Abdirahman - Business Analyst APACHE HADOOP

01/2016-​ 10/2018 Quantitative Portfolio Manager, Global Equities Macro Factors​ AMUNDI, Tokyo, Japan
●Managed global equity portfolio based on Macro-factors investing strategy.
●Managed macro-driven US strategy via sector futures.
●Specialized in Smart Beta solution (Risk Parity, Min Variance, Max Diversification) and Factor Investing.
●In charge of macroeconomic monitoring and quantitative tools development.
●Set a factor timing approach using machine learning techniques.
●In collaboration with the R&D team, developed an integrated platform using Jupyter/Barraone for portfolio optimization, risk analysis,backtesting etc;
●In charge of communication with offshore clients: Meeting, reporting, due diligences.
●Results: Set new approach to efficiently harvest the macro-factors risk premiums, Substantially contributed to improve the team productivity and analytic capacity.

2012- 2015​ ​ Equity Portfolio manager, Index/Core Quant equity and Smart beta AMUNDI, Paris, France
●Managed index portfolios ( physical, synthetic) under operational constraints (i.e tracking error limit,risk limit, liquidity and transaction costs control)
●Lead member in alpha generation for the Core Quant equity investment process based on a dynamic factor investing strategy.
●Managed SRI portfolios using best-in-class/exclusion methods.
●Proposed and managed customized index portfolios such as multi-beta indices/SRI portfoIn charge of fund of funds allocation process.
●Results: Most of the portfolios under the active management process outperformed overall the period,several mandates won and increased AUM for existing clients.

2010- 2011 Equity Quantitative Analyst, Research & Strategy ​AMUNDI, Paris, France
●Developed methodologies and tools for Equity PMs and Equity Analysts.
●Contributed to innovate an existing quantitative model based on factor allocation strategy.
●Leading on 5 key projects: signals back-testing, portfolio optimization, quantitative screening,diversification estimation, risk attribution methodology.

2008- 2009 ​Quantitative Analyst, SRI Research ​AMUNDI, Paris, France
●Contributed to ESG/SRI rating methodology for Amundi Group. Evaluation of ESG issues of eachsector, development of traceability tools for SRI rating.
●In collaboration with Amundi SRI fund managers, developed SRI processes and methodologies including ESG performance,SRI performance attribution, optimal mix of SRI and fundamental approach in a context of portfolio management framework