Experience

Huatai Securities Co., Ltd.

• Quantitative Investment,FICC



WISE, Xiamen University

• 中国 福建 厦门

• Research Assistant

  • Jan 2015 - May 2015

  Built dynamic correlation study of HS300 Index and Index future based on DCC-MVGARCH model Chose daily close price of HS300 Index and corresponding Index Future to calculate daily log return for both to study the dynamic correlation coefficient between these two markets Found positive correlation coefficient with a value varying between 0.6-0.9 creating arbitrage opportunity Built dynamic correlation study of HS300 Index and Index future based on DCC-MVGARCH model Chose daily close price of HS300 Index and corresponding Index Future to calculate daily log return for both to study the dynamic correlation coefficient between these two markets Found positive correlation coefficient with a value varying between 0.6-0.9 creating arbitrage opportunity



PMEE,Xiamen University

• 中国 福建 厦门

• Research Assistant

  • Apr 2014 - May 2015

  Education Fund Committee sponsored project for FuJian Province Collaborated in creating a microstrip antenna design for a sensor that measures the space between signals of a microwave network Education Fund Committee sponsored project for FuJian Province Collaborated in creating a microstrip antenna design for a sensor that measures the space between signals of a microwave network



Hua Xia Bank Shanghai Branch

• 中国 上海

• Assistant to Products Development Manager,

  • Aug 2014 - Sep 2014

  Assisted project manager in debugging program and adjusting Black Scholes model parameters Worked with derivative pricing models and application of geometric Brownian model Assisted project manager in debugging program and adjusting Black Scholes model parameters Worked with derivative pricing models and application of geometric Brownian model



Standard Chartered Bank, Xiamen Branch

• 中国 福建 厦门

• Trainee in Personal Finance Department

  • Jun 2014 - Jul 2014

  Received training lessons on wealth management, financing and investment as well as market research Analyzed financial products and gave advisory services to clients Received training lessons on wealth management, financing and investment as well as market research Analyzed financial products and gave advisory services to clients



Earth Savious Foundation NGO

• 印度 新德里地区

• Volunteer

  • Jul 2012 - Sep 2012

  Taught children English and arithmetic in the primary school in the NGO Gave aid and personal care to disadvantaged elderly and women in the shelter, including taking them to dentist and bathing Taught children English and arithmetic in the primary school in the NGO Gave aid and personal care to disadvantaged elderly and women in the shelter, including taking them to dentist and bathing