Amelia (Yueting) Wu, Cfa Email & Phone Number

Menlo Park, CA, US

Northbrook, Illinois, US

• Developing random forest, LBGM, neural network and LSTM model for stock market direction prediction with Python
• Built and optimized new quantitative model for high quality minimum variance strategy with R
• Manipulated, analyzed and visualized accounts data from databases and APIs with SQL and R; also performed data cleaning and data pre-processing
• Developed web portal applications for data visualization and presentation, created advanced dashboards for real time model results and portfolio monitors providing insight into past performance and future trends
• Worked collaboratively across investment, research, IT, sales, marketing and other departments
• Responded to a variety of on-demand analytical requests as needed by clients

Northbrook, Illinois, US

• Conducted time series regression analysis in R, built dynamic pairs trading strategy for yield curve and relative value trades with parallel computing
• Developed and implemented new convertible bond model and credit default risk model for corporate bonds
• Responsible for reporting for the fund data dashboard on a weekly, monthly and quarterly basis
• Managed collateral and margin requirements for futures and credit derivative positions

Northbrook, Illinois, US

• Build both contemporary explaining and leading forecasting time series factor models for high yield bond excess return
• Use overlapping time series regressions to make efficient use of limited data and non-overlapping regressions to ensure consistent regression results. Compare OLS and Robust regression results, and improve the model.
• Back test momentum and reverse trading strategies, and test 200 equity technical indicators including market breadth indicator. Test feasible indicator thresholds and trading timing, present test results using both.
• Develop a new market neutral strategy for Leveraged ETF pairs trading independently. Simulate equity curves for each strategy based on historical data as well as simulated data covering financial crisis. Test.

Beijing, CN

• Working as an intern
• Introducing financial product to customers
• Help customers to choose the most suitable financial product based on specific condition
• Ninety percent customers are highly satisfied with recommendation

Master'S Degree, Computational Finance And Risk Management

Ba&Bs, Finance & Mathematics

High School Diploma