Rey Zong Lei,Frm Email & Phone Number

Greater Boston Area

• By combining big data, machine learning and cloud computing, we have developed a fully automated artificial intelligence investment network capable of self-evolution
• The AI investment network can provide both classic trading strategies and alternative trading strategies. Core technologies include: policy network, neural network, reinforcement learning, supervision machine learning
• We currently provide both App and API for institutional and retail investors to automate the whole investment process, including analyzing mass data, making investment decisions, trading and risk reporting ​
• Websites: https://www.ainvest.io/eng

Greater Boston Area

• Worked with research analysts, portfolio managers, and traders from the Global Asset Allocation team on a daily basis to assist in their investment processes
• Focused on the development, implementation and management of multi-asset class portfolios including Dynamic Asset Allocation Funds, Absolute Return Funds, Age-based Retirement and College Savings funds
• Assisted analysts in the research process including the execution of various short-term analysis projects
• Built and updated tools and models using a wide variety of spreadsheet, statistical analysis, and database software applications; tools and models range from individual security analysis to top-down econometric modeling
• Created spreadsheets and other documents that effectively communicated key investment positions and risks to team

Greater St. Louis Area

• Built automatic portfolio rebalancing algorithm to optimize risk-adjusted return, modified threshold rebalancing ranges and frequency. Validated through historical test and Monte Carlo simulations and tracked Sharpe.
• Worked closely with associates. Delivered a one-hour presentation and proposed portfolio rebalancing recommendations to the department of Investment Advisory and Portfolio Construction. The project received high.

Plano, TX

• Formulated a predictive statistical model to forecast daily volume of mortgage origination, adopted Time Series, Stepwise and Principal Component Regression to improve prediction accuracy and test robustness
• Evaluate open source and internally-developed modeling and analytics tools using real business data
• Integrate internal data with external data sources and APIs to discover actionable insights
• Design and craft rich data visualizations to extract insights and communicate stories to customers and company leadership

Shanghai City, China

• Created a cross currency arbitrage strategy taking advantage of different market liquidity conditions, adopted time series method to predict future liquidity risk based on Liquidity Adjusted VaR

Beijing City, China

• Assisted team with SEOs of China Modern Dairy Holdings and China National Salt Industry Corporation, prepared material for presentations and attended team meetings
• Performed financial modeling and created dynamic three statements, discounted cash flow and trading comparables valuation

Shanghai City, China

• Researched on interest rates of interbank market, interest rate products, LIBOR scandal and the development of SHIBOR

Master'S Degree, Master Of Science In Finance—Quantitative Track

• GPA improved after each semester with a maximum full GPA of 4.00 for the last semester • Degree qualifies for a Science, Technology.

Bachelor'S Degree, Economics(Major)/ Statistics(Minor)

Activities and Societies: Program Director of PKU TV Station• Accomplished the bachelor’s degree and the Statistics minor within 3 years.

Summer School, Economics, Gpa: 4.0/4.0