Dmitry Danilin Cfa

Educational experience

• Saratov State University

  Faculty of mathematics with specialization in information systems in economics

• CFA Institute, Virginia, USA

  Chartered Financial Analyst

Work experience

• Locko-Bank/Locko-Invest

  Portfolio manager — 2 years 3 months More >

  • Established equity asset management products with a focus on the US and local equity markets from scratch.
  • Managing portfolio on the U.S. equity market with long/short mandate. The strategy is based on equity stock picking from a wide universe. The strategy started in May and has been outperforming S&P 500 by 19%.
  • Managing portfolio on the local equity market. The strategy is based on equity stock picking and strategic market timing. The strategy started in March and has been outperforming MOEX TR Index by 10%.
  • Performed asset allocation, sector-wide and stock-specific analysis, stress-testing, ideas generating, portfolio monitoring, and deep-dive analysis of various industries.
  • Wrote analytical materials for investors (e.g. quarterly market view); contributed to investors’ conferences as a key speaker, participated in client’s negotiations.
  • Creating a sophisticated text-based screener for the US equity market using NLP and Neural Networks framework from scratch.

• Sovcombank CIB

  Portfolio manager/Head of Equity Research — 2 years More >

  • Managing a portfolio on the U.S. equity market with limited risk through the options on single stocks. The strategy is based on equity stock-picking from a wide universe and outperforms S&P 500. Backtest CAGR from 2000 19%, Sharpe ratio 1.
  • Performed sector-wide and stock-specific analysis, ideas generating, portfolio monitoring, and deep-dive analysis of various industries including auto/semiconductors/software/P&C insurance/healthcare
  • Established global equity research department from scratch; organized the hiring process, managed personnel
  • Developed equity research methodology based on CFROI-style valuation from scratch as well as innovative Implied WACC methodology to evaluate market expectations and ROIC/Unit Economics
  • Generated over 30 unique equity ideas in TMT/Software/Semiconductors/Finance/Healthcare/Industrial sectors. Average outperformance vs S&P500 from the beginning of 2020: 22.5%
  • Consulted VIP clients and Private Banking staff to form portfolios with different risk/reward options. The portfolios outperformed the benchmarks by 6 to 50% on a year horizon

• BCS Capital

  Portfolio Manager/Head of Global Equity Research — 1 year More >

  • Managed flagman BCS Perspective mutual fund that outperformed S&P 500 by 650 bps on a gross basis, BCS XXII Century’s Technologies, BCS Empire mutual funds. Managed segregated trust accounts. AUM $50 mln
  • Developed and implemented quality and growth strategies, as well as growth disruptors strategy focused on biotech and IT in the U.S. market. Developed structured products
  • Had more than 50 companies in portfolios, top positions in TMT/Software/Fintech/Finance/Medtech sectors.
  • Headed the research department which covered more than 80 global companies
  • Performed deep-dive analysis in network equipment, biotech, and IT sectors
  • Consulted VIP clients and Private Banking staff to form portfolios with different risk/reward options
  • Wrote analytical materials for investors (e.g. quarterly, monthly, and weekly letters with market view); contributed to investors’ conferences as a key speaker

• Sovcombank CIB

  Lead Analyst —  11 months More >

  • Generated and performed detailed research of more than 15 bonds ideas from U.S. HY in Finance/TMT/Healthcare sectors including Ally Financials, AMC, Altice, Bayer, CenturyLink, Charter, Credit Acceptance, and other companies outperformed HY benchmark by 200 bps
  • Wrote credit write-ups with cash-flow projection, corporate structure, covenants analysis, and assessment of liquidation value
  • Performed analysis of Russian corporate and banking credit, contributed to underwriting procedures, and participated in the credit committee as a credit analyst
  • Performed deep-dive analysis of various industries including TMT/consumer finance/media
  • Performed ad hoc equity valuation and M&A deals assessment

• Otkritie Broker

  Lead Analyst — 1 year 6 months More >

  • Performed research of more than 40 ideas from the USA equity universe in TMT/Consumer Electronics/Special Finance/Retail/Industrial/Energy that cumulatively outperformed the S&P 500 by more than 6%
  • Performed business analysis, built company-specific models, and applied several valuation techniques (DCF/RI/cross-sectional & time-series RV) to define a fair price range
  • Contributed to the investment committee, consulted financial advisory department staff in portfolio structuring
  • Formed individual portfolios with U.S. equities according to risk/return requirement

• Family Offices (Center for Financial Investments, Interfin Capital Limitless)

  Portfolio Manager/Head of Research — 6 years 11 months More >

  • Achieved an annual return of 25% CAGR
  • In 2016, formed a concentrated portfolio in the Biotech sector including companies with concentrated late-stage pipelines in cancer immunotherapy (BlueBird, Kite, etc.) with 100% return in two years
  • In 2016, formed a balanced portfolio in the O&G sector consisting of midstream and O&G companies that returned around 50% on a year horizon
  • In 2015, reformed Energy mutual fund which outperformed the MICEX index by 6% as a result
  • In 2011, outperformed the MICEX index by 40% by betting against the stock market
  • Implemented the discretionary strategy of active investing with long/short on multiple asset classes (equity and commodities) and multiple locations (Russian and global equity). AUM $50 mln
  • Consulted VIP clients to form portfolios on the US equity/HY market
  • As a Head of Research managed the research team that covered both HY and Equity
  • Performed detailed business analysis, built company-specific models, and applied several valuation techniques (DCF/RI/cross-sectional & time-series RV) to define a fair price range
  • Developed and backtested in R a quantity stock-picking strategy based on fundamentals for the U.S. equity market. CAGR from 2000 18%, Sharpe ratio 1

• Region Asset Management

  Portfolio Manager — 2 years 11 months More >

  • In beginning of 2008, reduced exposure to the HY bonds in FI portfolios under management
  • Contributed up to 150-250 bps return above benchmarks for FI and balanced portfolios
  • Managed the proprietary company’s equity derivative portfolio. CAGR 15%
  • Managed institutional portfolios mainly insurance companies’ funds and pension funds, realized a low-turnover strategy for portfolios according to the investment declarations. AUM $50 mln

• Otkritie Asset Management

  Portfolio Manager — 1 year More >

  • Managed segregated client accounts with equity mandate. Managed derivative strategy for a proprietary portfolio

• Dohodny Dom Investment Company

  Trader/Portfolio Manager/Chief of Asset Management Department — 2 years 2 months More >

  • Headed the trust management department
  • Managed segregated client accounts with equity mandate

• Brokergaz Ffinance Investment Company

  Trader — 1 year 3 months

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