EDUCATION

THE UNIVERSITY OF CHICAGO Chicago, IL

M.S. Financial Mathematics Sep. 2018 — Dec. 2019

• Courses: Option Pricing, Regression Analysis & Quantitative Trading Strategies, Stochastic Calculus, Fixed Income Derivatives, Numerical Methods, Mathematical Market Microstructure and Multivariate Data Analysis, etc.

THE UNIVERSITY OF GRONINGEN (RUG) Groningen, Netherlands

B.S. Econometrics and Operations Research Sep. 2016 — Jun. 2018

• GPA: 4.0/4.0 (Top 5% of class out of 128); RUG Scholarship.
• Joint degree program with Fudan University.

FUDAN UNIVERSITY Shanghai, China

B.A. Mathematical Economics Sep. 2014 — Jun. 2018

• Top 5% out of over 10,000 candidates in Fudan Thousand-Point Pre-admission Test; Freshman Scholarship.

PROFESSIONAL EXPERIENCE

Headlands Tech Chicago, IL

Research Developer Jul. 2024 - Present

Pottery Leave Chicago, IL

Potter Jul. 2023 — Jul. 2024

• Cups, bowls, bud vases, teapots, and large vessels using ~10lb clay.
• Stoneware, white porcelain and celadon.

DRW Chicago, IL

Quantitative Researcher Aug. 2022 — Jul. 2023

• Systematic trading signals in the energy space.

Quantitative Trading Analyst Mar. 2020 — Jul. 2022

• Quantamental trading strategies for energy commodities.
• Mid-freq systematic strategies based on microstructural features.

Quantitative Trading Analyst Intern Jun. 2019 — Aug. 2019

• R&D of inter-/intraday strategies in the agriculture space.

ABATEMENT CAPITAL San Francisco, CA

Project Lab Researcher Apr. 2019 — Jun. 2019

• Systemically trading European Allowance (EUA) of carbon emission with machine learning.

BELVEDERE TRADING Chicago, IL

Project Lab Researcher Oct. 2018 – Mar. 2019

• Natural gas seasonal spread trading based on linear models.

DEUTSCHE BANK Hong Kong, China

Summer Research Assistant Jul. 2017 – Aug. 2017

• Estimated consumer price index in first- and second-tier Chinese cities by field and online investigation.
• Constructed a robust web crawler by handling anti-spider schemes and collected over 10,000 pieces of data.

RESEARCH EXPERIENCE

THE UNIVERSITY OF GRONINGEN Groningen, Netherlands

Optimal Order Execution Mar. 2018 – Sep. 2018

• Developed a proof-based order execution strategy by dimension reduction on orderbook data.

Inventory Optimization by Reinforcement Learning (RL) Mar. 2017 – Jun. 2018

• Adopted model-based RL algorithms on dynamic scheduling optimization by proving equivalence between a class of production- inventory systems and the Flappy Bird game, improving cost reduction by around 20%.
• Implemented deep RL algorithms including Q-learning, DQN and Continuous DQN with NAF.

ADDITIONAL INFORMATION