策略研究员

• Jul 2020 - Present

Financial Engineer

• Mar 2020 - Jul 2020

Product Management Risk Team, Financial Engineer Product Management Risk Team, Financial Engineer

Graduate Teaching Assistant

• Sep 2019 - Dec 2019

Teaching Assistant for Statistical Arbitrage course Teaching Assistant for Statistical Arbitrage course

Quantitative Risk Product Specialist Intern

• Jun 2019 - Dec 2019

Conducted risk tests for different kind of trades (swap, swaption, option, cap, floor). The risk measures include exposure, XVA, XVA greeks, greeks stability, CCAR scenario analysis, interest rate, correlation, recovery rate, credit spread sensitivity and stress test, sensitivity of model parameters. Conducted risk tests for different kind of trades (swap, swaption, option, cap, floor). The risk measures include exposure, XVA, XVA greeks, greeks stability, CCAR scenario analysis, interest rate, correlation, recovery rate, credit spread sensitivity and stress test, sensitivity of model parameters.

Model Quantity Group Intern

• Jun 2017 - Sep 2017

Compiled FOF performance attribution analysis index including performance persistence (Hurst, Scan Statistics, R-Square), stock picking and timing ability of fund managers (T-M, H-M model), whole-market index with Python. Wrote reports. Backtested the function of quantitative trading model platform. Developed quantitative trading strategy based on BARRA model. Compiled FOF performance attribution analysis index including performance persistence (Hurst, Scan Statistics, R-Square), stock picking and timing ability of fund managers (T-M, H-M model), whole-market index with Python. Wrote reports. Backtested the function of quantitative trading model platform. Developed quantitative trading strategy based on BARRA model.

Data Center Intern

• Dec 2016 - Jan 2017

Engaged in development of quantitative investment research platform, conducted post-test work, developed basic trading strategies and tested the functions of the platform including back-testing. Engaged in development of quantitative investment research platform, conducted post-test work, developed basic trading strategies and tested the functions of the platform including back-testing.

Investment Bank Department Intern

• Jul 2016 - Aug 2016

Participated in ‘Sky Plan’, which included researching and investing on an air company. Conducted field and market research. Drafted investment suggestion report of an English Education company. Participated in ‘Sky Plan’, which included researching and investing on an air company. Conducted field and market research. Drafted investment suggestion report of an English Education company.