HONG CHU

408-***-**** • San Jose, CA • adlfem@r.postjobfree.com • www.linkedin.com/in/hong-chu

SENIOR QUANTITATIVE RESEARCHER

* ***** ********** ** * Quantitative

Researcher in hedge funds, developing

systematic trading strategies for stocks

and futures; expertise in recognizing

data patterns using statistical modeling

and Machine Learning techniques with

Python, R, SQL and NoSQL.

Realized live trading strategies with

$8M AUM and monitored multiple

portfolios with $20M AUM; improved

the annualized return of CTA portfolio

from 17% to 23% through research on

portfolio optimization and risk

management.

Talented and self-motivated

professional with proven capability

of creative thinking and problem

solving. Quick Learner, assimilates

new ideas efficiently and adapts to

emerging technologies rapidly.

PROFESSIONAL HIGHLIGHTS

Nine Martingale Investment Management, Shanghai, China Apr 2017 - Mar 2020 Nine Martingale is a hedge fund founded by Dr. Hua He, a professor at Yale University, and a team of former employees from Lehman Brothers and Nomura Securities.

Sr. Quantitative Researcher II Jan 2018 - Mar 2020

Developed trading strategies by exploring time series data and applying Machine Learning algorithms; improved portfolio Sharpe Ratio from 1.7 to 2.3; realized live trading strategies with $8M and monitored portfolios with $20M.

Constructed short-term equity risk factors and utilized XGBoost to optimize the factor selection while leading a team of junior quantitative researchers; increased annualized excess return by 7%.

Delivered weekly and monthly reports, interpreted market trends and explained trading strategies to investors. Quantitative Researcher Apr 2017 - Jan 2018

Built forecasting model for China Macro Index using Decision Tree, HMM and filtering methods.

Collaborated with fundamental analysts to uncover insights and enable data-driven decision making to identify trading opportunities.

Quantitative Researcher, Sycamore Investment, Shanghai, China Aug 2016 - Feb 2017 Sycamore Investment is a fintech company founded by John Meriwether, founder of Long-Term Capital Management (LTCM), renowned financiers and a team of former employees from Goldman Sachs and J.P Morgan.

Evaluated CTA funds by designing performance evaluation and style analysis framework of a proprietary forward-looking asset allocation system CBAAS (Cross Border Asset Allocation System).

Optimized asset allocation by constructing Fund-of-Funds (FoF) portfolios with Risk Parity strategy.

Extracted numeric and text fund data from multiple sources, deployed data processing workflows and maintained funds pool in SQL server and MongoDB.

Senior Quantitative Analyst, Gobest Investment, Shanghai, China Mar 2015 - Aug 2016

Processed data wrangling and performed statistical analysis of tick-level data for building trading models.

Automated trading analysis report and model evaluation process which increased efficiency by 80% to help portfolio manager with model selection decisions.

TECHNICAL PROFICIENCIES

Python (NumPy, SciPy, Pandas, Scikit-learn, Matplotlib), R, SQL, PySpark, MongoDB, Tableau, SAS, MATLAB SAS Certificated BASE Programmer for SAS 9 - 2014

EDUCATION

Purdue University, M.S. in Computational Finance (All but comps), West Lafayette, IN, 2014 Jilin University, B.S. in Mathematics & Applied Mathematics, Changchun, CHINA, 2012

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