PhD student in financial mathematics at LSE. Interest in systemic risk, credit risk and machine learning methods applied in risk managements. Feel free to contact me : J.Cheng16@lse.ac.uk
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数据分析员工商银行 Jul 2020 - Jun 2022中国 北京市 西城区 -
Summer Intern, Department Of Asset ManagementHuafu Securities Co., Ltd., Regional Office Of Central China Jul 2017 - Sep 2017Wuhan, Hubei, China• Conducted an in-depth study about ABS, and constructed three ABS promotion slides for HuaFu Securities' ABS products, which introduced four cooperation projects with JD.com (NASDAQ: JD), Industrial Securities Co Ltd (SHA: 601377) to potential clients, which helped our company to successfully issue first housing mortgage-backed security with the largest product scale in the Chinese ABS market on 23rd August.• Updated the spread sheets from branches in three provinces and the regional… Show more • Conducted an in-depth study about ABS, and constructed three ABS promotion slides for HuaFu Securities' ABS products, which introduced four cooperation projects with JD.com (NASDAQ: JD), Industrial Securities Co Ltd (SHA: 601377) to potential clients, which helped our company to successfully issue first housing mortgage-backed security with the largest product scale in the Chinese ABS market on 23rd August.• Updated the spread sheets from branches in three provinces and the regional spread sheets every day. Show less -
Summer InternChina Galaxy Securities Co., Ltd. Jul 2016 - Aug 2016Wuhan, Hubei, China• Participated in a 3-day training of futures and options held by Shanghai Stock Exchange.•Opened over 60 trading accounts for clients, sold financial products to over 20 clients within one month, constructed presentation slides for morning meetings.• Reconstructed a traditional multi-factor stock-picking model by adding a sentiment factor, where principal component analysis was applied to generate the sentiment factor from 6 selected factor, applied MATLAB to conduct 3 back-tests where… Show more • Participated in a 3-day training of futures and options held by Shanghai Stock Exchange.•Opened over 60 trading accounts for clients, sold financial products to over 20 clients within one month, constructed presentation slides for morning meetings.• Reconstructed a traditional multi-factor stock-picking model by adding a sentiment factor, where principal component analysis was applied to generate the sentiment factor from 6 selected factor, applied MATLAB to conduct 3 back-tests where superior group achieved 151.823% of market average return while inferior group achieved 66.285% on average, showing the significant differentiating ability of the model. Show less
Jun Cheng Skills
Jun Cheng Education Details
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Financial Mathematics
Frequently Asked Questions about Jun Cheng
What is Jun Cheng's role at the current company?
Jun Cheng's current role is M.Phil/PhD student in mathematics at LSE.
What schools did Jun Cheng attend?
Jun Cheng attended London School Of Economics And Political Science, The London School Of Economics And Political Science (Lse), 武汉大学.
What skills is Jun Cheng known for?
Jun Cheng has skills like Matlab, R, Microsoft Office, C++.
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