Equity Quant Research

CLO Research & Strategy• Write weekly and ad-hoc research on CLO market and discuss with clients regularly. Use SQL, R, and Python to query and aggregate data. Synthesize and visualize insights and pitch relative-value trade ideas. (Sample Topics: 2023 CLO Market Outlook, CLO Manager Scorecard, CLO Collateral, CLO Relative Value, etc)• Automated monthly analysis and dashboard visualization of secondary CLO trading activity and volume using R. Reduced 4 hour manual process to 8 minutes code runtime.Forecasted 30-day relative value between spreads of CLOs and other spread products using ARIMA.• Identified 5 most significant factors that influence CLO BBB and BB tranche prices using Random Forest and Boost.

US Economics Research Desk• Forecasted Owner’s Equivalent Rent (OER) trends during Covid-19 for Top 10 metro areas in Q4 2021 and 2022.• Fitted Least Squares Regression model to test that NAIRU and the Zillow Rent Index lead OER in metro areas.

• Predicted errors in several video quality KPIs such as Video Start Failure, Rebuffering Ratio, etc using Logit, Random Forest, and Conditional Tree models. Produced model with 80.43% error prediction accuracy.• Used Stepwise Regression to reduce 96 variables and refine model with 0.88 R-squared.

• Created time-triggered Excel tool with VBA that transfers current week data into archived data and included filters and search capabilities for easier navigation. • Conducted research on current Cisco accounts' security portfolio using databases such as Salesforce and Hoover for sales team.• Constructed and updated organizational chart for Cisco's CenturyLink account for transparency and more effective communication.Overall, I added value by creating Excel VBA tools, research reports, and charts that saves time for the team.

AEM 2010: Spreadsheet Analysis

• Analyzed historical economies, culture, and architecture data during the Japanese occupation of Taiwan to find correlation between Japanese policies and current Taiwanese policies on land and economic regulation.• Contributed to classified government research report on Japanese infrastructures and their influences on Taiwan from 1997 to present, focusing on the Office Building of the President. The report (set as classified on December 2017) stated government urban planning projects from year 1997 to 2050.

• Conducted competitor and social media analysis for a technology industrial startup Nectr.• Congregated companies’ data into pivot table, using SQL and databases such as Hoover.

• Arranged donations worth $10,700 from Microsoft and $1,430 from AT&T through partnership and matching hours, and secured annual donations from Microsoft and monthly donations from AT&T.• Introduced QuickBooks accounting system to better allocate resources and evaluate effectiveness of funds.