Experience

兴业证券股份有限公司

• China
• Capital Markets
• 1 - 100 Employee

• 场外衍生品交易员

  • Jun 2021 - Present

  定价和对冲 定价和对冲



UBS

• Switzerland
• Financial Services
• 700 & Above Employee

• Equity Derivative Quant

  • Feb 2019 - May 2021

  产品设计开发和定价库的开发维护 产品设计开发和定价库的开发维护



China Merchants Securities Co., Ltd.

• China
• Financial Services
• 500 - 600 Employee

• Option Trader Intern

  • Jan 2019 - Feb 2019



中国银河证券

• 1 - 100 Employee

• Option Trader Intern

  • Dec 2018 - Jan 2019



Huatai Financial Holdings (Hong Kong) Limited

• Financial Services
• 1 - 100 Employee

• Derivative Quant Intern

  • Jun 2018 - Aug 2018



Guosen Securities

• China
• Investment Banking
• 500 - 600 Employee

• Quantitative Research Intern

  • Jan 2018 - Apr 2018

  develop time-selecting strategies, backtest and evaluate strategies, optimize the parameters of strategies and build time-selecting system hedge the risk of block trade and make scenario analysis on its return calculate the price and greeks of OTC option s and the profit and loss and VaR of whole portfolio develop time-selecting strategies, backtest and evaluate strategies, optimize the parameters of strategies and build time-selecting system hedge the risk of block trade and make scenario analysis on its return calculate the price and greeks of OTC option s and the profit and loss and VaR of whole portfolio



China Aerospace Studies Institute

• United States
• Research Services
• 1 - 100 Employee

• Algorithm Engineer Intern

  • Jul 2016 - Aug 2016

  Predicted the shape of pipeline defect by applying neural network with genetic optimization Solved the optimal center of pipe eccentricity detector through the least square algorithm Predicted the shape of pipeline defect by applying neural network with genetic optimization Solved the optimal center of pipe eccentricity detector through the least square algorithm



华院数据技术（上海）有限公司

• China
• Technology, Information and Internet
• 1 - 100 Employee

• Modeling Intern

  • Jul 2015 - Aug 2015

  Wrote product demand reports and trained the abilities of Excel and PPT Used logistic regression model to predict whether cell-phone users will continue to use the same telecom operator Wrote product demand reports and trained the abilities of Excel and PPT Used logistic regression model to predict whether cell-phone users will continue to use the same telecom operator