●Oversee the strategy execution on different strategies such as Long-Short Credit, Convertible Arbitrage, Long-Only Equity ●Calculate quantitative risk metrics on portfolios such as Duration, Industry/Rating exposure, Beta and Greek Numbers using BarraOne and Bloomberg●Design and improve automated data process which collect market data and create fund reports using business intelligence tools●Cooperate with marketing team to attract new clients or maintain existing relationships by fulfilling ad-hoc fund analysis●Take on various quantitative projects from the management such as fund performance attribution, Smart-Beta portfolio construction

Used in-house model to calculate the credit default possibility on public companies and make valuation on corporate bonds and credit default swapParticipated in designing a new cloud generation of data production system and implemented with Amazon Cloud Programmed several in-house automation application that reduce the manual work significantly in production processCoordinated with Financial Engineering team and Quality Control team to solve escalated client support issues

Collect market ata from many data vendors such as Bloomberg, Reuters and clean and organize the data to fit in our EDF(Expected Default Frequency) model to help investors understand the credit risk from a quantitative perspective

Researched the industries in which the target companies concentrate in and wrote corresponding reportDouble checked and revised various documents made by full-time workersRevised the PowerPoint slides used for road showReceived the training of equity valuation organized by Citic and passed the corresponding exam