In charge of quantitative investment and research, leading quantitative research team, managing quantitative strategies with a total AUM of 3 billion RMB covering various risk characters with quantitative long-only strategy, quantitative long-short portfolio, quantitative dynamic hedging portfolio (i.e., factors and market timing models), CTA and all-weather portfolio.

Lead Private Equity/Venture Capital investment team covering fields of high-tech civil-military integration industry (Aerospace, high-speed railway), TMT (FinTech, Medical Tech, Consumption Tech, AI ect.), new energy and smart grid. As team leader, I invested projects including China Aerospace Satellite Telecomm Corp (2 Billion RMB), NARI-Technology (1.26 Billion RMB)，China Telecomm and Aerospace Fund (4 Billion RMB).

Lead quantitative research on factor investing, portfolio management and portfolio analytics within Quantitative Investment Strategy division of Goldman Sachs Asset Management (GSAM). I managed quantitative Active (Smart) Beta funds with total AUM exceeding 15 billion USD.

• Built equity predictive models based on intraday market data, real time trade and quote data, news and blogs. • Developed systematic trading strategies and back-tested the performance of the strategies.

Built machine learning and statistic learning model to predict demand from multi-channels (offline and online consumer behavior data) and designed national logistic solutions that increased matching of demand and supply. Implementation of the project saved 31% of Amazon national logistic cost.

• Performed data analysis for the liquidity of marketplace, identified key attributes to improve the liquidity• Formulated a mathematical model and provided theoretical development for yield optimization of display advertising• Designed and implemented a fitting and machine learning algorithm for the bid landscape