Siyi Chen Email and Phone Number

• Engineered automated neutral-portfolio optimizer with PCA, Barra multi-factor, and cointegration methods to target higher portfolio annual trading returns under controlled index tracking error • Built Bash-Python systems to automate hedging with future, stock-borrowing, and swap-contracts. Coded algorithms that optimize instrument selection, rollover, and arbitrage. • Led strategy capacity analysis on trading algorithm by grid search and back test, guiding partnerships with derivatives platforms and futures brokers to refine trade coverage and costs.• Spearheaded roadshows and business development in proprietary equity products, securing lowered trading costs

• Optimized trading strategies and designed risk controls for high-frequency of index-enhanced and market-neutral portfolios. Used order book analysis, feature engineering, and machine learning to upgrade trading/risk-control strategies• Co-developed parent-order trading system, enabling flexible control over individual trading in multiple time periods• Designed real-time order life cycle capturing algorithm generating high frequency factors including competitors’ count and speed• Conducted feature engineering in order book and transaction data streams to develop trading and risk strategy upgrades

• Drafted and reviewed IPO prospectus for a semiconductor company's IPO on Shanghai Science and Technology Innovation Board.• Delivered financial analysis and peer research with Data Terminal API. Contributed to the completion of sections on prospectus• Performed due diligence investigations, financial data organization, and meeting presentation preparation for companies transitioning from the Main Board to the STAR Market