Quantitative Researcher Intern, Fixed Income Department
Guangzhou, CN
January 2022 - August 2022
company
GF Fund Management Co., Ltd
title
Quantitative Researcher Intern, Fixed Income Department
overview
- Jan 2022 - Aug 2022
- Introduced Hidden Markov Model algorithm with Higher Moments method on SSEC negative shocks for portfolio allocation
- Integrated fund metrics into an investing platform with Python, including more than 50 functions such as multiple duration algorithms
- Huatai Securities Co., Ltd (Rank #2 in sell side firms in China
- Shanghai, CN