Quantitative Trader

• Jul 2022 - Present

Market making in equity options and high frequency trading. Market making in equity options and high frequency trading.

Quantitative Researcher - Options and Derivatives

• Mar 2020 - Jun 2022

Quantitative Trading

• Jun 2019 - Aug 2019

Blockchain Research Intern

• Mar 2018 - Jul 2018

Researched on the trend of coins and tokens with time series models, discovered the difference in prices of BTC and LTC as well as the spread between spot market and futures market to construct arbitrages in the crypto currency market. Priced new cryptocurrency and tokens based on selective features with PCA method to help design white papers for blockchain projects through ICOs and private offerings. Researched on the trend of coins and tokens with time series models, discovered the difference in prices of BTC and LTC as well as the spread between spot market and futures market to construct arbitrages in the crypto currency market. Priced new cryptocurrency and tokens based on selective features with PCA method to help design white papers for blockchain projects through ICOs and private offerings.

Strategy Analyst Intern

• Sep 2017 - Jan 2018

Composed and published 20 pages analysis report on wind, constructed a market factor by synthesizing dynamically weighted market factors from different categories such as statistical and fundamental factors to analyze the cyclical fluctuation of Chinese stock market. Constructed a portfolio selection strategy with multi-factor model for clients, using Python (mainly numpy and pandas) to neutralize different market factors across industry and market size and test the efficiency of those factors. Show less

Risk Advisor Intern

• Jul 2017 - Sep 2017

Conducted due diligence for Mercedes-Benz dealers’ compliance programs: checking their compliance questionnaires, business license and shareholder structures, analyzing external reports, and assessing compliance risks. Enhanced communication and teamwork abilities through cooperation with colleagues, clients and regulators. Conducted due diligence for Mercedes-Benz dealers’ compliance programs: checking their compliance questionnaires, business license and shareholder structures, analyzing external reports, and assessing compliance risks. Enhanced communication and teamwork abilities through cooperation with colleagues, clients and regulators.

Strategy Analyst Intern

• Jan 2017 - Feb 2017

Constructed market-timing strategy with market variation and idiosyncratic variation based on Fama-French Three-Factor model, and backtested through Matlab and Python and delivered analysis reports. Helped develop a backtest platform to backtest trading strategies and access performance. Constructed market-timing strategy with market variation and idiosyncratic variation based on Fama-French Three-Factor model, and backtested through Matlab and Python and delivered analysis reports. Helped develop a backtest platform to backtest trading strategies and access performance.