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Master of Science

The University of Chicago

Financial Mathematics

• Options Pricing
• Statistical Inference
• Stochastic Calculus
• Computing for Finance in C++

Bachelor of Economics

Xiamen University

Economics

• Mathematical Statistics
• Time Series Analysis
• Numerical Analysis
• Stochastic Processes
• Machine Learning

Quantitative Developer

7 Chord Inc.

University of Chicago Project Lab

• Develop Java shared library for FIX 4.4 bond feed ingestion processing 11,500 messages/sec, publishing to RabbitMQ with automated alerting and PostgreSQL logging
• Building full-depth order book pipeline in Docker extracting top-of-book quotes and spread analytics

Quantitative Developer Intern

DolphinDB Inc.

• Developed Barra-CNE6 risk model with 33 factors covering 4,800+ equities using Newey-West HAC estimator
• Designed portfolio optimizer supporting 8 objectives and 10+ constraints, improving annualized return by 1.13%

Quantitative Researcher Intern

Infinity Capital Management Co., Ltd.

• Devised multi-factor equity model with dynamic factor weighting, achieving IC 0.087 with ICIR 0.589
• Constructed risk parity strategy with Ledoit-Wolf covariance shrinkage, achieving Sharpe 1.34 and -7.68% max drawdown

Quantitative Analyst Intern

China Industrial Securities Co., Ltd.

• Validated jump-intensity anomaly on CSI300 using Lee-Mykland detection, improving Sharpe by 3.5x with regime filter
• Implemented 3-state Hidden Markov Model for macro regime classification, generating 2.15x cumulative return

End-to-end Trading System with Backtesting

• Built asynchronous pipeline with WebSocket streams enabling sub-100ms order execution
• SQLite cache reduced data latency 10x with volume-based slippage modeling

Alpha Research Platform

• Integrated SEC EDGAR XBRL fundamentals and Alpaca daily ticks
• Architected alpha research API with 60+ vectorized operators and expression parser

Genetic Programming Factor Mining System

• 13.9% of mined factors achieved 5%+ IC out-of-sample across 3,000+ A-share equities
• Extended with Maskable PPO agent achieving 8-11% IC and 1.0-1.4 ICIR