Work History

Work History
Jan 2000 - Apr 2009

Vice President

TD Asset Management Inc.

Vice-President, Senior Portfolio Manager

Managed and serviced portfolios of domestic and international fixed income assets of over CAD$40 billion, investing in both cash and derivative markets

Quantitative Indexingand Enhanced Indexing Portfolio Management

¡Applied stratified sampling technique in constructing quantitative indexing portfolios of $30 billion (CAD) to attain close tracking with first tier ranking among peer rankings

¡Achieved solid performances during credit crisis environment through thorough credit analysis of corporate debts to obtain relative credit attractiveness

¡Sourced liquidities with a well-established network of dealer relationships in a credit stressful market

¡Contributed to the design and implementation of quantitative models to manage enhanced indexing portfolios of $1 billion, and achieved first and second quartile rankings during the evaluation period

¡Used term structure model to construct yield curves and credit analysis for credit curve to seek relative value of government and corporate bonds

¡Expanded quantitative modeling to manage an enhanced global sovereign debt pooled fund of $600 million, and achieved first quartile ranking during the evaluation period

¡Analyzed risk exposures during portfolio construction and allocated risks based on risk budget

¡Conducted detailed analysis in performance attribution to understand portfolios’ risks and mitigate future risks

¡Participated in weekly credit analysis meetings on North American and sovereign credits

¡Involved in transition analysis and trading for multi-asset class transition mandates

¡Worked closely with operations, compliance and risk management groups to provide best execution

¡Conducted Greenwich Associates’ annual survey of dealer relationship evaluation

Innovative Quantitative Strategy Development and Implementation

¡Designed liability-driven solutions using overlay strategies and derivative-based products for pension and insurance clients to meet their asset-liability matching needs

¡Constructed portfolios for derivative overlay to attain beta exposure of fixed income mandates of $10 billion

¡Initiated and implemented duration extension strategies in bond repo market for pension and insurance clients

¡Participated in developing and implementing portable alpha strategies to add values

¡Associated with currency and asset-mix overlay management in global fixed income and equity portfolios

¡Organized the portfolio management team’s monthly new strategy sharing seminars

Client Service and Marketing

¡Wrote and published quarterly market commentary reports for institutional clients and funds

¡Provided regular portfolio reviews, performance updates and market insights through client meetings

¡Participated in annual client knowledge sharing seminars to provide strategy updates and reviews

¡Partnered with relationship management and client servicing groups for new prospective client studies

Sep 1996 - Dec 1999

Trader/Portfolio Manager

Greydanus, Boeckh & Associates, Inc.

Trader/Portfolio Manager

Executed trades and co-managed fixed income and equity portfolios under supervision

¡Traded and co-managed bond and equity portfolios of over $1 billion (CAD)

¡Designed a trading system of multi-account trading inputs and outputs in association with the portfolio accounting system and improved the efficiency of account managements

¡Associated with database programming for administrative and financial reports

Sep 1993 - Jun 1996

Research Associate

University of Western Ontario

Developed stochastic modeling and designed computer simulations for fluid dynamics and materials

¡Published seven papers on international academic journals and spoke at three international conferences

Nov 1993 - Sep 1995

Research Scientist

Developed stochastic modeling and designed computer simulations for fluid dynamics.

¡Published three papers on international academic journals

Sep 1990 - Jul 1991

Research Assistant

University of Regina

Conducted research on linear and nonlinear optimization with dynamic programming

Published one paper and spoke at an international conference on operations research

Education

Education
Sep 1991 - Jun 1996

Ph.D

University of Western Ontario
Sep 1989 - Jul 1991

M.Sc.

Sep 1985 - Jun 1989

B.Sc.

Huazhong University of Science & Technology

Interest

INTERNATIONAL SPEAKING ENGAGEMENTS AND PUBLICATIONS

¡Delivered seminars on the fixed income investing during financial crisis to China Asset Management Co. and China Government Securities Depository Trust & Clearing Co. Ltd. (2009, April)

¡Invited as a keynote speaker on “asset allocation in an inflation environment” and chaired a panel session at Tencent 2008 Investment Forum (http://finance.qq.com/zt/2008/gjlt/)

¡Spoke at “Funds World China 2008” in Shanghai on global asset allocation tactics and participated in a risk management panel (http://www.terrapinn.com/2008/fwmchina/)

¡Presented to executives andmanagers of ABN Amro Teda Fund management Co. Ltd., China Life Co. Ltd., China Asset Management Co., China Resources Inc. and China Orient Asset Management Co. in 2006-2008

¡Coordinated the project of the investment interests of China’s State Administration of Foreign Exchange (SAFE) in Canada and built a business case for SAFE

¡Published a weekly column of economic and market updates on “National Economic Daily”

¡Written a financial blog that has been visited by over 90,000 Chinese readers since its inception in 2008

LEADERSHIP & COMMUNITY SERVICES

Chinese Canadian Finance Association Project Committee Member, 2008 to Present

University of Regina Alumni Association – Toronto Chapter Committee Member, 2007 to Present

Deacon, North York & London Mandarin Alliance Churches, 1997 to Present

President, SOS China Education Fund, California, U.S.A., 1993 to 1995

MEMBERSHIPS

CFA Institute, U.S.A., 2000 to Present

Toronto Society of Financial Analysts, 2000 to Present

American Physics Society, 1991 to 1996

Society of Industrial and Applied Mathematics, U.S.A., 1990 to 1996

AWARDS

Provinces of Ontario and Saskatchewan Government & Research Fellowship, 1990 to 1995

Certifications

Certifications
Sep 2000 - Present

CFA

CFA Institute