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Financial Engineer

LIC, NY, 11101
February 20, 2020

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**** ******* ******, **** ****** City, NY 207-***-**** Education

Columbia University Master of Arts in the Mathematics of Finance (MAFN) Dec. 2020

· Related coursework: Statistical Inference and Time-Series Modeling, Numerical Methods, Stochastic Process, Stochastic Methods in Finance, Hedge Funds Strategies & Risk, Multi-Asset Portfolio Management, Financial Risk Management, Math of Finance Colby College Bachelor of Arts Overall GPA: 3.78, Major GPA: 3.86 May 2019

· Double-Major: Mathematics and Economics (Graduated with Honor) Minor: Computer Science Honors: Dean’s List (five times), Putnam Mathematical Competition (Individual: 530.5th/4164, Team: 1st in Maine), MCM 2018 (Honorable Mention)

· Related coursework: Econometrics, Statistical Modeling, Data Structures & Algorithm, Data Analysis & Visualization, Game Theory (TAed), Auction Theory, Behavioral Economics, Corporate Finance, Financial Accounting, Probability, Real Analysis Related Experience

Everspring Capital Management Hedge Fund Quant Analyst Intern 01.2020 – 02.2020 New York, NY

· Directly assisted the portfolio manager in optimizing portfolio asset allocations using various mean-variance optimizers. Conducted research on Bloomberg and TradeStation Futures and ETF data adjustment conventions and wrote Python scripts to convert the unadjusted prices. Helped the portfolio manager automate the trading execution process and monitor transactions using Python.

· Back-tested a long-only systematic equity trading strategy that employs a machine-learning-based model (LSTM) and evaluated the risk and returns profiles for three existing portfolios. China Everbright Bank Summer Trading Assistant 06.2019 – 07.2019 Beijing, China

· Assisted experienced traders with outsourcing trading signals from research papers, gathering data on analyst-recommended stocks and investment-grade bonds, automating trade execution processes via Python and Bloomberg API, collecting daily trading data through Wind API, and evaluating the potential market, liquidity, and model risks with the Risk Management team. Eaton Vance Investment Management NextShares Summer Analyst 06.2018 – 08.2018 Boston, MA

· Built models in Excel to analyze 100+ ETFs and mutual funds data with EV's originated NextShares Funds data, and monitored NextShares’ daily trading data, including volume, Intraday Indicative Value, and bid/ask price using Python.

· Contributed to the completion of the NextShares Impact Performance Study that examined how the financial mechanism behind the NextShares funds allowed it to outperform its competing ETFs and mutual funds. Teaching Assistant, Tutor, Grader Colby College 02.2016 – 05.2019 Waterville, ME

· Organized and led the Vector Calculus, Linear Algebra, and Game Theory recitation sessions for 20+ students; Tutored Single- Variable Calculus, Linear Algebra, and Data Analysis & Visualization students; Graded Vector Calculus and Intro Python projects. Project Experience

Hedge Funds Strategies Implementation @ Columbia University 09.2019 – 12.2019 New York, NY

· Implemented inter-sector rotation trading strategies on commodity futures using 12 combinations of ranking/holding periods and back-tested over 3 years. Implemented a Stat-Arb pairs-trading strategy on Russell 1500 stocks and back-tested over 10 years. Risk Measure Calculating Software @ Columbia University 09.2019 – 12.2019 New York, NY

· Developed a risk calculation system that enables users to calculate and plot the VaR and CVaR using Monte Carlo simulation, historical distribution, or parametric method. The users can choose their own portfolio of stocks and options, time horizon, etc. Economics Honors Thesis @ Colby College 09.2018 – 04.2019 Waterville, ME

· Built econometric models in R on over five million Uber and Yellow Taxi data to investigate the effect crime has on Uber and Yellow Taxi pickups in NYC, and used Python (Matplotlib, Pandas), R, and ArcGIS to visualize the pickup patterns. Data Analysis & Visualization Project @ Colby College 03.2018 – 05.2018 Waterville, ME

· Investigated the relation between hero selections and winning rates in Dota2 games using machine-learning techniques, including PCA, Naïve Bayes and KNN in Python (Numpy, Scipy). Predicted the best counter heroes given the opponents’ selection. Summer Researcher @ Tsinghua University (Center for Statistical Science) 05.2017 – 07.2017 Beijing, China

· Applied Python NLP package to interpret medical contexts and used the model to help doctors in rural areas make better decisions. Skills / Other

Computer: Advanced: Python, R Intermediate: Octave, Matlab, Excel VBA, Stata Beginner: Bloomberg, C++, Java, SQL Club & Interests: Colby Game Club (Founder); Columbia Quant Group; Colby Student Investment Association; Columbia Chinese Soccer Team; Colby Basketball Club Strategic Games (Poker, Go, Dota2, Hearthstone, FM), Sports Betting (Soccer, NBA, Esports)

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