Experience

Mirae Asset Securities (HK)

• Banking
• 1 - 100 Employee

• Senior Associate

  • Mar 2023 - Present

  Kowloon, Hong Kong SAR



Shenyin & Wanguo Fortune Investment Co., Ltd

• Quantitative Researcher (Financial Engineer)

  • Nov 2021 - Feb 2023

  Pudong, Shanghai, China The Department: Providing liquidities as a proprietary market maker for Shanghai Futures Exchange (SHFE), Shanghai International Energy Exchange (INE), Dalian Commodity Exchange (DCE), and Zhengzhou Commodity Exchange (CZCE). Routine Task: 1. Researching quantitative high-frequency trading and market making strategies independently. Applying stochastic-mathematical models and modern machine learning techniques. Constructing data-processing, factor-generating, model-validation… Show more The Department: Providing liquidities as a proprietary market maker for Shanghai Futures Exchange (SHFE), Shanghai International Energy Exchange (INE), Dalian Commodity Exchange (DCE), and Zhengzhou Commodity Exchange (CZCE). Routine Task: 1. Researching quantitative high-frequency trading and market making strategies independently. Applying stochastic-mathematical models and modern machine learning techniques. Constructing data-processing, factor-generating, model-validation, risk-attribution, and back-testing frameworks by Python. 2. Implementing and automating trading strategies by systematic approaches. Monitoring signals’ behavior and performance over time. Collaborating with technology team to improve the efficiency of strategies in electronic trading system. 3. Performing and refining post-trading analysis (Python) by combining internal records and market data statistics. Reporting risk indicators/alerts to portfolio manager and traders regularly. 4. Reviewing and replicating quantitative strategies (high-frequency), financial engineering techniques, and machine learning methodologies from the cutting-edge academic literature and research reports. 5. Collaborating with internal team members to articulate the performance of portfolios, and exhibit to top executives and the existing/potential investors. Show less



Quantum Vector Capital Management

• Quantitative Researcher (Strategist)

  • Sep 2020 - Nov 2021

  Pudong, Shanghai, China Routine Tasks: 1. Managing commodity and financial futures trading portfolios with RMB¥ 30 million in total, and monitoring the executions of orders. Deploying multifactor long-short strategies (commodity futures) and return-predictive strategies (equity-index futures). 2. Conducting researches on multifactor hedging strategies and rule-based trend-tracking for domestic commodity futures. Exploring factors/signals from multi-dimensional data. 3. Researching multi-signal… Show more Routine Tasks: 1. Managing commodity and financial futures trading portfolios with RMB¥ 30 million in total, and monitoring the executions of orders. Deploying multifactor long-short strategies (commodity futures) and return-predictive strategies (equity-index futures). 2. Conducting researches on multifactor hedging strategies and rule-based trend-tracking for domestic commodity futures. Exploring factors/signals from multi-dimensional data. 3. Researching multi-signal return-predictive strategies for Chinese equity-index futures (IH, IF, and IC) by applying machine learning techniques. Exploiting predictive factors based on ultra-high-frequency data, including indices spot and futures’ tick data and indices constituent stocks’ trade-by-trade data. 4. Reviewing and replicating quantitative strategies, mispricing factors, econometrics methodologies, and any other valuable ideas from the cutting-edge academic literature and sell-side financial engineering research reports. Show less