Quantitative Research Analyst · New York, NY
Researched weekly equity–bond allocation using PCA-transformed volatility signals and rolling out-of-sample validation. Applied rolling SHAP to interpret regime-dependent allocation decisions. The expanded XGBoost policy achieved an out-of-sample Sharpe of 1.94 in historical evaluation.
Quantitative Research · Beijing, China
Alpha-factor research and TFT–CatBoost model fusion. Rolling out-of-fold ICIR improved from 0.54 to 0.78 in the project evaluation.
Quantitative Research · Beijing, China
Short-horizon equity signals, feature screening, attention-based LSTM–MLP prediction, and TWAP execution.
Financial Engineering & Quantitative Research Intern · Beijing, China
Reconstructed 20+ capital-flow factors and accelerated factor computation by approximately 20×. Researched macro exposures and constrained index enhancement.
Fixed Income Intern · Lanzhou, China
Wealth-management product analysis, market monitoring, and strategy backtesting.