Experience

Bopu Asset

• China
• IT Services and IT Consulting
• 1 - 100 Employee

• Quant Investment Manager

  • Nov 2021 - Present



Lighthouse Canton

• Singapore
• Financial Services
• 1 - 100 Employee

• Portfolio Manager

  • Jul 2019 - Aug 2021

  Manage portfolio with quantamental and quant methods. Sharpe ratio around 3-4. Impelement quantamental and quant strategies on single name Equity, Equity options, Equity index futures, Volatility index futures and Commodity futures. Manage portfolio with quantamental and quant methods. Sharpe ratio around 3-4. Impelement quantamental and quant strategies on single name Equity, Equity options, Equity index futures, Volatility index futures and Commodity futures.



State Administration of Foreign Exchange

• China
• Government Administration
• 1 - 100 Employee

• Quantitative Analyst

  • May 2017 - Jul 2019

  Singapore branch- Investment Company of the People's Republic of China Quant macro strategies, FX & Rates quant investment Singapore branch- Investment Company of the People's Republic of China Quant macro strategies, FX & Rates quant investment



Temasek

• Singapore
• Financial Services
• 700 & Above Employee

• Quant intern in Portfolio Strategy Team

  • Jul 2016 - Nov 2016

  Read Quantitative Trading strategy reports from UBS and BNP PARIBAS, back-test the trading strategies with trading indicators, like Love& Panic Indicator from BNP, Risk Indicator from UBS, using VBA. Developed PCA (Principal Component Analysis) model of GICS sector index to measure systemic risk, designed asset allocation strategy based on the model and back-tested strategy using R and VBA.This strategy can help investors avoid loss in fragile markets period, like Dot Com Bubble, Global Financial Crisis, China Market Crash. Show less