Experience

Taikang Asset Management

• Financial Services
• 100 - 200 Employee

• Risk Manager

  • Apr 2017 - Present

  Focused on fixed income investment research, macroeconomic research, investment portfolio management, risk analysis, investment performance evaluation.Research Project:1. Fixed income investment analysis system.2. Fixed income investment dynamic optimization model.3. Fixed income investment attribution model.4. Risk appetite conduction system. Focused on fixed income investment research, macroeconomic research, investment portfolio management, risk analysis, investment performance evaluation.Research Project:1. Fixed income investment analysis system.2. Fixed income investment dynamic optimization model.3. Fixed income investment attribution model.4. Risk appetite conduction system.



PwC

• Professional Services
• 700 & Above Employee

• Senior Associate/Associate

  • Oct 2014 - Apr 2017

  Provided leading and innovative risk consulting for bank, insurance companies and AMCs, focused on capital measurement and assessment, investment analysis, KRI and its risk limit designing, specialized in quantitative analysis and programming modeling1. Core member of C-ROSS projects of insurance companies and groups, including China Life, CCIC, FU TAK Investments Groupo Methodological innovation: Created leading methodology of risk appetite system, which connecting capital with KRI limit by quantitative model. This method has been implemented in more than 10 companies.o Communication with high-level clients: Participated in many discussions with CFO and CRO as main speaker.o Modeling and Programming: Built quantified models including Decision Tree, Multi-factor Regression, GARCH, and PCA with MATLAB, R, PYTHON and VBA programming, designed UI with QT designer.o Regulatory Environment Analysis: Did comprehensive analysis of C-ROSS supervisory regulations, followed up the latest dynamic.o Business Research: Conducted monographic study of special business, such as freight insurance of Internet insurance company.2. Important member of ICAAP project of CITIC banko Summarized over 20 domestic and international supervisory regulations, got whole picture of capital measurement system of banks.o In risk identification, assessment and measurement modules, segmented risk assessment standards, designed templates and wrote reports.o In capital planning, stress test and EC modules, learned from best methods in practice, completed massive complex EXCEL template optimization work.3. Member of assessment after investment project of China Life Investment Holdingo Summarized investment types, designed assessment indicators systems of different investment types and industries, helped client choose the best indicators and criteria.o Analyzed representative investment cases, adjusted the assessment system according to the simulation evaluation results.



Golden Peak Group

• Quantitative Analyst Intern

  • Jun 2013 - Sep 2013

  Worked as an intern in the Quantitative Investment Department of Fullgoal Fund, mainly responsible for predicting the pattern of stock index future spread and constructing high-frequency trading strategies through MATLAB programming. Worked as an intern in the Quantitative Investment Department of Fullgoal Fund, mainly responsible for predicting the pattern of stock index future spread and constructing high-frequency trading strategies through MATLAB programming.



Fullgoal Fund Management Company

• Quantitative Analyst Intern

  • Aug 2012 - Oct 2012

  Worked as an intern in the Research Department of Golden Peak Group, mainly responsible for analysing the rotation of stock price, bond price and commodity price, tracking international market of stock, bond, foreign exchange and futures, searching opportunities of spot and futures and cross-market arbitrage. Worked as an intern in the Research Department of Golden Peak Group, mainly responsible for analysing the rotation of stock price, bond price and commodity price, tracking international market of stock, bond, foreign exchange and futures, searching opportunities of spot and futures and cross-market arbitrage.