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, and Computing for Finance (C++ and Python).
THE UNIVERSITY OF GRONINGEN (RUG) Gronigning, 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.
DRW Chicago, IL
Quantitative Trading Analyst Intern Jun. 2019 — Aug. 2019
- Robust optimization of order execution stylized for agriculture trading.
- Research and implementation of multiple 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.
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 & Continuous DQN with NAF.
CHEUNG KONG GRADUATE SCHOOL OF BUSINESS Beijing, China
Algorithmic Trading Strategies in China Nov. 2017 – Dec. 2017
- Compared performance of popular alpha strategies in Chinese A-share market by implementing in Python.
- Proposed alpha based on social trending and LSTM networks (Sharpe ratio > 3 in-/out-of-sample).
|Achievements||WorldQuant Spring Alphathon, Top 6 (2017); RiceQuant Sim-trading Challenge, Top 10 (2016); Chinese Mathematics Competition (CMC), National 2nd Prize (2015); Chinese Mathematical Olympiad in Senior (CMOS), National 2nd Prize (2013); Chinese Physics Olympiad in Senior (CPhOS), National 2nd Prize (2013).|
|Computing||Proficient in Python, R, C++, Stata, Git, LaTeX and Markdown. Experience with SQL, Julia, HTML and Linux.|
|Language||English (fluent), Mandarin (native), Japanese and Deutsch (elementary).|