RUOFAN KE

分析师 at China Asset Management Co., Ltd.
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Contact Information
us****@****om
(386) 825-5501
Location
Yangpu District, Shanghai, China, CN
Languages
  • 英语 Full professional proficiency
Skills

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Credentials

  • 证券资格证
    中国证券业协会

Experience

  • China Asset Management Co., Ltd.
    • China
    • Investment Management
    • 1 - 100 Employee
    • 分析师
      • Nov 2020 - Present

      参与研究港股投资框架；以及参与基金投资分析

  • S&P Global Market Intelligence
    • Financial Services
    • 700 & Above Employee
    • Part-time consultant, financial model developer
      • Aug 2019 - May 2020

      Finding warning signs, such as margin rate, quick ratios in income statement, balance sheet to identify Financial misreporting. Collecting data from conference call and Twitter and applying different methodologies to classify fraud and financial misreporting.

  • Bill & Melinda Gates Foundation
    • United States
    • Non-profit Organizations
    • 700 & Above Employee
    • Part-time Data Science Consultant
      • Aug 2019 - May 2020

      Finding different algorithms in object detection, image recognition and image similarity search. Comparing algorithm performance in space and time complexity, selecting the superior algorithms to apply. Applying algorithms to count people faces, classify people from objects and identify near-match pictures

  • China Asset Management Co., Ltd.
    • China
    • Investment Management
    • 1 - 100 Employee
    • Asset Management Intern
      • Dec 2019 - Jan 2020

      Determined Chinese economic cycle through product inventory change, conducted factor investment in different cycles in python. Developed an enhanced index product via ETFS optimization and achieved 1.2 Information Ratio and 2.9% annual excess return above the index.

  • China Asset Management Co., Ltd.
    • China
    • Investment Management
    • 1 - 100 Employee
    • Asset allocation intern
      • Jun 2019 - Aug 2019

      Predicted the yield curve in United States and China by using structural economic models (Dynamic Nelson Sigel model, Dynamic Latent factor model and so on). The prediction error was about ten basis points per month. Developed a new model based on the Dynamic latent factor model, using three-pass method, improving the model prediction accuracy. Employed machine-learning methods to predict yield rates movement direction with accuracy rate more than 90%.

  • CITIC Securities Company Limited
    • China
    • Investment Banking
    • 700 & Above Employee
    • Asset allocation intern
      • Jan 2019 - Jun 2019

      Built a framework to evaluate portfolios, mainly using C-L model and MRAR approach.Covered the investment of petroleum and gold research for the company, formulated the analysis framework and wrote more than 12 reports. The pediction accuracy was more than 90%, earned more than 20% revenue for the company.Conducted research in how to allocate assets under different macro environment, considering policy, CPI and economy growth. The revenue of our strategy was positive from 2003 to 2019 under all environments and the this strategy yileded more than 18.4% one year in our historical backtest

  • Wealth Engine 财富引擎(北京)科技有限公司
    • China
    • IT Services and IT Consulting
    • 1 - 100 Employee
    • Quantitative Research Analyst
      • Sep 2018 - Jan 2019

      Estimated riskless interest rate curve using Nelson-Sigel function, hermit interpolation and cubic spline interpolation. On basis of yield curve, using PCA method to decompose yield curve effect to roll-down effect, parallel shift effect, and so on Decomposed return attribution to allocation, selection attribution and interaction terms, using Brinson attribution analysis. Participated in building an interest rate predictive system for a large commercial bank and use VAR model, GARCH model and FACTOR model to predict the interest yield monthly.

  • CIB Research
    • Asset allocation internship
      • Apr 2018 - Jul 2018

      Took charge of developing a passive investment strategy following the 10-Year Local Government Index. Minimized the tracking error under the required constraint, using integer programming and convex quadratic optimization to allocate weight to different bonds. The tracking error of the index was less than 0.2% in a year.

  • 杉数科技（北京）有限公司
    • China
    • Software Development
    • 1 - 100 Employee
    • Algorithm Engineer
      • Jul 2017 - Jan 2018

      Participated in the location model to maximize sales for a large New Retail company, designed crawlers to collect house data for the project, cleaned the data and did preliminary business analysis. Took charge of designing Person to Position Matching model to recommend students to different positions. Communicated with clients, responsible for product software system requirement study and analysis, prepared all related technical document.Did NLP analysis, built portraits for student data and position data. Built a recommendation system to recommend internships for students. The algorithms have been successfully applied for two copyrights.

  • 美好社会咨询社 A Better Community-ABC
    • China
    • Business Consulting and Services
    • 1 - 100 Employee
    • Consultant
      • Sep 2016 - Dec 2016

      Made cold calls, conducted several expert interviews and wrote market and industry research on the real-estate nursing-homes.Conducted benchmark analysis from the aspects of platform management, projects management, promotion strategy and relationship maintenance. Used ratios such as elder percentage, education level of the nurse and house price to analyse the future of this industry. Gave clients advice on corporate architecture and development strategy.Made industry and competitor comparison and SWOT analysis of our client company. Gave advise on the development of the company and delivered a 5-year development plan

  • Bank of China
    • Banking
    • 700 & Above Employee
    • Debt Manager
      • Jul 2016 - Sep 2016

      Calculated the bad debts of the bank and processed the certificate of the debt.Managed the risk of the debt and took care of the bad debt exposure.

  • FXCM
    • United Kingdom
    • Financial Services
    • 700 & Above Employee
    • Trading internship
      • Jul 2015 - Aug 2015

      Used FXCM Trading Platform to draw MACD、RSI、KDJ index lines of EUR/USD, GBP/USD and other currency pairs .Using Bollinger Bands to judge the movements of the currency, mainy using technical analysis.Collected, organized economic data such as PCE, unemployment rate worldwide and obtain real time news. Using news driven strategy and fundamental analysis. Traded in the foreign exchange market and earned a stable profit, about 10% profit a month

Education

  • Columbia Engineering
    Master of Science - MS, management science and engineering
    2019 - 2020
  • 美国哥伦比亚大学商学院
    Master of Science - MS, management science and engineering
    2019 - 2020
  • 清华大学经济管理学院 Tsinghua University School of Economics and Management
    Master of Science - MS, business analytics
    2018 - 2020
  • Shanghai University of Finance and Economics
    Bachelor of Arts - BA, mathematical economics(major),
    2014 - 2018
  • Shanghai University of Finance and Economics
    Bachlor of engineering, Computer Science(minor)
    2014 - 2018
  • University of Pennsylvania
    暑期学校, marketing
    2015 - 2015

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