Experience

Pionex US

• United States
• Financial Services
• 1 - 100 Employee

• Risk Analyst

  • Jul 2022 - Present

  Pionex is the first cryptocurrency exchange with multiple quantitative 24/7 trading bots as its main business and automatic options trading system, Astria, as its secondary business • Retrieve option transactions information by SQL, spot check for abnormal results in balance sheets of options. Found 3 bugs in Astria, wrote, and published the impact analysis report within the company, and corrected $22,950 PNL of live options and corrected $3,000 PNL of hedge after repairing • Understand the fund flow of different option products and explain the details to the accountant when the number of cryptocurrencies in the balance sheet does not match the number in the account. Successfully resolving the difference of accumulated 500,000 USDT, 3000 LRC and 180 ETH • Learn to read the code, study the code of Astria system based on the BS model, meeting with 3 traders every week to share my findings, and teach them the data calculation of the system • Completed a unit test of 10 cases based on BS model in Python to test the accuracy of Astria's option exercise, pricing, settlement, and accuracy of delta • Complete daily risk management reports, calculate and record the settlement amount and premium of options by BS model and VaR of live option in Excel, summarize the option system operation and crypto market conditions Show less



JPMorgan Chase & Co.

• United States
• Financial Services
• 700 & Above Employee

• Quantitative investment Intern

  • Dec 2021 - Jan 2022

  - Assisted in analyze whether the three indexes have calendar effect by establishing dummy variables and ARCH model in Excel, and calculated the average rise and rise probability - Calculated the excess returns and performance trends of a 68-stock strategy compared with the CSI 300 index since 2020 in Excel - Used Google's historical stock price to build a Fama-French 3 factor model - Collected five industries with the biggest rise and fall since the Spring Festival resumed trading, MSCIA index data, lifting data, weekly margin data, and made charts according to their trends Show less



Yuan Capital Asset Management Co. Ltd

• Zhejiang, China

• Investment Research Intern

  • Jan 2021 - Mar 2021

  ● Assisted analysts to create models, analyze stocks and convertible bond markets, summarize potential reasons for sector fluctuations, and project future performance by combining macro and micro considerations ● Completed an investment research report by conducting extensive VaR models, stress tests and back tests, report was approved by fund manager yielding a 4% annual return in the downturn of stock market ● Assisted in tracking and monitoring daily net value of 34 funds managed by private equity companies, and collaborated with investment research teams by providing requested financial data for modeling purposes Show less



China Merchants Securities Wenzhou Branch

• Zhejiang, China

• Wealth Management Intern

  • Nov 2020 - Jan 2021

  ● Created VaR models and stress tests, researched and screened excellent funds, and reported funds’ performance to consultants, four funds were picked by investment consultants ● Assisted three companies in signing pledge contracts and writing due diligence reports, and successfully applied to headquarters for equity pledge services ● Attended daily morning meetings, participated in group discussion with other 7 members, responsible for summarizing stock market movements, recent trends in various industries and future projections Show less



Huaxia Bank Wenzhou Branch

• Zhejiang, China

• International Settlements Intern

  • Jul 2020 - Aug 2020

  ● Assisted in review of 157 items associated with import and export trade background information, screened 157 items of cross-border transaction improving money laundering risk management ● Established Excel forms and helped department head increase working efficiency by 35% ● Reviewed 1,500+ documents under export L/C and collection items independently and proposed revision plan for 30+ documents with inconsistent information to instructor ● Assisted in review of 157 items associated with import and export trade background information, screened 157 items of cross-border transaction improving money laundering risk management ● Established Excel forms and helped department head increase working efficiency by 35% ● Reviewed 1,500+ documents under export L/C and collection items independently and proposed revision plan for 30+ documents with inconsistent information to instructor



China Export & Credit Insurance Corporation

• Wenzhou, Zhejiang, China

• Sales Intern

  • Jul 2018 - Aug 2018

  Assisted instructor to organize promotion meetings and Q&A sessions for export credit insurance products, successfully closed 2 credit insurance contracts Assisted instructor to organize promotion meetings and Q&A sessions for export credit insurance products, successfully closed 2 credit insurance contracts