Wenjun Chen Email & Phone Number

• Predicted the value of Bitcoin in 2030 based on three factors (Store of value, Medium of exchange and Unit of account) by calculating coefficients between BTC and factors and predicting path of factors using Monte.
• Developed trend following trading strategy for BTC with trading signals based on time series analysis, and classified trading signals using K-means methods by Scikit-learn package, with the result of 140% annual return.
• Conducted due diligence for start-ups on historical and projected financial performance, existing and potential risks, financing structures, and business operation performance with OM (Offering Memorandum)
• Estimated sales multiples for company valuation by benchmarking against the performance of more matured comparable companies with additional consideration of firm-specific factors
• Performed data visualization using Matplotlib and wrote daily analysis report for senior managers

Shenzhen, Guangdong, China

• Assisted in developing and delivering weekly risk reporting for senior management and stakeholders, including analysis and commentary, ensuring risk issues are well understood and presented transparently
• Processed and analyzed all risk measures including limits, exposures, economic risk capital (ERC), risk-based P&L and VaR
• Conducted stress test for portfolios with respect to S&P 500 index, simulated using Jump-Diffusion model
• Estimated default probabilities of corporate bonds based on CDS spread and adjusted the value of portfolio consisting these bonds with credit value adjustment

Hong Kong SAR

• Conducted technical analysis mainly using Wave Theory and technical indicators such as Bollinger brands, MACD for LLG(Local London Gold) and performed simulated trading using MT4 based on the analysis
• Collected essential economical information such as unemployment rate, FOMC(Federal Open Market Committee) meeting, EIA(Energy Information Administration) report and report to manager periodically
• Developed new trend following trading strategy based on the experience of conducting technical analysis and performed backtesting with past 15 years data and more than 20 different financial assets using MATLAB, with.

Hong Kong SAR

• Extracted daily relevant data such as cancer mortality rate in Hongkong from AIA’s database using MySQL
• Identified 6 driving factors to AIA’s profit and revenue by collecting internal and external data, and building regression models using Python with forecasted details in market expansion plans
• Led a team of 10 to conduct various marketing researches on Life Insurance and Critical illness Insurance and presented findings periodically with suggestions proposed on product features and marketing campaigns to.

Master Of Science - Ms, Finance, General, 3.4

Projects: Performed dynamic hedging with respect to Greeks (Delta, Gamma, Vega) for a portfolio consisting of a gold future and several.

Bachelor'S Degree, Finance, General, 3.4

Exchange Study, Economics, 3.4