Quantitative Analyst

EDUCATION

University of Illinois at Urbana-Champaign
Bachelor of Science in Engineering Mechanics
Minors in Computer Science, Statistics
August 2022 - May 2025

Sichuan University | Chengdu, Sichuan
Bachelor of Science in Mechanical Engineering
August 2020 - June 2022
Relevant Coursework: Data Structure, Applied Machine Learning, Statistical Modeling, Time Series Analysis, Stochastic Process, Algorithmic Market Microstructure, Algorithmic Trading Systems Design

SKILLS

Technical: Python, C++, Java, R, Git, Microsoft Suite Software
Language: English, Mandarin

INTERNSHIP EXPERIENCE

Beijing Junrui Private Equity Fund Management Co., Ltd.
Quantitative Researcher April 2024 – Present
Trend Following Model Based on Self-Attention and Pattern Learning

Developed a high-frequency trading system using changepoint detection, integrating various spans of MACD and return factors with attention mechanisms to learn patterns from historical price sequences.
Implemented a composite loss function using maximum likelihood for model output adjustments, and a feed-forward module to estimate the next day's positions, optimizing the Sharpe ratio.
Replicated results from a study, achieving an average annualized Sharpe return of 2.1 on futures data from 2013 to 2023, with faster recovery during extreme market conditions of 2020.

Pair Trading and Inter-Commodity Spread Arbitrage

Engaged in trading different periods of stock index futures (CSI 1000, SSE 50, and CSI 300) using a z-score-based entry and exit strategy for hedge trades.
Backtested with per-minute order book data, calculating absolute differences in cumulative returns between near and far month contracts, achieving an annualized return of 14%.

Jd.com, Inc
Data Engineer Internship
January 2024 – April 2024

Analyzed existing defects in the SKU generation query system on external middle pages, researching embedding generators based on large models like text2vec and BERT, and designing evaluation schemes for semantic similarity and diversity of queries.
Deployed and fine-tuned a 1.8B parameter language model locally for SKU generation query tasks, improving model stability and reducing query generation anomaly rate by 25% compared to the native system.

PROJECT HIGHLIGHTS

Index Long-Short Arbitrage Strategy
October 2023 - December 2023

Constructed 'long index' and 'short index' portfolios based on the Dow Jones index with an annual excess return target of 7%.
Implemented linear regression on historical data to determine the weights of the top 20 stocks for the 'long index' and 'short index' portfolios.
Reduced return volatility by exploiting price differentials between the two indices, achieving an annualized return of 17%.

Elo Credit Information Prediction Competition
March 2023 - June 2023

Implemented feature engineering and data preprocessing techniques using LightGBM, XGBoost, and CatBoost to build predictive models for regression and binary classification tasks, achieving top 1% ranking on the competition leaderboard.

HONORS

At University of Illinois at Urbana-Champaign

Acknowledged for Dean's List achievement during the spring semester of 2023.

At Sichuan University