TikTok For Your Page Data Science Team, Research Group, focusing on experiment methods research and development (e.g. SCM, BSTS, two-sides market experiment) and A/B tests management and governance.

FOF investment

Multi-Asset Investment Department, mainly focus on equity and hedge fund (CTA, Alpha).1.Stock Index ETF and funds investment analysis2.Target Date Fund portfolio management3.Stock alpha quant strategies research

Portfolio management, including designing hedging plan and monitoring basis

Asset Allocation DepartmentDeeply involved in preparation of 3 FOF(1 private securities and 2 public). 1. Developing a TAA model, including Macro, Valuation and Technical Factor models with Tinysoft plartform(Combining SQL, Python, C++) and risk budget model.2.Developing and backtesting CPPI rebalancing strategies. 3.Designing a portfolio optimization model based on Machine Learning4.Developing the Glide Path based on the Human Capital Theory to build up a Target Date Fund. 5. Researching and developing fund selection quantitative strategies based on risk factors and fund pools for different products(Absolute Value, Hedge fund and Target Date pension funds).6.Assisting investigation on funds and fund managers.

1.Implemented Black-Scholes, Binary Tree and Least Square Monte Carlo to price interest rate option and interest rate swaption (IRS) by VBA, completing 3 strategy reports on the long the basis of IRS 2.Completed 20+ credit debt risk analysis reports, including urban construction investment bond, ABS and financial leasing  3.Writing daily and weekly transaction reports, newly-launched bonds reports, high-yield bonds reports and monthly strategy slides

Non-bank Industry Team1.Managed a team of 4 to completed 5 company analysis reports with totally 100+ pages, covering financial ratio analysis, DCF valuation and risk analysis2.Making daily, weekly and monthly market reports with Wind and Bloomberg, and participating in financial industry forums held by HaiTong , preparing pitchbooks3.Developed a VBA program to automatically conduct daily market report and built up an insurance industry database on Access to improve the working efficiency of data collecting and report writing

1.Analyzed 70 securities companies App online operation and created models to test the performance of the App Pushes by collecting and cleaning two-month data with Pivot and Tableau. Made suggestions about improving App Daily Active Users and Click Value Rate depends on the comparison between top and bottom companies 2. Led a research project on the global retailing bank network digital transformation. Researched on the selfservices system and digital reform of Wells Fargo in USA, HSBC, City Bank and NAB in Australia 3. Analyzed and compared the intelligent stock analysis tools of 70 Chinese securities companies. Made PPT Reports to conclude the differentiation strategy in APP online management.