▪ Traced minute-level and Tick-level Future market price changes, researched 60 mid and high frequency trading alphas based on price actions (such as market incision and quantization trend), and developed trading strategies▪ Eliminated alphas that provide duplicated information , searched best parameters for all alphas based on different data, and provided C++ codes code for quantitative trading team to conduct trading model design▪ Improved the quantity and quality of factor database remarkably: annual return reached 18% for five years; the information coefficient of index futures reached 20%; turnover rate decreased by 20%; sharp ratio reached 1.5

▪ Developed and implemented an intra-day trading strategy by systematically selling out-of-the-money short-tenor (weekly expiry) equity options and gaining the embedded premium when options expired

• Extracted customers’ data for department and conducted financial planning report about daily changes of numbers of customers, daily transactions on apps, daily transactions with excel on each channel for senior team members• Gathered financial data of similar products from competitors weekly, estimated potential impact to the product of bank and risk of losing customers, analyzing customers’ behavior, and constructed interest rates for products

• Reviewed 200+ customers’ financial information and assisted to make decisions of the mortgage application, based on customers’ credit score, saving, mortgage, equity• Served 2000+ clients and ensured complete and proper documentation of all banking transactions