Jeremy Wee, CFA

Senior Portfolio Manager, Man Numeric
Man Institute Contributor

Jeremy Wee is a senior portfolio manager at Man Numeric. He leads the day-to-day management of the US and global portfolios and assists in managing other strategies. Jeremy also conducts research on model and process improvements for these strategies. He is also a member of the Man Group Responsible Investment Committee.

Prior to joining Man Numeric in 2014, he was a portfolio manager at Batterymarch Financial Management for emerging markets and global managed volatility strategies. Prior to that, Jeremy held portfolio management and quantitative research roles at Blackstone and Citigroup Asset Management.

Jeremy received a bachelor’s degree in computer engineering from the University of Michigan and an MBA from the Massachusetts Institute of Technology Sloan School of Management. Jeremy is a CFA charterholder.

Man Institute content contributed by Jeremy

Polling for Alpha: What Presidential Elections Signal for Quant Factors Through Time

In Focus read 12 min
October 2024

Polling for Alpha: What Presidential Elections Signal for Quant Factors Through Time

As the contest between Donald Trump and Kamala Harris heats up, we look at history to discover when presidential election losses make for quant factor wins -- and vice versa.

Not All Low Volatility Portfolios Are The Same

Systematic read 10 min
April 2023

Not All Low Volatility Portfolios Are The Same

In this paper, we argue that low-volatility strategies should not be viewed as a homogenous category and identify implementation techniques that can lead to differentiated performance.

ESG Returns - As a Matter of Factor ...

Systematic read 4 min
June 2022

ESG Returns - As a Matter of Factor ...

Mainstream ESG equity strategies have had a poor start to the year. In our view, this doesn’t disprove the existence of ESG alpha; rather, it proves the importance of understanding the underlying drivers of returns.
View All