Experience

CCB Fintech

• China
• Financial Services
• 100 - 200 Employee

• Artificial Intelligence Engineer

  • Nov 2019 - Present

  Beijing City, China not money driven but social responsibility driven - felt good.



Ubiquant

• Data Developer

  • Apr 2019 - Jul 2019

  Beijing City, China nothing special



Equiti Capital

• United Kingdom
• Financial Services
• 1 - 100 Employee

• Quantitative Analyst

  • Mar 2018 - Mar 2019

  West Palm Beach, Florida Area using python and c++ to do all kinds of dev work, including finance reporting, trade investigation, modeling, etc. More like a dev op:)

• Junior Quantitative Analyst

  • Jun 2017 - Mar 2018

• Trade Support Engineer

  • Mar 2017 - Jun 2017

  West Palm Beach, Florida Area Python - Constructed FX reconciliation program in python with a PyQt GUI monitor to ensure that Divisa doesn’t have exposure to its counterparties - Created a key python module for internal usage, enabling users to easily access a few routine functions, such as connecting to company MySQL database, reporting, Oauth2 verification and etc. - Built automated tools such as swap calculation and reporting, tick data investigation, provider feed consistence monitoring, and etc. -… Show more Python - Constructed FX reconciliation program in python with a PyQt GUI monitor to ensure that Divisa doesn’t have exposure to its counterparties - Created a key python module for internal usage, enabling users to easily access a few routine functions, such as connecting to company MySQL database, reporting, Oauth2 verification and etc. - Built automated tools such as swap calculation and reporting, tick data investigation, provider feed consistence monitoring, and etc. - Gathered data from various cooperated company/providers through different APIs such as RabbitMQ, REST, SFTP etc. and dumped them into MySQL Database - Scrapped website and xml files, cleaned data and store them in MySQL database SQL - Investigated trades, configurations, deposits, PnL etc. on a daily basis in MySQL - Created SQL trigged events to calculate swap revenue whenever python program dumping scrapped data into database - Built automated tools such as swap calculation and reporting, tick data investigation, provider feed consistence monitoring, and etc. - Created SQL stored procedure for support team to obtain clients’net open position and recon result easily



CME Group

• United States
• Financial Services
• 700 & Above Employee

• Practicum Project Team

  • Sep 2016 - Dec 2016

  Greater Chicago Area Python - Built a binary parser to parse NASDAQ ITCH5.0 binary data into readable nanosecond tick trade data, including opening orders, canceled orders and etc. - Constructed order book from tick data for over 8000 stocks and provided team with HDF5 data storage solution - Extracted attributes/features from order book such as bid/ask spread, moving average of bid/ask spread, imbalance rate and etc. as input and trained a regular neural network - The model can predict next… Show more Python - Built a binary parser to parse NASDAQ ITCH5.0 binary data into readable nanosecond tick trade data, including opening orders, canceled orders and etc. - Constructed order book from tick data for over 8000 stocks and provided team with HDF5 data storage solution - Extracted attributes/features from order book such as bid/ask spread, moving average of bid/ask spread, imbalance rate and etc. as input and trained a regular neural network - The model can predict next execution tick price moving direction with 80% success rate Show less



Context Analytics, Inc. (CA)- Social Market Analytics, Inc. (SMA)

• United States
• Financial Services
• 1 - 100 Employee

• Quantitative Research Analyst Intern

  • Jun 2016 - Sep 2016

  Greater Chicago Area – Replicated research papers in quantitative trading field. – Downloaded and processed data such as stock price, ETF historical holdings, twitter sentiment, risk factors, etc. – Constructed ETF next day’s return prediction model by applying different machine learning algorithms, including Bagging, Boosting(especially AdaBoost), SVM, Random Forest, etc. – Backtested buy and hold trading strategies based on the prediction models, and successfully enhanced SPY’s Sharpe ratio in both… Show more – Replicated research papers in quantitative trading field. – Downloaded and processed data such as stock price, ETF historical holdings, twitter sentiment, risk factors, etc. – Constructed ETF next day’s return prediction model by applying different machine learning algorithms, including Bagging, Boosting(especially AdaBoost), SVM, Random Forest, etc. – Backtested buy and hold trading strategies based on the prediction models, and successfully enhanced SPY’s Sharpe ratio in both parameter tuning period and testing period

• Practicum Project Team, Quantitative Analyst Role

  • Jan 2016 - May 2016

  Chicago – Programmed strategic-beta trading strategies on SPY, XLV and XLY by both Python and R – Leveraged principal components analysis(PCA to find the most explainable tickers for the variance of three ETFs–SPY, XLV and XLY – Constructed enhanced ETFs portfolio on the basis of SPY, XLV and XLY by applying the best sentiment beta(strategic-beta) strategies, which are long-term strategies based on dynamic trading signal that can earn excess returns – Modeled ETFs has a performance of 4.3%… Show more – Programmed strategic-beta trading strategies on SPY, XLV and XLY by both Python and R – Leveraged principal components analysis(PCA to find the most explainable tickers for the variance of three ETFs–SPY, XLV and XLY – Constructed enhanced ETFs portfolio on the basis of SPY, XLV and XLY by applying the best sentiment beta(strategic-beta) strategies, which are long-term strategies based on dynamic trading signal that can earn excess returns – Modeled ETFs has a performance of 4.3% excess annual return than SPY, 3.52% excess annual return than XLV, 5.35% excess annual return than XLY. The related turnovers are 8.98%, 21.17%, 29.87%



China Construction Bank

• Banking
• 700 & Above Employee

• Risk Management Intern

  • May 2015 - Aug 2015

  Chengdu, Sichuan, China Analyzed credit risk on loan applications that are over 20 million USD. Evaluated financial ratios against internal benchmark and financial statement research.



Beloit College

• Honor's Term: Prof. Zhang Jin Art Exhibition

  • Aug 2014 - Dec 2014

  Janesville/Beloit, Wisconsin Area Pitched the project proposal to the Asian Study department and a culture media company, and raised over 5000 USD in total. Planned and advertised a semester-long exhibition which attracted both students and Beloit residents. Coordinated and served as the translator of a two-week lecture on traditional Chinese art.



Beloit College Learning Enrichment and Disability Service

• Course Assistant

  • Jan 2013 - Dec 2014

  Janesville/Beloit, Wisconsin Area Tutored students on Calculus and Linear Algebra to assist them to understand the course materials and assignments