Mengxin Xie Email & Phone Number

Shanghai, China

• Established and presented a stock delisting warning model based on binary-classification machine learning algorithms; analyzed and selected 97 financial indicators as indicator long list, trained model with samples.
• Executed backtesting for a five-level risk scoring model for stocks in Shanghai Stock Exchange
• Performed data extraction and cleaning using SQL to support team’s other daily work

Beijing, China

• Trained a LightGBM model in multi-factor stock selection strategy; increased back-test profit by 20% via rolling basis cross-validation; advised a Python module ‘Openbox’ to reduce training time by half
• Conducted backtesting for a Calendar Spread Arbitrage strategy using intraday high frequency data for CSI 300 index futures based on a model designed to explain the price spread

• Collaborated with Senior Manager to select 52 investment candidates from A share based on financial ratios reflecting companies’ profitability, activity, solvency and capacity to develop
• Completed a company analysis report for CASTECH Inc. (crystals and laser components supplier); arrived at three competitive advantages rooted in its management, product, and supply chain role
• Evaluated growth potential of Focus Media (advertising media) and constructed its DCF model

Master'S Degree, Risk Management And Financial Engineering

Bachelor'S Degree, Applied Mathematics, Investment Science And Finance Analytics, First Class Honor 3.7

•Core Subjects: Derivative Pricing, Algorithm and High-Frequency Trading, Machine Learning, High Dimensional Data Analysis, Financial.