Experience

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  Springs Capital

  • Beijing, China

  • Derivatives and Risk Management

    • May 2022 - Present
    • Beijing, China

• 

  Qontigo

  • Greater New York City Area

  • Director, Quantitative Analytics

    • Apr 2019 - Mar 2022
    • Greater New York City Area

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  Axioma Inc.

  • Quantitative Pricing Manager

    • Apr 2018 - Apr 2019

    Constructing analytics for pricing financial assets such as derivatives using closed-forms, Monte Carlo methods, tree or lattices, including parameter calibrationBuilding analytical models for simulation of financial factorsImplementing models and analytics in industrial strength software systems using latest development technologiesHelping client services in diagnosing issues and applying financial engineering skills to figure out appropriate workarounds

  • Quantitative Pricing Analyst

    • Feb 2016 - Mar 2018

• 

  Johns Hopkins University

  • Baltimore, Maryland Area

  • Teaching Assistant for Risk Management (EN 550.446)

    • Aug 2015 - Dec 2015
    • Baltimore, Maryland Area

    Held TA sessions and office hours for discussion on risk management, promoting academic presentations and communication between professor and studentsGraded homework and exams

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  FXDD

  • New York, NY

  • Sales&Trading Summer Intern

    • Jun 2015 - Aug 2015
    • New York, NY

    Supported trading group for data report and technical analysis, answered customers’ questions about trading with familiar manipulation of trading platform and various kinds of orderSupported sales group, processed account application, deposit, redemption and information update request from customers in the platform of FXDD internal system, documented sales activity in CRMAnalyzed financial report, economic data release and news, and updated post on social media of FXDD with cooperation with marketing team and Percolate agent

• 

  Citi

  • Beijing City, China

  • Relationship Associate Intern

    • Oct 2013 - Nov 2013
    • Beijing City, China

    Analyzed credit and equity of MME clients (medium-sized enterprises), and updated clients’ loan card information in Citibank’s electronic systemSupported four relationship managers to communicate with clients for further business, and monitored borrowers’ files to pass annual inspection of Citibank

• 

  Bank of China

  • Beijing City, China

  • Risk Management Intern

    • Aug 2013 - Oct 2013
    • Beijing City, China

    Promoted POC (Proof of Concept) and correlation model development in Measurement of Economic Capital Model and System Project, one-year project in cooperation with IBMConducted proof of model theory and Monte Carlo algorithm applied in project, and presented relative framework to 15 team membersPerformed other comprehensive tasks such as data collection, meeting preparation, and contact with partners from IBM Corporation and China Banking Regulatory Commission