Chris Nagao is seeking a role that allows him to continue learning about new markets while leveraging his analytical skills and market knowledge to help manage fixed income portfolios. He has over 8 years of experience in the financial services industry. Currently, he is an Associate Portfolio Manager at Charles Schwab Investment Management where he manages municipal money and bond funds totaling $28.1 billion in assets under management. Previously, as a Senior Applications Engineer also at Charles Schwab Investment Management, he engineered various portfolio management tools and analytics platforms. He holds a Bachelor's degree in Computer Science.
SEC Expanded Risk Regulation - How to Assess Resource and Requirement NeedsNICSA
The Financial Stability Oversight Committee (FSOC) is exerting influence on Investment Advisors that looks and feels a lot like bank regulation. In the near future disciplines like operational risk management (ORM), liquidity management, and resolution planning are expected to play a bigger and bigger part of Investment Advisory regulation.
This webinar will dig into recent SEC actions and rule proposals to explore what ORM and resolution planning exercises might mean for your firm, including hard and soft costs, business continuity plans in the event of a disaster or transition in leadership, and technology management.
The webinar will address questions like:
- What risk management programs will need the most attention?
- How much detail, what format, and at what frequency will portfolio holdings and ownership need to be disclosed?
- What do resolution plans look like at other institutions already participating in the exercise?
- What additional resources will be required to meet both static and fluid documentation requirements?
SEC Expanded Risk Regulation - How to Assess Resource and Requirement NeedsNICSA
The Financial Stability Oversight Committee (FSOC) is exerting influence on Investment Advisors that looks and feels a lot like bank regulation. In the near future disciplines like operational risk management (ORM), liquidity management, and resolution planning are expected to play a bigger and bigger part of Investment Advisory regulation.
This webinar will dig into recent SEC actions and rule proposals to explore what ORM and resolution planning exercises might mean for your firm, including hard and soft costs, business continuity plans in the event of a disaster or transition in leadership, and technology management.
The webinar will address questions like:
- What risk management programs will need the most attention?
- How much detail, what format, and at what frequency will portfolio holdings and ownership need to be disclosed?
- What do resolution plans look like at other institutions already participating in the exercise?
- What additional resources will be required to meet both static and fluid documentation requirements?
In this presentation Mark T. Warren (Director of Decision Science) talks about Big Data with Barclaycard, the foundations they built for it and their goals in the long term for it. Warren also discusses Barclaycard's learnings from building the foundation and how they're using these learnings and coping with market change and other challenges that can affect their long term goals.
Front-to-back Architectural Re-design for a Global Universal BankCognizant
Cognizant delivered a robust and scalable target architectural design aimed at improving operational efficiency and delivering business transformation.
In this presentation Mark T. Warren (Director of Decision Science) talks about Big Data with Barclaycard, the foundations they built for it and their goals in the long term for it. Warren also discusses Barclaycard's learnings from building the foundation and how they're using these learnings and coping with market change and other challenges that can affect their long term goals.
Front-to-back Architectural Re-design for a Global Universal BankCognizant
Cognizant delivered a robust and scalable target architectural design aimed at improving operational efficiency and delivering business transformation.
Quantlogic product & services offeringDileep Jacob
Quantlogic is a formidable player in the algorithmic trading space having developed in-house:-
• 3,500 automated strategies covering most asset classes.
• 2,500 Trading ideas in the forms of studies
• Powerful development tools in the form of multiple proprietary databases.
Our resources enable us to provide our Partners including Banks, Hedge Funds, Prop Traders, Brokers and CTA’s with a very wide range of strategies sorted into diversified Portfolios.
Quantlogic also has a unique Outsourcing model operated from our offices in India, providing access to its own vast IP, Enabling technologies, and in-house specialists. The Company provides dedicated access to Programmers, Quant’s and Strategy developers, enabling clients to enhance exponentially their own capability; whilst simultaneously delivering significant cost savings.
1. Chris Nagao 4620 Woodbridge Way, Antioch CA 94531
Phone: 781-223-0358 Email: nagao.chris@gmail.com
Objective: Find a role that allows me to continue learning about new markets, while leveraging my Analytical skills
and market knowledge to help manage fixed income portfolios.
