Yichen Xu is a M.A. Candidate in Mathematics of Finance at Columbia University.
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Financial Engineer InternShanghai Taoli Asset Management Ltd. Jun 2020 - Aug 2020Pudong, Shanghai, China• Developed an algorithm trading program using Python by the Dolphin Database API. The program can do the high-frequency trading with different frequencies in one day and output the transaction and holding records. Users cancustomize trading signals.• Designed and backtested the delayed synthetic future strategy, which uses stock index options to synthetize the futures and hedges the positions with the stock index futures. The strategy has a winning ratio of 0.45 and profit/loss ratio of 1.33 in the half year. It is overall profitable.• Observed and analyzed the abnormal phenomenon that the implied volatility reaches 0 and the negative time value of stock index options when they mature.
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Business Intelligence InternIqc-Insights Nov 2018 - Mar 2019China Shanghai• Code a web crawler using Python to collect market data from past 3 years on JD.com and conduct detailed analysis using Excel about market shares and segments, suppliers and customers and growth potentials for the meat industry • Collect relevant data from Wind Terminal and Eurostat, analyze swine flu’s impacts on the meat industry and major individual companies; give recommendations on adjustments to pricing and marketing strategies • Visualize and map latest developments of swine flu using Excel, prepare report for analytics and prediction results and present to management -
Private Equity InternChina Industrial International Trust Limited Jun 2018 - Sep 2018Shanghai City, China• Researched market data for battery and environment protection market segments and shares, suppliers and customers and growth potentials; analyzed trends and strategies and presented to management.• Developed quantitative models using logistic regression with R to select companies with good financial performance• Performed due diligence processes for one lithium battery company; analyzed funding options including transferring shares and issuing new shares and presented to management, resulting in $45mil investments. -
Personal Banking Dept. Intern中国银行 Jan 2018 - Mar 2018Shanghai, China• Participated in the closing of 12 auto loans totaling $2million through entering financial information from borrowers; assisted the risk manager in monitoring and following up on 40+ non-performing loans. • Assisted manager to make investing strategies for different people through their own IPS.• Researched market data for personal loan market segments, market shares, marketing approach and growth prediction; analyzed trends and strategies, prepared analysis report and presented to management. -
Private Equity InternChina Industrial International Trust Limited Jul 2017 - Sep 2017Shanghai City, China• Reviewed offering memorandums of 30+ companies in the environmental production industry; analyzed their products and services, business models, financial situations and risk factors; prepared analysis report. • Performed due diligence processes and valuated the company using DCF and comparable models and presented the results to management, resulting in $3mil investments.
Yichen Xu Education Details
Frequently Asked Questions about Yichen Xu
What is Yichen Xu's role at the current company?
Yichen Xu's current role is M.A. Candidate in Mathematics of Finance at Columbia University.
What schools did Yichen Xu attend?
Yichen Xu attended 美国哥伦比亚大学, Shanghai University Of International Business And Economics.
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