Experience

8 Blocks Capital

• Hong Kong
• Financial Services
• 1 - 100 Employee

• Quantitative Trader

  • Jun 2022 - Present

  • Helped developing several quantitative market-neutral market making strategies using proprietary techniques and state of the art trading algorithms • The strategies are built on top of low latency robust infrastructure, co-located with various spot and derivatives exchanges • Helped developing several quantitative market-neutral market making strategies using proprietary techniques and state of the art trading algorithms • The strategies are built on top of low latency robust infrastructure, co-located with various spot and derivatives exchanges



Morgan Stanley

• United States
• Financial Services
• 700 & Above Employee

• Capstone Project - Systematic Momentum Trading on Crypto Currency

  • Feb 2022 - May 2022

  • Built systematic momentum strategy backtesting framework using Python on crypto market • Did parameters optimization base on validation results • Built systematic momentum strategy backtesting framework using Python on crypto market • Did parameters optimization base on validation results



BlackPine

• Venture Capital and Private Equity Principals
• 1 - 100 Employee

• Research And Development Intern

  • Jan 2022 - May 2022

  • Conducted in-depth fundamental research and generated actionable investment ideas • Interacted with Solidity smart contract to retrieve NFT data and did data analysis using Python • Resulted in US$2M seed round led by Animoca Brands • Conducted in-depth fundamental research and generated actionable investment ideas • Interacted with Solidity smart contract to retrieve NFT data and did data analysis using Python • Resulted in US$2M seed round led by Animoca Brands



HKUST Crypto-Fintech Lab

• Hong Kong
• Financial Services
• 1 - 100 Employee

• Quantitative Researcher

  • Sep 2021 - May 2022

  • Used collaborative filtering, sparse index tracking, featured optimizer to do indices tracking and enhancement • Retrieved on-chain data by interaction with Solidity and analyzed historical transaction data using Python • Helped developing Python backtesting framework regarding index, theme investment strategies • Helped developing recommendation algorithm of portfolios or strategies to investors, based on backtesting results • Used collaborative filtering, sparse index tracking, featured optimizer to do indices tracking and enhancement • Retrieved on-chain data by interaction with Solidity and analyzed historical transaction data using Python • Helped developing Python backtesting framework regarding index, theme investment strategies • Helped developing recommendation algorithm of portfolios or strategies to investors, based on backtesting results



KPMG China

• Hong Kong
• Financial Services
• 700 & Above Employee

• KPMG Advisory Summer Intern

  • Jul 2020 - Aug 2020

  • Organized and analyzed the information of target companies, investigated, and inspected financial status of the companies, got familiar with the M&A process, and put forward feasible financial suggestions • Completed the information collation and analysis of the annual report and IPO prospectus of listed companies in the target industry, and build the valuation model • Organized and analyzed the information of target companies, investigated, and inspected financial status of the companies, got familiar with the M&A process, and put forward feasible financial suggestions • Completed the information collation and analysis of the annual report and IPO prospectus of listed companies in the target industry, and build the valuation model



HKUST Business School

• Hong Kong
• Higher Education
• 100 - 200 Employee

• Undergraduate Research Assistant

  • Sep 2019 - May 2020

  Supervisor: Prof. LI, Yao, Professor of Department of Economics, HKUST • Examine the economic behavior of different types of firms, e.g., indigenous firms and foreign-invested enterprises (FIEs), in China, analysis by comparing Chinese firms with those from other countries and do quantitative analysis at a global level • Data mining/analysis, data collection and literature review Supervisor: Prof. LI, Yao, Professor of Department of Economics, HKUST • Examine the economic behavior of different types of firms, e.g., indigenous firms and foreign-invested enterprises (FIEs), in China, analysis by comparing Chinese firms with those from other countries and do quantitative analysis at a global level • Data mining/analysis, data collection and literature review



China Minsheng Banking Corp.ltd

• China
• Financial Services
• 700 & Above Employee

• Investment Banking Summer Intern (Cross-border M&A)

  • Jun 2019 - Sep 2019

  • Carried out industry research and financial analysis on target company and industry • Compiled financial due diligence reports for the Credit Granting process • Carried out industry research and financial analysis on target company and industry • Compiled financial due diligence reports for the Credit Granting process



HKUST Business School

• Hong Kong
• Higher Education
• 100 - 200 Employee

• Undergraduate Research Assistant

  • Sep 2018 - Feb 2019

  Supervisor: Prof. FONG, YUK-FAI, Professor of Department of Economics, HKUST• Assistant work in the published paper Label the Divorced: A repeated- Game Analysis on (Re)Marriage Market with Community Enforcement• Apply the theory of Repeated Games, Collect data on couple composition in the marriage and remarriage markets, Identify evidence to support or invalidate theoretical predictions

• Undergraduate Research Assistant

  • Jun 2018 - Aug 2018

  Supervisor: Prof. LIN, YATANG, Assistant Professor of Department of Economics, HKUST• Data collection and cleaning, Literature review, Data Analysis using STATA