Yi-Hsuan Fan

Boston, MA • 617-***-**** • ad28az@r.postjobfree.com • LinkedIn • GitHub

Education

Boston University, Questrom School of Business, Boston, MA Expected Jan 2024 M.Sc. Mathematical Finance & Financial Technology

National ChengChi University, Taipei, Taiwan Jun 2022 B.Sc. Economics, Minor in Accounting, GPA 3.72/4.3 Skills

Programming: R, Python, C++, SQL

Languages: Mandarin (native), English (fluent)

Others: Bloomberg, Bash, Git, Tableau, Power BI, TradingView Experience

C Klex LLC, Phoenix, AZ (Remote)

Quantitative Software Engineer Intern May 2023-Aug 2023

• Utilized Beautiful Soup for web scraping, extracting financial news content from specific websites

• Leveraged NLP models, including GPT and BART, to generate precise summaries of articles and annual reports

• Fine-tuned models to enhance summarization accuracy and optimize information extraction

• Employed Streamlit as the front-end tool to seamlessly present the backend results, creating a user-friendly website offering various summarization services

Taiwan Research Institute, Taipei, Taiwan Nov 2021-Jun 2022 Research Assistant

• Translated English material such as offshore wind farm research paper, ESG report and Provisions into Chinese Projects

Boston University, Questrom School of Business MSMFT- Credit Risk Course Fall 2023 MBS Delinquency Prediction using Logistic Regression and Machine Learning Models (Python)

• Processed loan data by employing label encoding and conducted feature selection using PCA and VIF tests

• Developed Neural Network models for binary classification to predict the likelihood of delinquency

• Rebalanced and scaled the features with StandardScaler and SMOTE, significantly increasing the F1 score

Boston University, Questrom School of Business MSMFT- Fixed Income Course Spring 2023 Forecasting Swap Rate Volatility by Swaption to Build Trading Strategy (Python)

• Utilized Black's and Bachelier's model to predict implied volatility for swaps

• Constructed Long/ Short Moving Average trading strategy for swaps, resulting in profitable outcomes

Boston University, Questrom School of Business MSMFT- Algorithmic Trading Course Spring 2023 Algorithmic Trading with Pairs Trading Strategy (Python)

• Found the cointegration between pairs by Engle-Granger Test

• Used Trader Workstation API to automate the stock pairs trading

• Generated more than 9% return over a 3-month period Boston University, Questrom School of Business MSMFT- Programming Course Fall 2022

Factor Modeling with Linear Regression and Machine Learning (Python)

• Selected factors from pools and applied OLS, LASSO, RF, XGBoost, and NN algorithms to build pricing models

• Examined the performances of the models and compared them with other traditional factor models.

• Constructed various trading strategies to backtest the interpretability of the factors

National ChengChi University, College of Commerce - Financial Derivatives Course Spring 2022 Simulated Derivatives Trading Competition

• Created custom indicators such as Vegas Tunnel and MACD on TradingView

• Achieved positive returns via trading futures and options contracts over a 2-month competition period

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