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

Worked with equity derivatives team

• 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 indicator of stock price movements

• 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

• 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

• 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 mortgage portfolio• 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 estimated and actual pnl

• 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 benchmarks• Published the findings in an Association of Computing Machinery book chapter

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