Yurong Gu
Woodford Green,Essex
Summary
Quantitative investment professional with deep expertise in signal research, portfolio construction and optimization, factor risk modelling, portfolio analytics and attribution, backtesting and large-scale data analysis. Experienced in researching, developing and evaluating systematics strategies, spanning factors, ESG, thematic, option-based and alternative strategies.
Overview
10
10
years of professional experience
5
5
years of post-secondary education
1
1
Certification
Work history
Vice President | Product Index Innovation
STOXX Ltd
London
2023.01 - 2026.03
- Led private assets index research by designing investable portfolios targeting venture-backed pre-IPO unicorns, contributing to an emerging area of index innovation beyond traditional asset classes.
- Developed 5+ innovative index prototypes: cyber risk, geopolitical shifts, human capital, SDG, dividend aristocrats, thematic VIP etc, designing rules-based methodologies and portfolio construction frameworks to capture emerging risk premia and thematic exposures.
- Developed optimised core equity index products for tier 1 asset owners with €100+ billion AUM linked to the products, facilitating active to passive investment transition.
- Developing EURO STOXX 50 defined outcome (buffer) index strategies for European banks and contributed to several covered call index launches, delivering solutions aligned with different client objectives such as downside protection and income generation.
- Executed phase 1 migration of 60+ optimised index review processes (out of 200+) to GCP, including optimiser API migration from Java to Python, enabling subsequent phases.
Associate Principal | Product R&D, ESG
STOXX Ltd
London
2021.01 - 2022.12
- Led research and development for iSTOXX APG Responsible index family (core equity, minimum volatility, and real estate), applying a tracking error minimisation optimisation framework with constraints implementation.
- Conducted 20+ methodology enhancement projects for existing index products, improving performance, liquidity and alignment with European ESG regulatory frameworks (e.g. SFDR).
Associate | Index Research
Axioma Inc.
London
2017.05 - 2021.12
- Responsible for the research and development for 'smart beta' / factor-based systematic strategies, primarily implemented with optimized approach (using Axioma Portfolio Optimizer).
- Built and maintained the automated index rebalancing platform, enabling periodic rebalances for 200+ optimized factor indices for 10+ institutional clients (GS, UBS, BOFA, Credit Suisse, STOXX etc).
Junior Analyst Intern
Aviva Plc
London
2016.05 - 2016.11
- Coordinated annual group solvency II internal model credit spread calibration.
- Collaborated on evaluating solvency capital requirement impacts of CDS index option strategies.
Education
M.Sc - Statistics
Imperial College London
United Kingdom 2015.10 - 2016.11
B.Sc. (Hons) - Actuarial Science and Mathematics
University of Manchester
United Kingdom 2013.09 - 2015.06
B.Sc. - Mathematics and Applied Mathematics
Tianjin University
China 2011.09 - 2013.07
Skills
- Python (Pandas, NumPy, Streamlit)
- Excel, PowerPoint, and Word
- SQL database management
- Axioma portfolio optimizer (APO)
- Version control with Git and SVN
- R programming
- VBA automation
- Cloud (Azure, GCP)
- Unix/Linux OS
- REST API
- LaTeX typesetting
- AI Agents with Google ADK
Certification
Certificate in ESG Investing (CFA UK), Certified FRM (GARP), CFA Level 1 passed
Timeline
Vice President | Product Index Innovation
STOXX Ltd
2023.01 - 2026.03
Associate Principal | Product R&D, ESG
STOXX Ltd
2021.01 - 2022.12
Associate | Index Research
Axioma Inc.
2017.05 - 2021.12
Junior Analyst Intern
Aviva Plc
2016.05 - 2016.11
M.Sc - Statistics
Imperial College London
2015.10 - 2016.11
B.Sc. (Hons) - Actuarial Science and Mathematics
University of Manchester
2013.09 - 2015.06
B.Sc. - Mathematics and Applied Mathematics
Tianjin University
2011.09 - 2013.07