Investment Vice President Quantitative Analyst

SHEUNG YIN (KEVIN) MO, Ph.D.

** ******* **** * Summit, NJ 07901 * 434-***-**** * *****@********.*** PROFESSIONAL EXPERIENCE

Quantitative Management Associates Investment Vice President June 2015 - Present

• Served as senior quantitative analyst in research and portfolio management for domestic and global equity strategies.

• Focused research on efficacy of alpha signals, portfolio construction and quantitative trading strategies.

• Led firm-wide initiative on applying machine learning on nonlinear signals and portfolio implementation.

• Executed research projects on factor payoff under different regimes, dynamic factor weighting, optimal strategy to trade illiquid baskets, empirical analysis of Trump tweets and Bloomberg news, implied growth rate analysis, interest rate sensitivity to value payoff, and intangible adjustments on value.

• Managed domestic mid-cap and small-cap value portfolios with over $2 billion assets from 2016 to 2018.

• Presented at client, prospect, and consultant meetings on investment process and risk management.

• Designed data and model infrastructure, conducted performance attributions and portfolio analysis.

• Served on the firm-wide model committee on designing and implementing the quantitative equity platform.

• Presented regularly in the firm-wide investment research seminars to brainstorm innovative investment idea

• Promoted thought leadership by managing the 2019 Hawkes Process in Finance Conference. Stevens Institute of Technology Adjunct Industry Professor (Financial Engineering Program) Aug 2015 - Present

• Taught graduate-level courses in Algorithmic Trading Strategies and Quantitative Hedge Fund Strategies.

• Demonstrated teaching excellence as exemplified by top ratings on student course evaluation for 4 consecutive years.

• Launched and managed investment competitions on statistical arbitrage, event-driven and intraday trading strategies. Northrop Grumman Corporation Financial Engineering Analyst Aug 2013 – Apr 2015

• Defined quantifiable financial events based on news and measurable market phenomena using Bloomberg data.

• Reviewed over 40 SEC Insider Trading cases from 2009-2013 and identified their common characteristics.

• Analyzed stock intraday and tick data using Bloomberg terminal and Thomson Reuters data services. Deloitte Consulting Consultant (Financial Services Industry) Feb 2011 – Aug 2012 Accenture Consulting Analyst Feb 2010 – Feb 2011

EDUCATION

Stevens Institute of Technology, Hoboken, NJ

Doctor of Philosophy in Financial Engineering May 2015

• Dissertation Thesis: Modeling the Impact of News and Social Media to the Financial Markets.

• Coursework: Algorithmic Trading Strategies, Machine Learning, Portfolio Theory, Pricing & Hedging. University of Virginia, Charlottesville, VA

Master of Engineering in Systems Engineering August 2010 Bachelor of Science in Systems Engineering, Bachelor of Arts in Economics May 2009

• Coursework: Statistical Modeling, Dynamic Programming, Financial Systems Engineering, Risk Management. PROFESSIONAL CERTIFICATIONS

Harvard Business School Management Essentials Certification, Finance Essentials Micro Certification August 2011 New York Institute of Finance Professional Certificate in Derivatives and Risk Management December 2010 SELECTED PUBLICATIONS

“Genetic programming optimization for a sentiment feedback strength based trading strategy,” Yang, S.Y., Mo, S.Y.K., Liu, A. and Kirilenko, A., Neurocomputing, 2017.

“Twitter financial community sentiment and its predictive relationship to stock market movement,” Yang, S.Y., Mo, S.Y.K., Liu, A. Quantitative Finance, Special Issue 2015.

“Social media and news sentiment analysis for advanced investment strategies”, Yang, S.Y., Mo, S.Y.K., Sentiment Analysis and Ontology Engineering: An Environment of Computational Intelligence, 2015, Springer TECHNICAL SKILLS

R, Python, SQL, Factset, Bloomberg, SAS, C#, Excel VBA, MATLAB, HTML, MS Office PERSONAL

US Citizen. Champion of the Virginia 2018 Fall Classics Men 4.0 Squash tournament. Co-Captain of the Lifetime Florham Park team (two-year champion in Northern New Jersey Squash Association League)

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