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Management University

Location:
Singapore, 159049, Singapore
Posted:
November 28, 2017

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Resume:

Ji Luo

Address: *** **** ******, ********* ******

Tel: +65 81206933 Email: ac3h9d@r.postjobfree.com LinkedIn: uk.linkedin.com/in/jiluo1/

WORK EXPERIENCE

Four Elements (Quantitative Analyst, Singapore) 07/2017 –

Four Elements is a specialized commodity asset hedge fund with fundamental systematic investment approach

Execute trading orders, manage risks, improve tracking error and build high-frequency trading strategies

Flow Traders (Trader, Singapore, Amsterdam) 03/2016 – 12/2016

Flow Traders is a privately founded trading house specializing in market making and proprietary trading

Build sophisticated trading strategies to fast capture market opportunities

Create and redeem ETFs in kind and with cash with perfect hedge

Quickly spot mispricing in the market and secure profit with arbitrage

Build models to enter spread trading and make directional trade for special events

Price ETFs in different markets based on prediction and the move of underlying and relevant assets

Citigroup Centre (Work shadowing, London) 01/2014 – 01/2014

Shadowed Citi traders around different trading desks and evaluated asset pricing theories and option payoffs

Citigroup (Risk management intern, Shanghai) 09/2009 – 12/2009

Audited customer loan cards, allocated company credit rating categories, and completed financial statements

EDUCATION

Loughborough University Loughborough, United Kingdom

PhD in Quantitative Finance – Topic of Liquidity timing skills for hedge funds 10/2011 – 12/2015

Publication: The Market Liquidity Timing Skills of Debt-oriented Hedge Funds, European Financial Management

University of Bristol (Merit) Bristol, United Kingdom

MSc in Finance and Investment 10/2010 – 09/2011

Shanghai University of Finance and Economics (GPA: 3.7/4.0) Shanghai, China

BSc in Economics 09/2006 – 07/2010

ACHIEVEMENTS

1st place in the 2013 Citi Trading Game Final 11/2013 – 12/2013

Reached the 1st place among UK top 15 universities and other European top universities

10th place out of 1800 participants in the Citi Virtual Trading Game 11/2012 – 01/2013

Second place in University Football Tournament in Shanghai 10/2008 – 11/2008

SCHOLARSHIPS

The PhD Scholarship, Shanghai City Scholarship in 2009 (18 students at university)

First Award of People Scholarship in 2009 (1st in class), Nation Encouragement Scholarship in 2007 and 2009

TECHNICAL SKILLS

Python, R, Matlab, Stata, SPSS, Eviews – Econometric, Statistical and Financial Modelling, Data Analysis

Others: Bloomberg, VBA, Excel, DataStream, Thomson Reuters Eikon

LANGUAGE & INTERESTS

Languages: Fluent in English, Native in Mandarin Interests: Football, Basketball, Tennis, Texas Hold’em poker



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