Experience

Harvard Management Company

• Financial Services
• 1 - 100 Employee

• Generalist Investment Team

  • Jun 2017 - Present

  Greater Boston Area Public Market, Hedge fund, Private Equity, Venture Capital

• Senior Associate - Risk and Quantitative Analysis

  • Jan 2016 - Jun 2017

  Boston, Massachusetts • Cover risk of internal hedge fund trading desks across multi-asset classes including Equity, Fixed Income, Credit, and Commodity. • Review hedging strategies using derivatives and conduct quantitative risk analysis such as VaR, MVaR, PCA, stress loss, tracking error, etc • Evaluate portfolio concentration risk on both factor-level and stock-level crowdedness • Rebalance portfolio tactical asset allocation and report portfolio risk exposures to… Show more • Cover risk of internal hedge fund trading desks across multi-asset classes including Equity, Fixed Income, Credit, and Commodity. • Review hedging strategies using derivatives and conduct quantitative risk analysis such as VaR, MVaR, PCA, stress loss, tracking error, etc • Evaluate portfolio concentration risk on both factor-level and stock-level crowdedness • Rebalance portfolio tactical asset allocation and report portfolio risk exposures to countries/sectors • Analyze external investment portfolios based on factor modeling and utilize Smart Beta factors to interpret alpha • Develop MATLAB - based statistical tool to measure change of risk over time across different sectors and to identify potential investment opportunities



PNC

• United States
• Financial Services
• 700 & Above Employee

• Market Risk Summer Intern

  • Jun 2015 - Aug 2015

  美国 大匹兹堡地区



Altimus Capital LLC

• United States
• Investment Management
• 1 - 100 Employee

• Quantitative Trader Intern

  • Oct 2014 - Jan 2015

  Greater Chicago Area • Assist with building mathematical models that predict movement in the foreign exchange market • Help with monitoring real time trades in the futures system and conduct system analysis



Haitong Securities

• China
• Investment Banking
• 400 - 500 Employee

• Equity Research Summer Analyst

  • Jun 2014 - Aug 2014



Phi Kappa Sigma International Fraternity

• United States
• Non-profit Organizations
• 1 - 100 Employee

• Risk Management Officer

  • Jan 2013 - Dec 2013

  madison area, wisconsin



Pactera US Careers

• United States
• Information Technology & Services
• 1 - 100 Employee

• Financial Analyst

  • Jun 2013 - Aug 2013

  Charlotte, North Carolina



China Minsheng Banking Corp.ltd

• China
• Financial Services
• 700 & Above Employee

• Credit Analyst

  • Jul 2012 - Aug 2012



AXA

• France
• Insurance
• 700 & Above Employee

• Assistant Secretary

  • Jun 2011 - Aug 2011