Jun Geng Email & Phone Number

Chicago, Illinois, Us

1. Leading company’s quant team; Supervise interns and traders to conduct trading, develop new trading ideas, implement new trading strategies.2. Monitor trading activity and develop tools to help managing trading risks.3. Implement trading strategies in both low latency and high frequency trading platform. Implemented a HFT system 100% by myself in three month, reduced latency by 90%. (With external feeds and gateways)4. Constantly initiate and implement new trading ideas to explore new trading opportunities and improve profitability.

Us

1. Initiated new trading ideas and co-implemented the trading algorithm to successfully trade new products.2. Co-designed and implemented a trading strategy with sophisticated statistical model to trade a wide range of products. This frame work became the central component of the group's risk management and profit source.3. Conduct trades, monitoring trading algorithm, risk management, report PnL.

Us

1. Developed tools to analyze production trading logs, improved profitability of trading strategies from investigating the logs.2. Proposed and implemented a novel machine learning model, which are being used in variety of strategies in the group, to improve the profitability of the trading strategies.3. Designed and implemented a key class, which is widely used in almost every strategies in the group, to improve the trading volume and profit.4. Implemented a fully automated trading software to successfully trade new commodity futures.