Kai Chen Email & Phone Number

Hong Kong

Chicago, Illinois, US

Chicago, Illinois, US

U.S. treasuries cash and futures; relative value statistical arb in basis and yield curve trades

Zurich, CH

Worked with equity derivatives team

Toronto, Ontario, CA

• Initiated a thesis research project "Investigate Predictabilities between Supply & Demand in the Securities Lending Market and the Stock Prices"
• Collaborated with securities lending team at Fidelity Canada, implemented machine learning models to analyze time-series data of securities lending and stock markets; identified lending demand and supply was a leading.

San Francisco, California, US

• Utilized transformers and cluster algorithms to extract the central meaning of 1 million published literatures; developed a visualization software to identify technology investment opportunities for venture capitals

CA

• Worked with Professor Yuri Lawrynshyn on "Using Reinforcement Learning to Price American Put Options"
• Developed a numerically accurate and stable American option pricing model using reinforcement learning on Monte Carlo simulated stock prices; presented the research at a conference at the University of Toronto

Charlotte, NC, US

• Portfolio Management: Conducted daily profit and loss (pnl) and mortgage payment behavior analysis, created securitization pools, and reported to management, to ensure a healthy performance of a CAD $28bn residential.
• Automation: Introduced and improved automation in daily work by utilizing VBA and MS Database, saving more than 50% of the time
• Quantitative Modeling: Engineered a pnl forecast model using market rates data, securities trading activities and historical portfolio performances, to allow more effective reporting and reduce variance between.

Toronto, Ontario, CA

• Worked at the Human Factor and Applied Statistics lab (HFASt) on "Classifying Driver cognitive Load Based on Psychological Data"
• Processed and cleaned more than 1 million psychological data points and predicted driver’s cognitive load using machine learning models; refined prediction accuracy to be above 90%, beating other literature and.
• Published the findings in an Association of Computing Machinery book chapter

Singapore, SG

• Performed Molecular Dynamics Simulation on single crystal Magnesium and investigate on the pressure-dependent defects formation and growth.

Master Of Science In Computational Finance (Mscf, Mfe), Quantitative Finance, Financial Engineering

Bachelor Of Applied Science In Engineering Science, Engineering Mathematics, Statistics, And Finance, Minor In Artificial Intelligence Engineering