Portfolio underperformed benchmark by 3% annually

Implemented factor‑based models that lifted returns 2.5% above benchmark

Limited exposure to emerging markets

Designed a diversified emerging‑market strategy generating 15% IRR

High turnover in trading positions

Introduced systematic entry/exit rules reducing turnover by 40%

Inconsistent risk reporting

Automated risk dashboards cutting reporting time from 3 days to 2 hours

Low alpha generation from equity long/short desk

Developed a statistical arbitrage model delivering 1.8% monthly alpha