EDUCATION

Columbia University

Aug 2019 ~ Dec 2020

M.S. in Mechanical Engineering

 

University of California, Irvine

Aug 2015 ~ May 2019

B.S. in Physics (Specialization in Astrophysics)

EMPLOYMENT

 Inno Asset Management

Aug 2020 ~ Nov 2020 (Internship); Dec 2020 ~ Present (Full-time)

Beijing, China

·     Reported directly to the executive team members responsible for the final decision-making on the design and launching of investment products in one of the leading asset management companies in the country.

·     Participating in the team responsible for the R&D of the options arbitrage strategy that is planned to be featured in Inno Asset’s latest investment products.

·     Personally responsible for the processing, using tools including Spark, Flink, Airflow, and MySQL, of the big data collected from Inno Asset’s cloud, organizing, purifying, updating, and maintaining the database on a regular basis.

·     Personally responsible for the development and optimization of the product’s trading strategies, conducting regression testing, factor analysis, strategic modelling, parameter tuning, debugging, and upgrading, with Machine Learning tools like PyTorch and TensorFlow, into the processed big data.

·     Participating also in some of Inno Asset’s key projects, such as the development and maintenance of data channels, exchange platform APIs, futures crawlers, etc.

INTERNSHIPS

Northeast Securities

Jun 2020 ~ Sep 2020

Beijing, China

·     Reported to the team of economists advising the executives of one of the leading securities in the country.

·     Participated in Northeast Securities’ development of a PE fund analytical model key to its strategic development, contributing to the construction of its database, algorithm, and interface.

·     Analyzed and organized the features of a list of over 3,000 PE funds, with tools such as Pandas and PyTorch, into a database of quantitative data.

·     Analyzed the database, with Machine Learning algorithms developed with tools like NumPy and scikit-learn, to generate forecasts for the net value performance of the over 3,000 PE funds in the stock market for the following 5-year period.

·     Participated in Northeast Securities’ design of the portfolios of a series of investment products it was planning to launch, contributing to the verification of the funds and stocks that were shortlisted as desirable investment targets for the products.

·     Organized information collected from the corporate documents and financial reports concerning the listed companies into a database.

·     Conducted due-diligence investigation into the companies and quantitative analysis into the database to forecast the performance of the investment products containing their shares, in terms of returns, risks, and drawback control, when their portfolios were under different configurations.

 

INTERNSHIPS

Beijing Photoelectric Institute of Technology

Aug 2018 ~ Oct 2018

Beijing, China

·     Participated in the institute’s development of a comprehensive testing system for semiconductor laser units, contributing to the optimization of both its algorithm and its interface.

·     Conducted experiments and adjustments on the semiconductor laser unit testing system to optimize its size, integration, operation, and accuracy.

·     Realized a semiconductor testing system that transforms between analog and digital signals with a USB6003 data acquisition card, analyzes the data with a usb2000+ spectrometer, and allows efficient display and operation with its user interface.