What is your job title at Vidrio?
Quantitative Research Associate
How long have you been with Vidrio?
Since September 2019
Describe your role in one sentence.
On behalf of the institutional investors we service, I analyze holdings and PnL files to monitor periodic exposure and risk statistics across the hedge fund portfolios to which our clients allocate their investments.
How do you contribute to our clients’ success?
I ensure that our clients can have a clear sense of the risk and exposure across all their alternatives investments by providing exposure analysis by category (i.e., asset class, industry sector, and instrument type) and accurate risk statistics (i.e., VaR, CVaR, and stress tests). I also answer risk-related questions from our clients to make sure they understand the numbers, which is essential to helping them manage expectations and their portfolio compositions.
What does your typical day at Vidrio include?
Monitoring portfolios is the top priority of our team. We collect the holdings and PnL files from fund managers or data administrators, and then process the data via our internal risk monitoring system. Before we deliver the data to our clients, we will adjust the risk metrics by instrument type for each portfolio to generate risk exposure, concentration, and attribution reports; and check if there are any deviations from the prior period for data quality control. For the rest of the time, I will work on special projects (i.e., developing an automated data import and adjustment procedure to process a specific report using Python) requested by our clients to fulfill their reporting or compliance requirements.
Outside of Vidrio hours, how do you like to spend your time?
I enjoy spending time with my friends – we like to play badminton together, have a Hot Pot or BBQ party, or sometimes just sit and chat. I also love good food, so I will find and try out new restaurants when I have time.
If you could turn any activity into an Olympic sport, for what would you have a good chance at winning a medal?
My favorite activity is badminton, and it’s already an Olympic sport. I used to be a competitive team member in college and attended the Collegiate Tournament several times – I miss those good old days so much. I know I will always be passionate about badminton and will keep playing until I am too old to play.
What are your top three “must have” songs on your playlist?
1. Words – Skylar Grey
2. Growing Fond of You – Karen Mok
3. Le Rêve D'une Note – RIOPY
What was the last book and/or movie that you read/saw?
Movie: “Little Women” (2019)
Book: “Letters to a Young Poet” - Rainer Maria Rilke
Questions for Cloris? Find her here on LinkedIn.