Mengxin Chen Email & Phone Number

Hangzhou, Zhejiang, China

Shanghai, China

Business Transformation Consultant in Finance, CPR, GBSIn providing consulting service for the large enterprises, I'm focuses on the area of financial process optimization, FSSC operation, financial transformation management, asset management etc.· A international trading companyDesign the framework of financial framework;Specialize in budegt/forecast.

Shanghai City, China

• Researched the event-driven strategies, e.g., what is the effect of dividends on the stock price? Also, predicted the probability of price rising after a stockwent ex-dividend by Logistic and Probit models.
• Responsible for the statistical summary of models of the company and calculated… Show more
• Responsible for the statistical summary of models of the company and calculated the net asset value, daily return, relevant weights of these products;wrote weekly reports of the performance of the stock market.
• Made PPT for monthly reports of all the products in the company, which summaries the performance of these products;
• Cooperated on collecting, analyzing and updating various kinds of data; be good at using SQL Server and researched the methods of data-cleaning. Show less

Shanghai

• Researched the Alpha stock selection strategy, and mainly tested potential patterns of stock markets; my designed alpha factors have an average annualreturn of 20% with a low turnover of 40%;
• Responsible for the daily maintenance and summary of Alpha strategies and wrote weekly reports of the performance of each strategy;
• Took part in the research of quantitative strategies for derivatives (mainly for the options), and made short strangle option strategies;
• Estimated the… Show more
• Estimated the trending of VIX by the GARCH-family models and the correlation coefficient was up to 76%; Show less

Master Of Science (Msc), Risk Management And Financial Engineering, Distinction

Activities and Societies: Dean List Core modules: Risk Management and Valuation, Financial Statistics, Financial Mathematics, Stochastic.

Master'S Degree, Economics, 2:1

Activities and Societies: Swimming Core modules: Macroeconomics, Microeconomics, Econometrics, Game Theory, Financial Market Economics.

Bachelor Of Science (Bsc), Economics And Finance, Distinction

Activities and Societies: Hiking Club Core modules: Macroeconomic Policy, Labour Economics, Applied Econometrics, Empirical Finance.