QuantCV
QuantCV
PROFESSIONAL EXPERIENCE . . . .
Huarong Securities Wuhan, China
Quantitative Analyst for Investment June 2017 – Sept. 2017
• Implemented quantitative trading models, developed and tested quant trading strategies using statistical & numerical
methods and MATLAB & Python within all A-shares and H-shares to provide trading suggestions for clients
• Designed and backtested optimization algorithms for portfolio construction and provided recommendations for clients
• Researched newly introduced data terminals and quantitative databases to generalize them in department and applied them to
initial practical use
RELATED PROJECTS . . . .
Cornell Investment Portfolio Case Competition New York City, NY
Team Member Jan. 2019 – Feb. 2019
• Built model for asset allocation with CAPM & Sharpe Ratio using EXCEL and provided optimal proportion for portfolios
• Analyzed historical revenue of mutual funds and conducted predictive analysis for revenue data to select optimal funds
• Calculated risk with VaR model using Monte Carlo simulation for clients with various risk preferences and constructed
rebalancing rules based on client perspectives, made presentation stating models and product design
SKILLS . . . . .
• Software Skills: Python, Matlab, R, SAS, Stata, Bloomberg, Factset, LaTex, Wind, Excel, Word, PowerPoint
• Work Skills: Financial and Mathematical Writing, Communication (written and oral)
• Languages: English (Fluent), Mandarin (Native Speaker)