Fixed Income Analyst

• Sep 2019 - Present

Quantitative Developer Analyst

• Sep 2018 - Nov 2018

• Conducted healthcare industry fundamental research and comparison analysis for pitching stocks in medical device sector • Improved equity options database using VBA and built add-in functions for option valuation and sanity check in Excel • Implemented functions in Visual Basic for building the interface environment in Excel to Microsoft Access database • Built risk management system by improving VaR calculation in Python and monitored portfolio risk metrics • Conducted healthcare industry fundamental research and comparison analysis for pitching stocks in medical device sector • Improved equity options database using VBA and built add-in functions for option valuation and sanity check in Excel • Implemented functions in Visual Basic for building the interface environment in Excel to Microsoft Access database • Built risk management system by improving VaR calculation in Python and monitored portfolio risk metrics

Summer Data Science Associate

• Jul 2018 - Sep 2018

• Processed current and voltage measurement data including encoding categorical variables and feature scaling in Python • Leveraged RFE methods in Scikit-learn to perform feature selection and reduced collinearity • Built Logistic Regression and Random Forest Models to predict equipment malfunction with 0.84 accuracy • Conducted hyper-parameter tuning by cross validation technique to increase 0.05 accuracy • Processed current and voltage measurement data including encoding categorical variables and feature scaling in Python • Leveraged RFE methods in Scikit-learn to perform feature selection and reduced collinearity • Built Logistic Regression and Random Forest Models to predict equipment malfunction with 0.84 accuracy • Conducted hyper-parameter tuning by cross validation technique to increase 0.05 accuracy

Financial Engineering Analyst

• Jan 2017 - Apr 2017

• Created straddle arbitrage strategies for white sugar option based on implied volatility momentum with Python; Backtesting displayed consistent outperformance of the strategy in comparison to the broader stock index by 4.3% • Established systematic model in Python to identify CTD bonds based on IRR and analyzed basis arbitrage strategies in trading Treasury bond ETF and Treasury bond futures • Created straddle arbitrage strategies for white sugar option based on implied volatility momentum with Python; Backtesting displayed consistent outperformance of the strategy in comparison to the broader stock index by 4.3% • Established systematic model in Python to identify CTD bonds based on IRR and analyzed basis arbitrage strategies in trading Treasury bond ETF and Treasury bond futures

M&A intern 兼并收购部实习生

• Jul 2016 - Aug 2016

• Joined the project of BOHAI Financial Investment Holding CO.LTD. • Analyzed of the insurance industry and the aircraft leasing industry • Finalized working paper documentation • Joined the project of BOHAI Financial Investment Holding CO.LTD. • Analyzed of the insurance industry and the aircraft leasing industry • Finalized working paper documentation

Intern in Financial Products Department 广发乾和投资公司

• Jul 2015 - Aug 2015

• Participated in the investment project of private equity placements in ZHANGQU Technology • Collected and analyzed the data and relevant index of the SSE stock market • Completed the preliminary screening reports of 13 listed companies including LETV, East Money Information etc. • Participated in the investment project of private equity placements in ZHANGQU Technology • Collected and analyzed the data and relevant index of the SSE stock market • Completed the preliminary screening reports of 13 listed companies including LETV, East Money Information etc.