Yujing Chen Email & Phone Number

Los Angeles, Ca, Us

Los Angeles, Ca, Us

New York, Ny, Us

Pasadena, California, Us

- Designed new covariance model based on Ledoit-Wolf’s research- Migrated R codes of portfolio construction to Python, fixed bugs and reframed the code base of the company- Created web crawling program to collect public data of wealth managers to promote fund products

- Analyzed reports of quantitative investment from securities through performance assessment and backtesting; extracted main strategies and created new factors- Improved the quantitative strategy with new factors on liquidity and transaction features; added timing strategy to cope with style rotation and applied new hedge strategy with put options

Designed auto-trading system with C/C++ and quantitative trading strategy with Python for the fund accounts

- Established and improved reformulating model of financial statements; calculated factors of net operating assets, residual operating income, operating turnover and new PB-ROE strategy- Designed stock selecting model, trained historical holdings data by Boost models, built factor interpreters and created customizations based on personal preference to stocks; provided prediction holdings of next period for fund managers- Assessed investment capacity and risk management skills of fund managers, quantified their investing preference and asset allocations, and provided detailed monthly assessment reports of fund managers to institutional investors

北京, Beijing, Cn

- Translated papers on quantitative investment from foreign journal since 2010, extracted investing strategy, core factors and methods of backtests, summarized key advantages and disadvantages, simulated under domestic market and provided mutual funds with these factors and strategies- Taught how to design quantitative strategies with Python and quant platforms as a teaching assistant, carried out homework correction and comments, and invited industry elites to deliver various speeches

Central, Hk

- Undertook projects of corporate bonds, enterprise bonds, ABS and other FI products, interviewed board secretary, made field visit and investigated annual reports and other public data for due diligence, managed working papers and other materials- Tracked recent situations of main clients, search for potential opportunities of debt finance projects, wrote introduction of Debt Finance Department in BOCI, and assisted in negotiation with companies, other agencies and supervisors

Shenzhen, Guangdong, Cn

东城区, 北京, Cn

Master'S Degree, Financial Engineering

Bachelor'S Degree, Finance & Computer Science