Biography
Camden Wang is a Quantitative Analyst for the Disciplined Alpha Team at Loomis, Sayles & Company. He is responsible for assisting with the integration of research and technology for the team’s investment process as well as the development and implementation of tools for attribution and risk management. Camden joined Loomis Sayles in 2020. Previously, he was a quantitative summer associate in the wholesale credit group at JP Morgan, where he implemented a wide range of machine learning and neural network methods to model defaults and credit downgrades for institutional loans. Camden began his investment industry career in 2019. He earned a BS from the University of Science and Technology of China and a PhD from the University of Pittsburgh.
Latest Insights by Camden Wang, PhD
Alpha Engine Perspectives
The Role of Portfolio Impact (PI) in the Disciplined Alpha Strategy
We use Portfolio Impact (PI), a transparent and relatively straightforward risk measure, to help understand portfolio-level sector risk and issue-specific (idiosyncratic) risk.
Disciplined Alpha
About the Disciplined Alpha Team
Using rigorous research and consistent systematic risk management to identify relative value opportunities across bonds and sectors to drive alpha generation.
Investors on the Disciplined Alpha team
Brad Stevens, CFA
Co-Head of the Disciplined Alpha Team, Portfolio Manager
Seth Timen
Co-Head of the Disciplined Alpha Team, Portfolio Manager
Andrew Henwood, CFA
Credit Portfolio Manager
Sudhir Bhat, CFA
Mortgage Portfolio Manager
Marc Frank, CFA
Senior Credit Trader
Brian Gibbs, CFA
Senior Credit Trader
Matthew Boynton
Portfolio Manager
Bruce Saldinger
Quantitative Analyst
Jonathan Kimbro, CAIA
Investment Director
Mirsada Durakovic
Credit Portfolio Manager
Timi Ajibola
Securitized Portfolio Manager
Philip Lok
Securitized Products Trader
Gabriela Servin-Cendejas
Senior Investment Associate
Marguerite Hanlon
Investment Associate
Valerie Banas
Trading Assistant
