• QES attribution model: Analytical support on client requests and infrastructure R&D• Alternative data research: Employee/employer contributions to pension in the public and private sector• Factor hedging/investment: Construct trading basket based on precise factor exposures target

• Risk Oversight: Firm-wide risk oversight across all equity and multi-asset portfolios◦ Carried out research on Barra factor model to provide insights and intuitions to PMs, ensured a full range of risk control, from thetargeting and budgeting of total active risk to performance attribution.◦ Led a project with IT developers to fully automate risk reporting processes, improved work efficiency by 80%.◦ Refined MSCI Riskmetrics stress test model by reasonably shrinking idiosyncratic risk to industry-level, enhanced model stability.• Market Trends Monitor: Fully automated web crawler◦ Built a web crawler that scraped index prices and news headlines for worldwide equity, bond, commodity and currency; auto-compiledand emailed overviews and heads-up to risk managers before market opens.◦ Integrated Support Vector Machine to classify news headlines into categories, resulting in 98% of accuracy compared to humanjudgement.• Risk Data Visualization: Interactive web applications with easy access to portfolio risk profiles◦ Developed a web application using Python Dash, brought portfolio attributes and other insights to PMs’ fingertips.◦ Led a project and coordinated IT team to build a data pipeline from MSCI Barra server to local database which facilitated factorresearch and data visualization (R shinny, Python Dash and Power BI).

• Supply Chain Alpha: Explored predictive signals along supply chain (upstream to downstream and vice versa)◦ Researched and modeled supply chain return momentum by time-series and cross-sectional regressions.◦ Devised a multi-factor stock-picking strategy with random forest, utilizing both event-related factors and supply chain momentum.◦ Constructed and back-tested a long-short portfolio based on the signal and achieved an average annual Sharpe ratio of 1.92 comparedto 1.01(SP500) from 2010 to 2017.