Michael Tang, Cfa, Asa Email & Phone Number

New York, Ny, Us

Sydney, Nsw, Au

• Researching and implementing new strategies and products (both traditional rule-based and machine-learning-empowered) and improving existing strategies across different asset classes (commodities, equity indices, global fixed income and FX), reaching high Sharpe ratio and low maximum drawdown both in backtesting and real trading setups • Developing software modules in Python and C++ with high performance and reliability, suchas backtesting engine, data processing pipelines, and automated client report systems• Working closely with sales and trading team to facilitate bespoke product delivery

Seattle, Wa, Us

• Researched machine learning predictive models for supply chain optimization problems(using a combination of time series analysis, LSTM, Monte-Carlo simulation, and quadraticoptimization), and deployed in AWS environment, resulting in an annual saving of $200M• Improved existing time series prediction models to factor in COVID effect during pandemic• Designed automation toolkits for existing workflows which increase efficiency by 300%

Stamford, Connecticut, Us

• Engineered and optimized ETL pipeline for large dataset and produced data-driven insights • Researched on ML-based trading signals based from in-house data sources• Created / maintained a financial instrument identifier mapping system from multiple sources• Built a new API for accessing data through internal SQL databases (Python / Java / REST) and constructed corresponding push-feed using ActiveMQ for enhanced performance

New York, Ny, Us

• Investigated options volume distribution and volatility surface as signals to underlying stock• Built intraday equity trading models via Recurrent Neural Networks (including GRU / LSTM)• Analyzed news data using Natural Language Processing models (word embedding and RNN)• Backtested strategies under different transaction cost / market impact models(formerly Sun Trading LLC, acquired by HRT)

• Developed a new Python-based strategy backtesting platform (with team members)• Designed the stocks and funds pitching models using LASSO and SVM algorithms• Built strategies based on market sentiment and factor models, and tracked existing strategies• Identified the styles of fund managers via PCA and clustering, and built related strategies

Beijing, Beijing, Cn

• Performed research on jumps in volatility for stochastic-volatility model using Matlab and CUDA

Beijing, Cn

• Conducted in-depth analysis of the National Equities Exchange and Quotations (NEEQ) system• Built a new liquidity-adjusted index of the NEEQ secondary market

Gb

• Rebuilt audit templates using VBA, which enhanced its efficiency by 300%

Us

Master Of Science - Ms, Analytics

Master Of Science - Ms, Cybersecurity

Master Of Science - Ms, Applied Mathematics

Master Of Science (Ms), Computer Science

Master'S Degree, Financial Engineering

Bachelor'S Degree, Finance

Bachelor Of Laws (Llb), International/Global Studies

Bachelor Of Arts - Ba, Sociology

Exchange Student, Bachelor Of Business Administration

Summer Session