1. To-be fund manager of several equity- and gold-tracking quantitative mutual index funds2. Conducted industry research on new energy, photovoltaic, TMT and nonferrous metals1. 拟任公募量化股票指数基金、黄金ETF基金经理2. 对新能源、光伏、有色金属、TMT等行业进行行业研究，挖掘储备产品

1. Portfolio manager in charge of 8 mutual funds & ETF: CSI 300 Value (310398), CSSW Health LOF (163119), National Defense (163115), Electronics (163116), Media (163117), Healthcare (163118), SSE 50 ETF (510600), CSI R&D 100 ETF (515200)2. Minimized trading costs and impacts on the market from fund creation/redemption through intraday timing and data analysis3. Minimized tracking error during constituent adjustment periods of all managed funds by discretion over various market circumstances4. Developed and backtested multifactor models, event-driven and machine learning / deep learning strategies on basis of Python1. 先后负责管理8只公募指数基金与ETF基金：沪深300价值（310398）、申万新兴健康LOF（163119）、军工分级（163115）、电子分级（163116）、传媒分级（163117）、医药分级（163118）、上证50ETF（510600）、研发创新100ETF（515200）2. 通过日内择时与数据分析，合理应对大额申购赎回，充分降低市场冲击成本等损耗3. 根据市场具体情况，在成份股调整期择时换仓，有效减少相对标的指数的跟踪误差4. 基于Python，进行多因子模型、事件驱动、机器深度学习算法等策略的开发与回测 Show less

1. Studied feasible algorithms of Granger causality test and multivariate logistic regression. Developed a timing model based on it, with 74.2% accuracy for SSE Composite Index and 70% for rotational investment in (a)cyclical equities2. Accelerated a vital in-use algorithm significantly to the benefit of fund managers, shortening the run time from 1-2 hrs to < 20 secs3. Assessed tracking error of mock Hang Seng Index ETF performance. Research suggestions approved by division VP and referenced in HSI ETF distribution1. 通过研究 Granger 检验与 Logistic 回归的 Matlab 算法实现，设计开发宏观因子择时模型，选出的因子组预测沪指涨跌正确率达 74.2%，预测周期轮动正确率达 70.0%；2. 将部门一个重要在产模型的算法进行了加速优化，成功将原 1-2 小时的运行时间缩短至 20 秒以内，极大提升了基金经理的工作效率；3. 在恒生指数 ETF 发行之前，编程研究恒指跟踪误差，得到适宜的最小申赎净值等方案并被部门经理采纳。 Show less

* 1. Joined an IPO project of a leading securities company. Constructed industry * databases, prepared the analyst presentation material, and assisted in revising the * prospectus and reports submitted to CSRC * 2. Built the 1st comprehensive financial model of a steel company with revenue * breakdowns, saving working hours by 80%. Did further research on comparable * energy companies in the international metal trading business * 3. Joined a private placement project of a large power company and communicated with * its management during due diligence. Assisted in organizing issue list, writing and * revising DD reports and sponsor reports, and prepared investor info memos * 4. Accomplished an in-depth report on land compliance issue solutions independently * 1. 参与某证券公司 IPO 项目，负责建立证券行业综合比较数据库，协助制作分析师演 * 示会材料，修改招股说明书及报送证监会材料等； * 2. 建立某钢铁公司的第一个综合估值财务模型，并进行利润细分分析； * 3. 基于各类公开资料，寻找某能源公司在金属进出口贸易方面的对标公司并初步比较； * 4. 参与某大型电力公司非公开发行 A 股项目的尽职调查前期交流会；协助整理问题清 * 单、撰写并校订财务及法律尽调报告、保荐工作报告等；为客户公司及投资者制作 * 信息备忘录、备查数据库； * 5. 独立完成房屋与土地关系深度研究《房屋土地相关合规问题释疑》。

* 1. Developed several successful equity investment strategies, with 10%+ annual return with 3%- drawdown in real trading in China equity markets2. Involved in development of an internal monitoring system, unraveled ~40 major bugs and hidden mistakes, ensuring correct and efficient trading for portfolio managers3. Routine risk management and analysis of ETF/enhanced index funds1. 研究开发了多因子、事件驱动等几类量化选股策略并构建策略池，样本外年化超额收益10%+，最大回撤小于3%；积极参与股指与个股期权模拟交易及策略研发2. 参与开发部门指数基金（含ETF）日内风险监控与日终清单制作系统，全程参与测试并提出40余项程序主要功能问题及相应的改正措施，目前该系统已供实盘使用3. 熟练应用恒生O32系统进行指数基金参数设置、风险监控，确立ETF操作规章 Show less