Lin Xu Email & Phone Number

Toronto, Canada Area

Research Intern at Portfolio Construction Group• Conducted research on equity tail risk by collecting data from Bloomberg, identified equity drawdowns from qualitative (economic rationale) and quantitative (statistics distributions) perspectives• Developed a static multi-currency basket from G10 currencies to provide more cost-effective risk mitigation in equity tail events than a single currency basket (USD alone), built the static currency model in Python using Pandas, NumPy, Matplotlib etc.• Constructed a dynamic multi-currency basket to improve risk efficiency by incorporating rolling window and price momentum strategy in Python• Conducted sensitivity analysis by adjusting weight of currency basket on the equity and size of rolling window, and conducted back testing on dynamic multi-currency basket, which provides more than 20% protection of equity performance in drawdown markets

Beijing City, China

• Analyzed the residual stock in an A-Shares market with long-term no report from 2005 to 2016 by applying statistical methods in R; tested ‘stock with long-term no report’ could be a factor for real alpha in an A-Shares market• Evaluated five indexes’ (SSE50, CSI100, CSI300, CSI500 and CSI800) from return, liquidity and risk perspectives and analyzed each index’s historical data in Excel; found CSI500 as underlying index for RQFII ETF in Europe

Beijing City, China

• Consulted with clients to determine their financial needs and discussed financial planning options; collaborated with the supervisor to achieve and exceed organizational goals by 10%• Conducted research on trading rules for main-board market and second-board market; presented reports for customers to provide supplementary trading strategies

Master'S Degree, Financial Risk Management

Bachelor Of Science (B.Sc.), Mathematics Application In Economics And Finance; Statistics