Liying Lu has extensive experience in finance, currently holding the position of Hedge Fund & Low Vol Strategies at PRIM since July 2015, where responsibilities include multi-factor model construction, options combination strategies model research, portfolio correlation analysis using Matlab and VBA, big data analysis, and risk management. Previous positions include serving as an Equity Research Associate at BOCI in July 2014 and as an Equity Research Analyst Intern at CITIC Securities in mid-2013. Liying Lu earned a Master’s Degree in Finance from Brandeis University (2013-2015) and a Bachelor’s Degree in World Economics from Fudan University (2009-2013), with additional academic experience during an exchange program at Washington University in St. Louis in 2011.
Massachusetts Pension Reserves Investment Management
The Pension Reserves Investment Management (“PRIM”) Board manages the assets of the Pension Reserves Investment Trust (“PRIT”) Fund for public employee pension benefits on behalf of Massachusetts State Employees and Massachusetts Teachers’, as well as local participating retirement systems throughout the Commonwealth that elect to invest with PRIM. PRIM’s mission is to generate strong risk-adjusted investment returns that help the Commonwealth of Massachusetts meet its pension obligations and alleviate potential taxpayer burden. PRIM aims to be a leading investor of retirement funds through strong financial performance, a high degree of professionalism and transparency, and responsible resource management. PRIM’s highly experienced, professional investment staff seeks to maximize the return on investment with an acceptable level of risk by broadly diversifying the investment portfolio, capitalizing on economies of scale to achieve cost-effective operations, and providing access to high-quality, innovative investment strategies.