Sean MacRae, CFA

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