Experience

Crypto.com

• Singapore
• Financial Services
• 700 & Above Employee

• Quant Trader

  • Jul 2021 - Present



Columbia University

• United States
• Higher Education
• 700 & Above Employee

• Teaching Assistant

  • Sep 2020 - Dec 2020

  IEOR 4150 Probability & Statistics Held weekly office hour and review session to help students to understand concepts, solve problems and be prepared for exams. Held individual tutoring sessions. Answered student questions via Piazza and email. Reviewed and graded the assignments. IEOR 4150 Probability & Statistics Held weekly office hour and review session to help students to understand concepts, solve problems and be prepared for exams. Held individual tutoring sessions. Answered student questions via Piazza and email. Reviewed and graded the assignments.



Global Key Advisors

• United States
• Financial Services
• 1 - 100 Employee

• Quantitative Analyst Intern

  • Aug 2020 - Nov 2020

  Built and implemented a quantitative statistical analysis to analyze the trading behavior and its subsequent performance across heat-map by using the Fama-French 48 industry classfication model to identify the potential market arbitrage opportunities. Conducted detailed analysis of trading enter/exit time snapshot to improve trading intraday performance using machine learning techniques such as random forest, K-nearest neighbors algorithm and logistic regression, cluster analysis, and using statistical tests such as the chi-square test and the McNemar’s test. Leveraged my skills with Python to gain great experience of critically analyzing market data, to maximize the accuracy of the trading activity, and to enhance the overall performance of portfolio management. Show less



Bank of China

• Banking
• 700 & Above Employee

• Summer Analyst Intern

  • Jul 2018 - Sep 2018

  Measured the inter-trade duration (the waiting time between two consecutive trades) of equity stocks listed on the Shanghai Stock Exchange, and developed an autoregressive conditional duration model to estimate its distribution using the Maximum Likelihood Estimator and the bisection method. Enhanced the performance (e.g. volatility-adjusted return and hit ratio) of the existing quantitative investment model by analyzing the distribution of the daily return of the benchmark equity indices and by dynamically adjusting the allocation weight of each constituent of the investment portfolio Wrote detailed reports describing the quantitative data analytics, systematic trading strategies, details of the model's implementation and the comprehensive results of the study. Received rigorous training in the Quantitative Investment Strategies, Risk Management Show less