Zhixin Wang Email & Phone Number

Hong Kong Island, Hong Kong

St. Louis City County, Missouri, United States

• Machine Learning: Smoothed stock price data using Gaussian Density Function and trained various machine learning and neural network models (SVM, XGB, Kernel Regression, LSTM) through Python TensorFlow and MATLAB to identify the VCP (Volatility Contraction Pattern) from the historical SP400 data. Used cross-validation to decide model selection, and drew the AUC curve for each model to select the best one• Back Testing P&L: Construct a robust framework in Python to back-test the individual/joint explanatory power of cross-sectional and time-series stock return predictors, optimize the trading strategy and achieve out-of-sample performance

Beijing, China

• Risk Management: Evaluated customers' credit ratings based on metrics such as debt-equity ratio and calculated their VaRs in VBA weekly return under 95% confidence level—monitor client’s margin call and decrease the default risks• Python and VBA: Designed multiple interactive dashboards through VBA to help team track program progress and designed a program in Python to automatically export daily opened and frozen accounts from over 1000 databases, thereby improving the work efficiency of the whole department and reducing the workload of department employees

Beijing, China

• Business Analysis: Executed conjoint analysis through linear regression to extract important features of hotel market demand from over 50 impact factors and wrote Daxing International Airport area hotel market reports based on prediction of industry trends, policy support and real-time rental price• SQL & Data Visualization: Imported and exported hotel market SQL database in aspects of room price, hotel type, location and hotel capacity, and sorted data into charts and graphs via Tableau according to customer needs

Beijing, China

• Market Forecasting: Built ARCH, GARCH and EGARCH models using python to predict the volatility of the CSI 500 Index based on the data of the past 25 trading days, and finally reduced the error rate of the significance test to less than 5% through parameter adjustment• Portfolio Management: Implemented PCR (Principal Component Regression) to analyze different funds and assess whether factor exposures of each portfolio were consistent with investment objectives

Master Of Science - Ms, Quantitative Finance

Bachelor Of Business Administration - Bba, Finance, 3.79/4.0

Activities and Societies: Minored in Mathematics and Computing

Bachelor'S Degree, International Economics And Trade