for research papers and maintained research publications.

Provided quantitative support to portfolio managers and Chief Investment Officers in making investment decisions.

Global Analytics, Database Developer Mar 2004 – Dec 2005

Worked with Chief Risk Officer to create Barra risk reports to help manage investment risk for over 200 client accounts.

Buildfolio, Palo Alto, CA, Principal Software Architect Feb 2000 – Aug 2003

Led a team of developers to create web based and mobile applications.

Weiss, Peck & Greer, New York, NY, Fixed Income Research Analyst Sep 1997 – Jan 2000

Helped portfolio managers understand source of performance. Created performance attribution tool to segregate returns into duration, sector, and rating bet.

Automated trading systems and trade calculations.

EDUCATION

Stanford University, Palo Alto, CA Sep 1996 – Jun 1997

Master of Science in Engineering-Economic Systems and Operations Research, GPA: 3.85

Cornell University, Ithaca, NY Aug 1993 – May 1996

Bachelor of Science in Computer Science, GPA: 3.99

TOOLS USED: SQL Server, VBA, Matlab

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