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

Accessing China’s Growth via Dividends

In the current environment of short-term volatility amid a long-term positive outlook for the Chinese economy, a focus on growing, sustainable dividends in China’s equity markets could provide the opportunity to get a slice of the region’s structural growth and potential downside protection compared with a typical growth strategy, such as an earnings growth strategy. Read more […]

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 […]