Responsibilities include:

• Worked on the research project of integrating several state-of-the-art Natural Language Processing models (like FinBERT, etc.) with Finance applications

Responsibilities include:

• Actively engaged in the whole process of data collection/cleansing/mining using web scrapers/spiders & textual analysis tools (BeautifulSoup, Requests, Scrapy)

• Collaborated with multiple scholars on several econometric & macro/urban/regional economic research projects focusing on -

  (i) The impacts of the unstable macroeconomic environment under the China-U.S. Trade War on various importing and exporting commodities from different sectors

  (ii) The synergistic and spillover effects of exhibitions/sports events on regional hotel and tourism industry

Responsibilities include:

• Comprehensively assessed the feasibility and suitability of a series of Machine Learning (PCA + XgBoost/LightGBM) & Deep Learning (AutoEncoder + GRU/LSTM) models on the predictions of company fundamentals (i.e., the Earnings)
• Underwent systematic training on Python, R, Blockchain & Cryptocurrency and Statistical & Machine Learning

Responsibilities include:

• Deeply engaged in 4 IPO and 1 Non-Public Offering projects, together with the continuous supervision and guidance for 3 other projects-

  (1) EZVIZ (A21616.SH) Spin-off IPO from Hikvision (002415.SZ) – 3.739B

  (2) China Isotope & Radiation Corp. (1763.HK) H-to-A Listing – 1.842B

  (3) BMC Medical (A20776.SZ) IPO – 738M

  (4) Rendu Biotechnology (688193.SH) IPO – 701M

  (5) East China Engineering Science & Technology (002140.SZ) Non-Public Offering – 931M

• Taking full charge of the data collection/analysis and training material preparation for the “on-the-job training” to all IBD employees focusing on “IPO Rejection & Penalty Case Analysis from Jan to Aug 2021”

• Engaged in the research project on analyzing the examination trend of AI-related IPOs on the STAR Market; Constructed the A/H-Share Comps Model Template for 4 different industries; Conducted the comprehensive performance analysis and comparison between CICC and another one of the largest IBs in China, reported to the Head of IBD

• Independently developed the automatic data processing/updating and report generating toolbox using VBA and Python to follow up the latest IPO proceedings on the market, which is regularly reported to the whole IBD during the weekly morning conference

Responsibilities include:

• Actively engaged in the Sci-Tech Innovation Board IPO process of two leading semiconductor corporations focusing on the research and development of MEMS (Micro-Electro-Mechanical System) & SVAC (Security Video and Audio Coding) chips, executed onsite operational, legal, financial, KYC, AML due diligence work
• Took the responsibility of conducting market & policy researches and composing roadshow materials on several Equity carve-out (ECO) & Refinancing Projects

Responsibilities include:

• Completed the differential characteristic analysis and feature extraction by dint of machine learning algorithms (PCA, Xgboost & LightGBM) for identifying the potential target customers of a current Alipay product with millions of users
• Exerting the concepts and knowledges of Computational Advertising and Business Intelligence, continuously monitored the actual market effects of several specific publicity advertisements for this product, where statistical hypothesis (A/B testing etc.) and time series analysis are well performed for ameliorations on effectively designing the interactive user interface

Responsibilities include:

• Independently developed several automated analytic programs using VBA and Python (NumPy & Pandas), which has been widely used for calculating normalized NAV and profit attribution indicators for a fund with an AUM over 250 million HKD
• Verified and refined the valuation processes using DCF Model, Jarrow-Rudd (JR) & Cox-Ross-Rubinstein (CRR) Model, Monte Carlo Pricing and other methods for more than 20 investment projects in 2018FY with a total fair value over 12 billion HKD
• Collaborated with colleagues from legal & compliance department, revised the internal control protocols based on actual practices to ensure the legality for all kinds of investment and financing businesses

Responsibilities include:

• Assisted managing director in obtaining the market specifications and data in the proprietary trading platform to perform piercing inspection on the board members of listed companies
• Participated in the regular meeting of research department, where fundamental analysis of regional macroeconomic statistics and technical analysis on MA, MACD, RSI and Fisher Transformation techniques are performed

Responsibilities include:

• Provided feasible recommendations for clients regarding portfolio allocation, risk monitoring and performance optimization using Markowitz’s Modern Portfolio Theory (MPT) and the Black-Litterman Model (Bayesian Shrinkage)
• Examined macro and statistical characteristics of fixed-income, equity, and money market funds over $8 million to generate the research report on specific industries and provide benchmark analysis to the client