Experience

Taikang Asset Management

• Financial Services
• 100 - 200 Employee

• Associate

  • Jun 2017 - Present



China Merchants Wealth Asset Management

• 中国 广东 深圳

• FOF Investment Researcher

  • Dec 2016 - Mar 2017

  Achieved Brinson and Campisi models and evaluated the performance of equity and bond funds multi-dimensionally. Optimized the portfolio and completed the Mean-Variance, Risk-Parity, and Equal-Weight models. Assisted the portfolio manager to complete an annual report of an 80 billion products, including performance, retracement analysis, position analysis, etc. Assisted to complete a research report about the analysis of Chinese ETF and LOF funds according to transaction costs, liquidity and other characteristics. Assisted the IT team in the development of MOM and FOF systems, including designing product pages, writing private equity indices, index libraries, etc. Show less



China Universal Asset Management

• Investment Management
• 1 - 100 Employee

• Risk Management Analyst

  • Nov 2015 - Mar 2016

  Created detailed Reference Documents based on Internet financial transaction database and credit risk related data. Researched and analyzed 200+ risk accounts and developed 21 risk indicators for modeling, then established Risk Monitoring Report. Used Weka software to model the risk characteristics and quantified the risk level (logistic regression, decision tree). Created detailed Reference Documents based on Internet financial transaction database and credit risk related data. Researched and analyzed 200+ risk accounts and developed 21 risk indicators for modeling, then established Risk Monitoring Report. Used Weka software to model the risk characteristics and quantified the risk level (logistic regression, decision tree).



Everbright Securities

• China
• Investment Banking
• 200 - 300 Employee

• Quant Researcher

  • Dec 2014 - Mar 2015

  Took charge of factor efficiency test, using Simple Factor Model and Multi-Factor Model for application in finding portfolio Alpha return. Collected and classified different financial factors using Wind Quantitative Research Database. Conducted a study and revised industry classification system among 800+ public companies to improve accuracy of quantitative research. Took charge of factor efficiency test, using Simple Factor Model and Multi-Factor Model for application in finding portfolio Alpha return. Collected and classified different financial factors using Wind Quantitative Research Database. Conducted a study and revised industry classification system among 800+ public companies to improve accuracy of quantitative research.



eBay

• United States
• Technology, Information and Internet
• 700 & Above Employee

• Business Analyst

  • Jul 2013 - Mar 2014

  Assisted in developing a fraud detection model with SAS to detect outlier publishers (90% accuracy, saving US$100K/4mo), based on the Ad data over 5 years and determined 5 effective metrics for logistic regression. Proposed an A/B test based on the data of eBay’s biggest publishers over 3 months, processing 600,000,000 GUID data with Teradata and conducting statistic research with R language. Developed 8 dashboards for 200+ business operators with self-written Linux automation tools and data visualization using Tableau. Show less