Optimize strategy and portfolio allocation.

Conduct research using large datasets; designing trading models; building low latency liquidity taking or market making strategies.Provide high trading volume for different crypto exchanges.Coding, testing demo and writing explanation doc for a launching crypto trading product.

Develop, backtest and run automated trading strategies across commodity futures, do related researches and creating supporting tools.Sharpe Ratio: 8-10

Empirical Study on VaR and CVaR: Evaluated VaR and CVaR of CSI 300 Index using historical method, variance-covariance method and Cornish Fisher expansion using Matlab and discussed strengths and weakness of each methodAnalysis on People’s Investment Willingness in 2015: Led a team of four RAs on quantitative research for CCTV: Everyone’s Voice, Everyone’s Life 2014-2015; built and tested regression models using Stata to analyze the relationship between investment orientations and macroeconomic indexesStatistical Modeling Research on Incomplete Data of Atmospheric Particulate Matters: Built a linear model and conducted multiple linear regressions with SPSS and Bayesian estimation with R language to figure out the relations between indexes like PM10, PM2.5, and calculate the predicted value of missing data

Financing Project: built DCF model to evaluate corporation values using Excel; conducted bottom-up research on fundamentals of target companies under coverage, based on growth potential, company strategy and financing opportunities; designed presentation materials prepared materials for associatePreferred Stock Project: Reviewed and analyzed financial statements and historical transaction data to assess the risk in issuance process of preferred stock for multiple corporate clients; built Bloomberg formulae to monitor daily preference share prices and analyzed the risk exposureAlternative Investment Project: Built grading models of industries, products and countries to allocate insurance fund using Excel(VBA) and studied various types of financial derivatives and investmentsAsset Allocation Project: Monitored industry trends, calculated industry average ratios, collected macroeconomic indexes and analyzed the effect of economic policies

Organized customer data information and provided consulting services on financial productsEstimated customer risk tolerance and repaying capability to support lending decisions

Taught IELTS and corrected students’ homework; honored as Excellent Teaching Assistant