Summary of Experience
• 8+ years of experience in the Financial Services Industry
• Experience Developing and Leveraging both Proprietary and Industry Leading Technologies
• Broad Experience in securities, specializing in Municipal Markets
PROFESSIONAL EXPERIENCE
Charles Schwab Investment Management (CSIM), San Francisco 2012 - Present
Associate Portfolio Manager: Municipal Money (AUM: $27 billion) and Bond Funds (AUM: $1.1 billion) (SWCAX,
SWNTX)
• Cash Management: Manage all cash balances and liquidity needs for all 9 Municipal funds.
• Trade Execution: Help monitor, suggest, and execute trade opportunities whenever possible.
• New Issues: Analyze and seek good opportunities in the new issue markets across the entire yield curve.
(Bond and Note deals)
• Performance attribution of all CSIM fixed income funds.
o Mortgages: CPR analysis, pricing source differences (JJK, IDC), and tracking error.
o Corporate Bonds: Analysis of spreads and the impact of the funds versus their benchmarks.
o All Money Market Fund attribution (Taxable and Tax-Exempt) vs. their peer groups.
o Municipal and Taxable bond fund alpha vs. tracking error analysis.
o In depth analysis of different pricing sources and the impact to the performance of our funds.
(IDC, JJK)
• Report creation and automation:
o Performance Attribution
o Risk analysis and stress testing
o Market condition analysis
o Money fund reform updates and impact analysis
o Board and share holder presentations
o 2a7 compliance reports and reconciliation of data for SEC filings
• Proficient in the following portfolio management tools:
o Aladdin (Blackrock)
o Bloomberg
o Barclays Live & POINT
Charles Schwab Investment Management (CSIM), San Francisco 2006 - 2012
Senior Applications Engineer
Portfolio Management Tools Engineered
• Bond Liquidity: A tool created to monitor the liquidity of Corporate Bonds. This tool took TRACE (trade) data
and provided many metrics for the PM’s to analyze and make informed trading decisions on a day to day basis.
• Gain/Loss: Analytical tool that the Fixed Income and Equity PM’s used to look at cost-basis to figure out how
to best harvest losses for tax efficiency as well as to try and identify wash-sales.
2. Chris Nagao 4620 Woodbridge Way, Antioch CA 94531
Phone: 781-223-0358 Email: nagao.chris@gmail.com
• Credit Research: Credit analysis tool that provided the Fixed Income credit team with a system to input all of
their research that can be shared across the credit team, as well as integrating credit information and
recommendations into the other already existing PM tools. Research includes issuer specific credit
fundamental information, analyst recommendations (overweight/underweight positioning), credit analyst
Schwab ratings, summarized financial data analysis…etc.
• Real Estate Ratings: Platform used for research analysts to input extensive REIT information in order to best
identify company global market exposures and real estate types (such as malls, offices, and hospitality). Each
company is then ranked to give it an investment grade and create an investable universe based on the top
quintile of companies (REITS) along with ones that have a high 6 month momentum ranking percentage
increase.
• InvestScore (Risk Model): Risk model that does a factor analysis on certain financial data attributes of a
company and assigns an estimated risk adjusted returns metric for each company that lies in Schwab’s Global
REIT Funds’ investible universe.
Analytics Platforms Engineered
• Commercial Real Estate Model: Developed the core system that generated the SPCREX index.
• CREX Reporting: Created a suite of reports and diagnostics that was sent to S&P in order to publish the Index
every month. These reports also included extensive analytics to monitor and validate correct index numbers.
• Statistical Classifier: Contributed to the R&D of a statistical classifier (employing a “Random Forest”
algorithm). This classifier was applied to the classification of the underlying property transaction data.
Responsible for helping to test and validate various algorithms and features employed by the classifier.
• R Statistics: Heavily used R (Statistical programming language) to do analytics and R&D for new products that
could be sold to other institutions to create additional streams of revenue. Also created stress testing models
to test the index in extreme market conditions.
EDUCATION
• Berkeley Extension
o Basic Corporate Finance
o Intermediate Corporate Finance
o Portfolio Management
• University of the Pacific (2002-2006)
o Bachelors in Computer Science
References
• Can supply upon request