Sean MacRae, CFA

Sean MacRae, CFA

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  • Timeline

  • About me

    Quantitative Index Solutions Manager at abrdn

  • Education

    • University of St. Andrews

      2008 - 2012
  • Experience

    • Abrdn

      Oct 2012 - now

      - lead investment manager on global equity index funds, including the global sustainable index fund and the global real estate tracker fund hedged to GBP- daily risk monitoring and analysis of index events and corporate actions- ensuring funds are performing in line with expectations and within tracking error tolerances- using Python, SQL and VBA to automate manual tasks and increase efficiency- implementing call overwriting strategy using equity index options - responsible for implementing derivative strategies including call overwriting- assistant Investment manager on U.K. Passive equity funds- research into alternative volatility strategies

      • Quantitative Investment Manager

        Jan 2020 - now
      • Quantitative Analyst

        Jun 2015 - Jan 2020
      • Graduate Business Analyst

        Oct 2012 - May 2015
  • Licenses & Certifications

    • CFA

      CFA Institute