Experience

South China University of Technology

• China
• Higher Education
• 700 & Above Employee

• Postdoctoral Researcher

  • Dec 2020 - Present

  Manifold, Optimization, algorithm



Shennong Capital

• China
• Financial Services
• 1 - 100 Employee

• Quantitative Analyst

  • Sep 2015 - Aug 2018

  -> Macroeconomic Research: Develop a framework to analyse macroeconomics of China and establish forecasting model for various macroeconomic indicators. The model provides support for top-down research strategy -> Strategic research: Conduct scene analysis of famous historical financial events (such as stock market crushes), and design investment strategies based on the analysis result. -> Develop quantitative models: Develop quantitative models for the A-share securities market investment. Responsible for the development of various models including timing model, stop loss strategy, stock selection model and event-driven model. Distinctive results include: - Timing Model: Innovatively combine multiple timing factors and assign their weights based on backtest result, Sharpe Ratio 1.21. The sentiment-based timing model has 80%, 88%, and 67% win rates in 2016-2018, respectively. - Event-Driven Models: The event-driven models include the Shanghai-Hong Kong Connect Strategy (Sharpe ratio 0.77 without hedging), the “National Team” Tracking Strategy, and the Hedged On-the-Run Stock Strategy. - Multi-Factor Model: With an innovative factor weighting method, the model is constructed by value factors, cashflow factors, profitability factors, momentum factors, reversal factors, etc. Sharpe ratio 2.04.



Tata Consultancy Services

• India
• IT Services and IT Consulting
• 700 & Above Employee

• Research Intern

  • Oct 2013 - Mar 2014

  - Responsible for China capital market investigation and analysis. Surveyed and collected comprehensive data of financial institutions operated in China capital market, and categorised these institutions based on internal rating system, and prepare prospective customers list to sales sector.



Tata Consultancy Services

• India
• IT Services and IT Consulting
• 700 & Above Employee

• Program Management Office Intern

  • Jul 2011 - Aug 2011

  Core banking and treasury business support experience: - Participated in consultancy programme and helped in providing customer’s business solutions; - Supported the resales team to analyse customers’ prospective business needs and requirements.