Talk to sales Try for Free
Jess Song, CFA, FRM

Jess Song, CFA, FRM

Cash Management, Preferred Stock

Followers of Jess Song, CFA, FRM2000 followers
location of Jess Song, CFA, FRMNew York City Metropolitan Area

Connect with Jess Song, CFA, FRM to Send Message

Connect

Connect with Jess Song, CFA, FRM to Send Message

Connect

  • Timeline

  • About me

    Portfolio Manager, Global Quant Equity, Statistical Arbitrage, ML/DL/NLP

  • Education

    • Stony Brook University

      -
      Master's Degree Computer Science

      Activities and Societies:  Teaching Assistant in Introduction in Mechanical Engineering lab class

    • New York University

      -
      Master's Degree Mathematics in Finance, Courant Institute of Mathematical Science

      • Risk-Neutral Valuation, Monte Carlo Methods, GARCH, ARIMA, PCA, regression, CAPM, factor model, Random Forest, Machine Learning, Mean-Variance Optimization, Black-Litterman model.

  • Experience

    • StoneCastle

      Jan 2012 - Jan 2015
      Cash Management, Preferred Stock

      - Managed analysts on the execution of projects.- Key contributor to the company’s core cash allocation optimization algorithm.- Built a proprietary mobile application for rating and information of all 8000+ banks in the US.- Built from scratch and in charge of the company’s business reporting system; generated and presented reports to C-level executives, clients and business partners.

    • J.P. Morgan Asset Management

      Jan 2015 - Jan 2016
      Multi Asset Allocation, Fund of Fund

      - Lead a team of eight VPs as project manager to create portfolio allocation framework and tools.- Designed and developed a highly flexible and feature-rich portfolio management system for multi-asset fund-of-fund investing.Hosted training sessions on modern portfolio theories for audiences from diversified backgrounds.- Monitored risk exposure of multi-asset fund-of-fund portfolios.- Multi-asset management.- CIO office.- Portfolio asset allocation and portfolio construction. Show less

    • Acadian Asset Management

      Jan 2016 - now
      Portfolio Manager, Quant Equity Researcher

      - Global quant equity alpha research using market data, fundamental data and alternative data. Structured and non-structured datasets. - Statistical arbitrage(Equity Stat-Arb)- DM(develop market), EM(emerging market), China strategies.- Machine learning, and deep learning applications to create alpha signals and strategies.- Peer relationships and linkages modeling- Leading and mentoring research projects- Medium frequency and long-term strategies- Market neutral equity long/short strategies- Earnings event alphas- Modeling, portfolio attribution and portfolio construction research- Industry rotation model- Research presentation and client communication Show less

  • Licenses & Certifications

    • FRM

      GARP FRM Program

    • CFA

      CFA Institute