风险分析师

• Apr 2021 - Present

Quantitative Analysis Internship

• Jun 2019 - Aug 2019

• Factor Model: Used multivariate linear regression to constructed three effective regressive models by Analyzing in-depth quantitative research report of investment bank (e.g. WorldQuant 101). Select top 10% stocks in A-share with good performance in factor model to evaluate stock performance annually. (return rate: 3.2%, sharp ratio: 3.37) • Model Risk: Back-tested and monitored factor models by cross-validation (sample dataset from 2012 to 2019); fixed 10 more factor models overfitted or high-correlated with other factor models in factor library.

Quantitative Data Internship

• May 2018 - Aug 2018

• Data Extraction: Performed web scraping to extract Chinese future data from 4 different websites by python (Request module, RE module) and saved date into database. • Machine Learning Model: Built SVM model to forecast HS300 index stock return in multi-factor trading strategy during 2010 to 2018. (Accuracy: 56.2% in-sample, 55.1% out-of-sample). • Data Extraction: Performed web scraping to extract Chinese future data from 4 different websites by python (Request module, RE module) and saved date into database. • Machine Learning Model: Built SVM model to forecast HS300 index stock return in multi-factor trading strategy during 2010 to 2018. (Accuracy: 56.2% in-sample, 55.1% out-of-sample).

Financial Data Internship

• May 2017 - Jul 2017

• Time Series Predictive Model: Predict volatility of HSI Index option daily by garch model and implied volatility; Garch model includes more information than implied volatility. (Garch Model R-square: 0.477, Implied volatility R-square: 0.352) • Time Series Predictive Model: Predict volatility of HSI Index option daily by garch model and implied volatility; Garch model includes more information than implied volatility. (Garch Model R-square: 0.477, Implied volatility R-square: 0.352)