Ms. Bao serves as investment analyst at Penn Mutual Asset Management. In this role, Alyssa is responsible for providing quantitative analytics, enhancing the firm’s quantitative infrastructure, executing trades in interest rate and equity derivatives as well as conducting risk analysis for derivative and hedging strategies.
Prior to joining Penn Mutual Asset Management, Alyssa worked as a quantitative research intern at PanAgora Asset Management, Harvest Fund Management, X-Tech and China Merchant Securities. Her work primarily consisted of employing advanced quantitative techniques, such as machine learning and natural language processing, to analyze both traditional financial data and alternative datasets. Alyssa's focus was on identifying potent alpha signals, developing quantitative trading strategies and providing portfolio analytics.
Alyssa earned a Master of Engineering degree in Financial Engineering from Cornell University and a Bachelor of Science degree in Economics and Finance from Tsinghua University.