Experience

Adaptive Investment Solutions, LLC

• United States
• Financial Services
• 1 - 100 Employee

• Quantitative Researcher Intern

  • Sep 2023 - Present

  Boston, Massachusetts, United States



Teacher Retirement System of Texas

• United States
• Government Administration
• 700 & Above Employee

• Quantitative Researcher Intern

  • Jun 2023 - Aug 2023

  Austin, Texas, United States 1. Uncovered relationships among Japanese alpha factors and stock returns by implementing Histogram Gradient Boosting model, selected 40 factors based on average feature gain 2. Conducted Factor Testing and chose 13 high-performing factors based on Information Coefficient and Fractile Analysis 3. Allocated risk budget for each factor and dynamically adjusted factor weights of linear factor model; Constructed beta-one portfolio by applying net leverage in the long side and short side… Show more 1. Uncovered relationships among Japanese alpha factors and stock returns by implementing Histogram Gradient Boosting model, selected 40 factors based on average feature gain 2. Conducted Factor Testing and chose 13 high-performing factors based on Information Coefficient and Fractile Analysis 3. Allocated risk budget for each factor and dynamically adjusted factor weights of linear factor model; Constructed beta-one portfolio by applying net leverage in the long side and short side, achieved annual IR of 1.5 in Backtesting Show less



China Everbright Bank

• China
• Banking
• 200 - 300 Employee

• Quantitative Risk Analyst Intern

  • Jul 2021 - Sep 2021

  Beijing China 1. Selected 7 candidate variables by Stepwise Selection and implemented a comprehensive scoring model to screen customers 2. Analyzed overdue repayment rates of different customer groups through Random Forest model 3. Predicted the probability of default for new clients employing Logistic Regression