Tianyi Shi is a Quantitative Researcher at Massachusetts Pension Reserves Investment Management since February 2023, after serving as an Investment Analyst - Research from May to December 2022. During the role as Investment Analyst, Tianyi updated data for 35 asset classes and utilized principal components analysis and time series modeling to simulate asset class returns, ultimately creating an asset allocation plan with MATLAB. Previous experience includes a position as Risk Management Analyst at Huatai-PineBridge Fund Management Co., Ltd., where responsibilities involved integrating contract data and developing risk management strategies. Earlier roles include Investment Analyst at China CITIC Bank, focusing on credit rules at a real estate agency and utilizing Python for transaction modeling, and Investment Banking Analyst at eToro Trading, where training seminars and strategy development were key components. Educational qualifications include a Master of Science in Mathematical Finance and Financial Technology from Boston University and a Bachelor's degree in Financial Engineering from Southwestern University of Finance and Economics.
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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.