Experience

Bopu Asset

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

• Quantitative Researcher

  • Jun 2023 - Present

  • Realized different versions of momentum factor that captures the effect of return acceleration using big data • Cleaned and processed data; constructed multiple factors based on the direction and turnover of equities • Back tested and performed further optimization on the factors based on research paper; the result of the best fitted factors had great performances when back testing with an out of sample data • Realized different versions of momentum factor that captures the effect of return acceleration using big data • Cleaned and processed data; constructed multiple factors based on the direction and turnover of equities • Back tested and performed further optimization on the factors based on research paper; the result of the best fitted factors had great performances when back testing with an out of sample data



CICC

• China
• Investment Banking
• 700 & Above Employee

• Assistant to Investment Manager

  • May 2021 - Jul 2021

  • Supported Investment Manager by conducting due diligence investigation, filtering high net value potential institutional clients, and providing investment consultation service for existing clients • Analyzed investment needs and risk tolerance of 20+ institutional clients to provide professional investment strategies and products, including new digital assets and cryptocurrency • Executed block trading, maintained database with data newly generated in daily transactions and managed existing customer accounts, including opening and closing accounts Show less

• Quantitative Researcher

  • Jun 2020 - Aug 2020

  • Evaluated hedge funds performances with market neutral trading strategies, collected net values and sorted by Sharpe ratio and profit to maximum drawdown; analysis adopted by strategy team • Created and maintained a software in Python for data crawling to support data collection process from various websites; self-learned usages of many Python packages related to web crawler • Conducted data cleaning to support different team projects, including handling missing data, data format standardization, filtering unwanted outliers, fixing structural errors and deduplication Show less



Shenzhen Boxin Capital Investment Fund Co., Ltd

• Investment Analyst Intern

  • May 2019 - Jul 2019

  • Promoted investment strategy by conducting statistical market analysis, collecting industries and companies’ financial information, and investigating the core competitiveness of enterprises • Generated market analysis reports for companies in primary market in various industries, including financial service and fintech, healthcare and life science, digital and information technology • Conducted on-site investigation to 10+ companies and summarized meeting records to generate investment strategy proposals; proposals adopted by Investment Department Show less