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Macro Risk Solutions expands portfolio strategy team

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Macro Risk Solutions (MRS), a leading investment advisor providing innovative risk and hedging products and solutions to institutional investors, has expanded its analytics team with the hire of Linfeng Liu as a Portfolio Analyst. 

With the addition of Liu, MRS expands its ability to provide institutional investors with hedging and convexity solutions that optimize overall portfolio performance.

“Linfeng brings proven expertise in multi-asset class derivatives structuring and valuation," says Ryan Dow, Principal at MRS. "Our institutional investor client base continues to seek our help in distilling the macro risk landscape and designing and managing products and solutions that can serve as optimal hedges against these risks. Linfeng’s product knowledge, expertise in developing convexity strategies, and prior experience in portfolio management further our mission in this area.”

Liu will be working directly with the MRS team to enhance the firm’s strategic hedging product and risk management analysis. The addition of Linfeng will allow MRS to continue to expand its institutional client base. 

“I’m very pleased to join Macro Risk Solutions. The team’s mission of working closely with clients to develop and manage best in class hedging strategies is an important one, and I’m eager to play a role in supporting it,” says Liu. 

“The set of risks that investors are forced to confront in today’s markets is both unique and challenging. Linfeng will add an important dimension to the process we use to underwrite trades from both a research and structuring standpoint. Our clients will benefit strongly from his analytical insights,” says Dean Curnutt, CEO of MRS.

Prior to joining Macro Risk Solutions, Liu worked at Deloitte & Touche as a valuation and modelling senior consultant, where he was focused on derivatives products in support of risk strategy and portfolio analysis for consulting clients. Previously, Liu was an analyst with Penso Advisors, a New York hedge fund with $3B under management. Liu has extensive  experience in derivatives valuation and analysis, having worked previously at Ernst & Young as a derivatives valuation analyst, PSEG Energy Resources & Trade, LLC and finally at CCB Principal Asset Management in Beijing. He graduated with a Masters in Quantitative Finance from Rutgers University and holds a BA in Economics from the National Hua Qiao University in Fujian, China. 

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