Massone, Francesca

Biography

PROFESSIONAL SUMMARY:  Adjunct Associate Professor and Senior Portfolio Manager with extensive knowledge in systematic trading at various frequencies and various styles. Quantitative analysis across all liquid spot and futures markets. Wealth of experience in quantitative modelling and macroeconomic forecasting, business development, risk management, data analytics and machine learning. SKILLS:  Advance modelling of financial market and macroeconomic dynamics  Trusted with the management of significant amount of capital  Strong academic background with emphasis in econometrics and statistics  Comfortable with marketing and public speaking  Superior attention to details  Good interpersonal skills  Strong computer proficiency and coding skills (Python)  Effective organizational and time management skills WORK EXPERIENCE: BluePool Pte Ltd – Fin Tech Singapore CONS U LTAN T F E B R U A R Y 2 0 1 7 T O D A T E  Appointed to role of consultant/talent sourcing/quants supervisor in various data analytics projects in the fintech space. National University of Singapore (NUS) Singapore ADJ UNC T ASS OC IATE PR O FE SS OR – DEP T. O F DEC IS IO N SCIE NCES J A N U A R Y 2 0 1 7 T O D A T E  Taught course to Master Degree students: Hands On With Business Analytics: Analytics Edge In Finance.  The course was fully centered on the development of systematic trading models using Python as coding language. Swiss-Asia Financial Services Singapore SEN IO R P OR TFO LIO M AN A GER— FX SY S TEM ATIC STRATE GY A P R I L 2 0 1 5 T O M A Y 2 0 1 6  Responsible for the daily trading the FX Systematic Strategy with allocation from managed accounts.  Owned the risk management decisions, P&L monitoring and reporting, transaction cost analysis.  Created an analytical framework for identifying and developing new alpha generating models.  Worked on project to launch a Liquid Alternative product based on the Total Return Swap of the underlying P&L of the strategy.  Led the on-boarding of clients, marketing, regulatory requirements and compliance. Stewart Asia Investment Singapore SEN IO R P OR TFO LIO M AN A GER— FX SY S TEM ATIC STRATE GY A P R I L 2 0 1 3 T O M A R CH 2 0 1 5  Head of Systematic Trading.  Launched Liquid FX Strategy with allocation from HNW individuals.  Responsible for marketing the strategy globally in front of Institutional and HNW clients in the US, Europe and Asia.  Worked closely with CIO, CEO and COO for determining the company’s strategic moves, regulatory requirements and human capital investments.  Active member of the Stewart Asia Investment Risk Committee.  Built the entire trading architecture in Python including daily P&L reconciliation, risk monitoring and reporting.  Co-Responsible for developing the cloud infrastructure for updating, monitoring and trading systems.  Active role in junior employee mentoring and career advancement. Tudor Capital Singapore SEN IO R P OR TFO LIO M AN A GER—SY S TEM S TR AD IN G GR OU P A P R I L 2 0 0 8 T O M A R CH 2 0 1 3  Research in the FX and Macro space and development of purely systematic alpha models (Carry, Momentum, Co-integration and Mean Reversion models, Relative value models).  Worked on systematic strategies for Futures and artificial intelligence/machine learning approach for determining market sentiment.  Responsible for the coding of the systems, testing models, paper trading models and monitoring performance, trading with significant live allocation, tracking of performance, reconciliation of positions, reporting of live performance and risk management.  Transitioned from using Tudor internal programming language to using Python.  Active role in the candidate selection and interviewing process. London, UK POR TFO LIO M AN AGER—S YS TEM S TR AD IN G GRO UP A U G U S T 1 9 9 9 T O M A R CH 2008  Member of Tudor System Group during the period of expansion from a few hundred million under management to multi-billion under management.  Several models researched, coded and traded live with significant capital allocations from the Tudor funds and proprietary capital.  Participated in discussions on portfolio allocation, risk management and research agenda.  Performed due-diligence and re-coded various systems submitted by external consultants before Tudor allocated any capital to these projects.  Learned internal programming language for development of trading systems. Goldman Sachs London, UK ASS OC IATE – ECON OM IC RESE ARCH DE P AR TM EN T S E P T E M B E R 1 9 9 6 T O J UN E 1999  Macroeconomic research. Main area of expertise: UK macroeconomic analysis.  Worked in the Economic Research Team under Gavin Davies, Jim O’Neil and David Walton.  Worked on automation of forecasting models for macroeconomic predictions.  Advised discretionary traders on macroeconomic trends and data releases. Cambridge University Cambridge, UK TE AC H IN G R O LE S E P T E M B E R 1 9 9 3 T O J U N E 1 9 9 6  Various teaching roles at the Faculty of Economics in Cambridge, UK. Main subject: Applied Econometrics. E D U C A T I O N: Cambridge University  PhD in Applied Econometrics. Cambridge, UK 1993- 1996  MPhil in Economics and Applied Econometrics. Cambridge, UK 1992- 1993 University of Pavia Pavia, Italy 1988- 1992  Undergraduate Degree in Economics (MA Equivalent). Grade 110/110 with distinction.

Research Interest

DSC5121, Hands-on with Business Anlytics DSC2008, Business Analytics - Data & Decisions