Daoyi Lin, CFA
Los Angeles,CA
Summary
Dynamic finance professional with dual Master's degrees in Economics and Statistics, complemented by four years of rigorous Ph.D. training in Quantitative Finance. Holds a CFA designation and brings over 13 years of experience in conducting in-depth research and developing innovative investment strategies. Demonstrates strong proficiency in risk assessment, valuation, and exposure management. Adept at leveraging analytical skills to drive informed decision-making and optimize investment performance. Committed to delivering exceptional results through strategic insights and a proactive approach to financial challenges.
Overview
17
17
years of professional experience
Work History
Quantitative Research Director
PNC Bank, NA
05.2022 - Current
- Analyzed market trends and data to enhance strategic decision-making and improve systematic asset allocation.
- Designed and implemented analytical frameworks to evaluate tax impacts for private bank clients facilitating asset transfers.
- Optimized reporting processes to facilitate on-time delivery of vital research deliverables.
- Implemented data-driven methodologies to improve accuracy in forecasting and risk assessment, such as risk associated with digital asset investment.
- Developed customized asset allocation plans to align with individual wealth goals and risk profiles.
Lead Quantitative Analyst
East West Bank
10.2021 - 05.2022
- Developed quantitative models to assess loss and forecast MBS portfolio performance.
Senior Quantitative Research Analyst
Wilmington Trust
03.2016 - 10.2021
- 2018 Wealth Management President's Council Recipient
- Engaged with portfolio managers to create data-driven investment strategies leveraging macroeconomic trends, fundamental analysis, and quantitative modeling techniques.
- Developed and implemented advanced optimization algorithms to enhance portfolio construction, emphasizing alpha generation and effective risk budgeting.
- Conducted comprehensive analysis to develop sector rotation model, integrating fundamental quantitative metrics and macroeconomic views via Black-Litterman framework.
- Led the development of tailored portfolio construction strategies for high-net-worth clients. Directed efforts in diversifying concentrated positions, mitigating drawdown risk and managing interest rate risks effectively.
Core Modeling Associate
JPMorgan Chase
10.2013 - 03.2016
- Executed comprehensive financial analysis and modeling for CCAR, focusing on risk segment transitions and PPNR to enhance predictive accuracy.
- Directed model development for acquisition strategy, emphasizing segmentation and loss forecasting.
- Assessed line and pricing strategies for existing customers to uncover growth opportunities.
Statistician (Contractor)
Procter and Gamble
02.2013 - 10.2013
- Conducted statistical techniques for consumer preference research and market segmentation to inform strategic decision-making in clinical trials.
Research Assistant
Purdue University
07.2009 - 08.2011
- Research focus on predictive modeling, data mining methods with specification in advanced classification algorithms, pattern recognition and signal detection.
Education
Master of Science - Economics, Minor in Finance
Purdue University
West Lafayette, IN01.2011
Master of Science - Statistics
Peking University
Beijing, CHINA07-2007
Bachelor of Science - Statistics
Xiamen University
Xiamen, CHINA07-2005
Timeline
Quantitative Research Director
PNC Bank, NA
05.2022 - Current
Lead Quantitative Analyst
East West Bank
10.2021 - 05.2022
Senior Quantitative Research Analyst
Wilmington Trust
03.2016 - 10.2021
Core Modeling Associate
JPMorgan Chase
10.2013 - 03.2016
Statistician (Contractor)
Procter and Gamble
02.2013 - 10.2013
Research Assistant
Purdue University
07.2009 - 08.2011
Master of Science - Economics, Minor in Finance
Purdue University
Master of Science - Statistics
Peking University
Bachelor of Science - Statistics
Xiamen University