Experience

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  First Plus Asset Management

  • Singapore

  • Quantitative Research Intern

    • Feb 2024 - Present
    • Singapore

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  Deloitte

  • Shanghai, China

  • Risk Analyst

    • Feb 2023 - Apr 2023
    • Shanghai, China

    • Built benchmarking credit rating models and calculated IV value and statistics like Sommer’s D to select indicators included in model, applied algorithms like the Analytic Hierarchy Process to weight the indicators, extracted risk warning factors and gained enterprise credit rating information; The accuracy of test set reached 97.5%• Compiled thousands of risk data by using Pandas and Numpy in Python, such as net interest margin and the average amount of subordinated debt issued by different kinds of banks• Analyzed public sentiment of different financial sectors by using Python to crawl over 200 relevant news headlines from the past two years and extract emotional keywords, and displayed them by using word cloud

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  SWS MU Fund Management Co., Ltd.

  • Shanghai, China

  • Quantitative Researcher

    • Aug 2022 - Feb 2023
    • Shanghai, China

    • Used SQL database and Python to replicate quantitative finance reports, such as convertible bond replacement and multi-factor strategy, "analyst high recommended stocks" reversal strategy, etc.• Separated convertible bonds into three categories according to their underlying features, calculated their respective implied volatility and momentum factors for scoring and bond selection, and controlled the volatility with non-linear programming, eventually achieving an annual return of 11.3% and a maximum drawdown of 3.8%• Applied deep learning methods to mine the Alpha factors in the market to calculate the weighted score of each stock and realise monthly rolling stock selection; Under daily unilateral turnover rate constraint of 5%, the final strategy achieved an annualised return of 41.8% and a maximum drawdown of 5.2% from 2013 to 2021• Used Excel VBA to create a risk monitor to manage the market risk information of stocks, and further segmented sector categorises by introducing seven types of factors such as PE, ROC, TMC, etc.; assisted in summarising the indicators for risk attribution and ultimately obtained the risk factors for each stock

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  Haitong Securities

  • Shanghai, China

  • Bond Financing

    • Jun 2022 - Aug 2022
    • Shanghai, China

    • Studied various types of bond issuance methods and usage conditions, and wrote systematical reports, such as public REITs forrailway and industrial park-related enterprises, science and technology innovation bonds related to high-tech industries• Conducted on-site due diligence for three companies to assess and analyze the issuer's profitability and operating conditions, researched and analyzed balance sheet/income sheet/cash flow sheet of different companies

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  Orient Securities Asset Management Co., Ltd.

  • Shanghai, China

  • Channel Research Assistant

    • Mar 2022 - Jun 2022
    • Shanghai, China

    • Prepared roadshow materials; Used the fund module of Wind database for data retrieval and analysis; Applied descriptive statistics analysis and basic linear regression on data and then generated visualisations with Excel, R, and various other statistics software• Utilised Python to establish Brinson multi-period attribution model to analyse fund indicators and then compared the impact of stock selection and time selection on positive returns• Assisted fixed-income fund managers in conducting bond market analysis and sorted out investment logic using principal component analysis and multi-factor stock selection method• Researched the impact of behavioural finance on investments; Completed related reports on prospect theory, and promoted them to individual investors