Senior Specialist, Market Risk Management Department

• Jul 2021 - Present

Research Assistant, Money and Banking Department

• Mar 2020 - Jul 2021

• Calibrated the parameters of LFM and LSM under the assumptions of constant volatilities and correlation coefficients. • Priced callable range accrual linked to CMS spread by simulated forward swap rate under the Least-Square Monte-Carlo simulation approach. • Used the CPU multiprocessing and the Numba package of Python to speed up the pricing simulation process. • Calibrated the parameters of LFM and LSM under the assumptions of constant volatilities and correlation coefficients. • Priced callable range accrual linked to CMS spread by simulated forward swap rate under the Least-Square Monte-Carlo simulation approach. • Used the CPU multiprocessing and the Numba package of Python to speed up the pricing simulation process.

Off-Cycle Intern, Alternative Investment Department

• Jan 2021 - Jun 2021

• Updated daily routine market performance reports including REITs indices, TWD rates, USD rates, and volatilities. • Summarized daily news about the topics of REITs, offshore wind power, and solar energy. • Collected and merged daily transaction reports automatically by VBA. • Updated daily routine market performance reports including REITs indices, TWD rates, USD rates, and volatilities. • Summarized daily news about the topics of REITs, offshore wind power, and solar energy. • Collected and merged daily transaction reports automatically by VBA.

Summer & Off-Cycle Intern, Derivatives Investment Department

• Jul 2020 - Jan 2021

• Implemented web crawlers to update relevant 60+ ETFs data from 6 investment trust APIs automatically by Python and SQL. • Implemented web crawlers to search the specific important information keywords of stocks and sent the outlook mail notification automatically by Python. • Used the “Backtrader” package framework of Python to backtest the long-short beta trading strategies and showed the performance results. • Implemented web crawlers to update relevant 60+ ETFs data from 6 investment trust APIs automatically by Python and SQL. • Implemented web crawlers to search the specific important information keywords of stocks and sent the outlook mail notification automatically by Python. • Used the “Backtrader” package framework of Python to backtest the long-short beta trading strategies and showed the performance results.

Off-Cycle Intern, Web Crawler Team

• Dec 2019 - Mar 2020

• Implemented a web crawler for collecting relevant Judicial Yuan’s keyword results to adjust our clients’ credit scores by Python. • Used the Selenium package of Python to log in to the 50+ university student information systems automatically for profile identifications. • Launched regular personal presentation of FinTech news and subjects such as Digital Currency Electronic Payment (DCEP) in China. • Implemented a web crawler for collecting relevant Judicial Yuan’s keyword results to adjust our clients’ credit scores by Python. • Used the Selenium package of Python to log in to the 50+ university student information systems automatically for profile identifications. • Launched regular personal presentation of FinTech news and subjects such as Digital Currency Electronic Payment (DCEP) in China.