Experience

Manteio Capital

• United States
• Investment Management
• 1 - 100 Employee

• Quantitative Researcher

  • Jan 2023 - Present



Neuberger Berman

• United States
• Financial Services
• 700 & Above Employee

• Quantitative Researcher

  • Oct 2022 - Jan 2023

  • Created models (Stepwise Regression/KNN/XGBoost/RandomForest) to fill missing bond pricing features • Applied bootstrap sampling to reduce the variance of model evaluation • Created models (Stepwise Regression/KNN/XGBoost/RandomForest) to fill missing bond pricing features • Applied bootstrap sampling to reduce the variance of model evaluation



Dingfeng Asset Management

• Shanghai, China

• Quantitative Researcher

  • Mar 2022 - Jul 2022

  • Completed data preprocessing and backtesting on Thomson Reuters top-level market data and CME PCAP data • Automated monitoring and arbitrage detection for cross-exchange arbitrage paths in commodity contracts • Constructed more than 50+ signals with ICIR >=0.1 using order flow data in the CME commodity futures market • Optimized factor parameters using genetic algorithm based on PyGAD package in Python • Completed data preprocessing and backtesting on Thomson Reuters top-level market data and CME PCAP data • Automated monitoring and arbitrage detection for cross-exchange arbitrage paths in commodity contracts • Constructed more than 50+ signals with ICIR >=0.1 using order flow data in the CME commodity futures market • Optimized factor parameters using genetic algorithm based on PyGAD package in Python



UCLA

• United States
• Higher Education
• 700 & Above Employee

• Data Analyst (Student Assistant)

  • Nov 2019 - Mar 2020

  • Conducted data collection, cleaning, and manual labeling on daily invoices from all department • Built a rule-based classification model for invoices and other requests based on practical accounting principles • Reviewed and examined the previous record to ensure the accuracy and consistency of the classification results • Conducted data collection, cleaning, and manual labeling on daily invoices from all department • Built a rule-based classification model for invoices and other requests based on practical accounting principles • Reviewed and examined the previous record to ensure the accuracy and consistency of the classification results



Guodu Securities

• Investment Management
• 1 - 100 Employee

• Equity Research Intern

  • Jun 2018 - Aug 2018

  • Completed daily market reports with macro indicators such as home sales, consumer sentiment, the misery index • Assisted data analyst in conducting firm-level equity research to give short/long-term target price prediction • Completed daily market reports with macro indicators such as home sales, consumer sentiment, the misery index • Assisted data analyst in conducting firm-level equity research to give short/long-term target price prediction