Tianyin Cheng

Director, Strategy and Volatility Indices
S&P Dow Jones Indices

Tianyin Cheng is Director, Strategy and Volatility Indices, at S&P Dow Jones Indices. She focuses on alternate beta strategies including factor-based strategies, dividends and volatility, as well as quantitative, thematic and asset-allocation strategies. In her role, Tianyin works closely with the sales, marketing and global research & design departments to bring new ideas to market.

Prior to her current role, Tianyin was a quant analyst and risk manager at Catalytic Investment Group, a Singapore-based multi-strategy fund, equity fund and family office. She also has two years of experience in quantitative equity research, including a position at Daiwa Capital Markets in Singapore.

Tianyin holds a M.Sc. in Econometrics and Mathematical Economics with Distinction from The London School of Economics (LSE) and a B.Sc. in Mathematics with the Lee Kuan Yew Gold Medal award from Nanyang Technological University (NTU), Singapore.

Author Archives: Tianyin Cheng

Why Risk Control Works

Recently, institutional investors with long-term investment horizons have responded with aversion to market volatility by considering a number of risk control strategies.  Risk control strategies use dynamic asset allocation (between an index and cash) to target a stable level of volatility in all market environments.  For institutional investors with long-standing liabilities, ranging from defined benefit Read more […]