Experience

Harvest Fund Management

• China
• Capital Markets
• 200 - 300 Employee

• Portfolio Manager

  • Dec 2014 - Present



Wilshire

• United States
• Financial Services
• 200 - 300 Employee

• Analyst

  • Jun 2012 - Sep 2012

  ● Learned term structure factor models, such as arbitrage models, principal component models, spot rate models and polynomial models. ● Tested the fixed income term structure models. Wrote script and back tested the fixed income term structure models in Axiom with the recent 5 years’ historical data in both US market and the world market using Matlab, Excel and Axiom. ● Wrote script and back test the GR6 and Global Credit risk model in equity market with the recent 5 years’ historical data in US market. ● Contacted and communicated work progress with other team members to absolutely meet the timeline. Show less



Industrial and Commercial Bank of China

• China
• Banking
• 700 & Above Employee

• Analyst

  • Aug 2009 - Aug 2011

  ● Developed plug-in module with R&D team to facilitate the work of operations and service departments. ● Supervised and managed the operation and maintenance of the information system and responsible for solving random problems. ● Data analysis based on the historical data from the E-Bank system to value the performance of the system in Excel. ● Designed a new ATM management system, developed a database of all the operating information of Hangzhou ATMs(around 1000), and applied most useful statistic and analysis method in daily work. Show less