Los Angeles Machine Learning

Mingqi Sui

310-***-**** ******.***.****@********.****.*** www.linkedin.com/in/mingqisuiprime

EDUCATION

UCLA ANDERSON SCHOOL OF MANAGEMENT Los Angeles, CA Master of Financial Engineering Sep 2024 - Dec 2025 UNIVERSITY OF CALIFORNIA, Los Angeles Los Angeles, CA B.S., Mathematics of Computation GPA: 3.6/4.0 (Top 15%) Sep 2020 - Mar 2024 Relevant Courses: Machine Learning, Data Structure and Algorithm Analysis, Financial Risk Management, Data Science, Numerical Analysis, Econometrics, Financial Accounting, Financial Derivatives, Fixed Income Securities, Stochastic Calculus, Discrete Mathematics

EXPERIENCE

HANGZHOU NIANJUE ASSET MANAGEMENT CO., LTD (AUM $16,000,000,000) Shanghai, China Quantitative Strategy Intern, Quantitative Department Jul 2024 - Aug 2024

• In Python use PCA and tree models to mine price and volume data, develop daily trading factors for China A shares, and use historical market data for ten years of backtesting.

• Successfully mined more than 50 high-quality factors, with an annualized portfolio return that exceeds the benchmark return by 0.5% and a Sharpe ratio of over 1.4.

CITIC SECURITIES Shanghai, China

Quantitative Analysis Intern, Quantitative Department Aug 2023 - Oct 2023

• Use Python to conduct event-driven analysis on the stock price changes of more than 10 listed companies in the real estate industry in China's A- shares over the past decade, and apply Lasso regression and K-nearest neighbor (KNN) models to build a market sentiment factor model in the company database.

• Developed multiple benchmark strategies using existing factors, and successfully determined the optimal parameter range for the Sharpe ratio by constructing independent variables (such as average returns and square returns of different time lengths) for testing.

• Used Matplotlib and Seaborn libraries to create line charts and heat maps, and intuitively displayed the Sharpe ratios of different strategies and the impact of various factors on their performance, and made a presentation to the team's chief analyst. JINYUAN SECURITIES Shenzhen, China

Business Analysis Intern, Investment Banking Department Dec 2022 - Apr 2023

• Used C++ to obtain contact information of more than 500 companies from a corporate database, subsequently verified data inconsistencies and duplications, manually corrected errors, and imported the corrected data into multiple Excel spreadsheets, reducing the error rate in external verification by 10%.

• Collect information and communication technology (ICT) purchase orders from more than 600 companies, reviewed these purchase orders to identify internal control issues such as date or quantity errors in the procurement process, reported problematic orders, and reduced control risks. HIREBEAT New York, USA

Data Analyst Nov 2022 - Dec 2022

Find companies or customers with high demand for talent screening software:

• Use Python to crawl and integrate data from the Internet and government public databases, efficiently identify 50 startups with high demand and lucrative talent recruitment applications, use Excel to clean the data, and provide the company with a preliminary list of potential customers.

• Use SQL to classify and extract data from more than 500 companies in the target customer list based on criteria such as geographic area.

• Use NumPy and Pandas to build a scoring model for 500 companies based on their main business scope and revenue, select the 70 companies with the highest scores and collect their contact information for further communication with the company. SKILLS

• Data skills: Python, Javascript, Java, C/C++, SQL, R, Backtesting, Machine Learning, Pandas, NumPy, Scikit-learn, Statsmodel, Matplotlib, Seaborn

• Language skills: Mandarin (native), English

Contact this candidate