Exotic option pricing; Delta hedging

· Participated in research projects assigned by the fund managers: analyzed the China’s macroeconomics environment, sector rotations, and business cycle to provide investment suggestions; used Python to help process complex datasets · Built databases for valuation indicators and financial indicators of the industries that are reclassified according to clients’ requests

OTC Equity Options Trading

Intern at Risk Middle Office, Enterprise Risk Team· Ran daily risk reports for enhanced custody business line without errors· Back-tested the Hybrid VaR model on a daily basis using Matlab and generated reports using VBA· Utilized Python to rewrite a VBA-wrote model to help optimize risk data processing and EOD report generating, which functioned as the first step of daily margin calculating report; reduced the processing time from 30 min to 8 min· Assisted in the collaborated project with AI team about Natural Language Processing on Companies’ Prospectus Show less

· Involved in the interim audit of China Galaxy Co. (a top 5 securities company in China); summarized subsidiaries’ financial data and prepared consolidated financial statements for customer’s four subsidiaries· Valued options with Black-Scholes model in Excel using VBA and completed the valuation report · Carried out Variation Analysis to find the driven factors of the abnormal changes in several accounts· Carried out Variation Analysis to find the driven factors of the abnormal changes in several accounts Show less

* Summer Intern at Wealth Management Department * · Evaluated and analyzed the performance of the stock-selection products; built a new portfolio that earned 13% more returns than the previous one in back-testing by technical analysis * · Wrote the summary report of daily industry research seminars and the daily Chinese capital markets closing reports * · Maintained the client database and consolidated client risk preference information to facilitate customer analysis

Quant Analyst of Columbia Quant Group's Class of 2020.