Xin Hong
Location
Chicago, IL
Education
U
University of Chicago
September 2022 - December 2023
degree
Master's
major
Mathematics
X
Xian Jiaotong University
Work Experience
B
Belvedere Trading University of Chicago
Project Lab Researcher
Chicago, IL, US
October 2022 - March 2023
company
Belvedere Trading University of Chicago
title
Project Lab Researcher
overview
- Predicted the implied volatility of the S&P 500 index options based on the Hyperbola model using Python trained on engineered features, such as option moneyness and bid-ask spreads
- Built a calibration process of implied volatility curve and used a quantitative loss function to evaluate the calibration
- Conducted sensitivity analysis on different model parameters, including curve convexity and skewness, to test and validate the robustness of the curve calibration model
R
Rebellion Research
Quantitative Research Intern
New York, NY, US
April 2022 - October 2022
C
China Securities
Quantitative Research Intern
Shenzhen, CN
November 2021 - March 2022
C
CITIC Group
Investment Banking Department Intern
Beijing, CN
January 2021 - May 2021
Skills
Languages
ChineseEnglish
Technical skills
C++MS ExcelMySQLPower BIpythonsqlTableau
Skills
AccountingAlgorithmic TradingBacktestingBanking ServicesBig DataCalibrationCapital MarketsCash ManagementCertified Financial Risk ManagementC++ (Programming Language)DatabasesDue DiligenceEconomyElectronic Trading PlatformESG CriteriaFinancial RiskFinancial SecuritiesFinancial StocksForecasting SkillsForeign Exchange MarketsGame TheoryHidden Markov ModelInvestment BankingInvestment ConceptsKnowledge of EconometricsKnowledge of FinanceKnowledge of MathematicsKnowledge of StatisticsMachine LearningMacroeconomicsMarket CapitalizationMathematical FinanceMicroeconomicsMicrosoft ExcelMicrosoft OfficeMicrosoft PowerPointMicrosoft WordMicrostructureMoney InvestmentsPerseverancePortfolio ManagementProbability TheoriesPython (Programming Language)Quantitative ResearchResearch SkillsRisk ManagementSemiconductorsSensitivity AnalysisSimulationsSQL DatabasesStataStochastic ProcessSystematic TradingTechnical SkillsTime SeriesTradingValuation of OptionsXgboost