An experienced quant equity researcher who is an interdisciplinary expert in quant finance theory, empirical research, equity dataset and data manipulation, python programming, research presentation, and client communication. Capable of handling the entire life cycle of a research project with a ...more

An experienced quant equity researcher who is an interdisciplinary expert in quant finance theory, empirical research, equity dataset and data manipulation, python programming, research presentation, and client communication. Capable of handling the entire life cycle of a research project with a proven track record in converting ideas and hypotheses into carefully implemented empirical research results. Well-versed in quantitative equity portfolio construction and optimization. Extensive hands-on experience in dealing with alpha and risk model alignment, alpha estimation error and its impact on the model implementation, and various types of portfolio implementation given different outcome requirements. Expert level programming experience with Python data science stack, including pandas, numpy, matplotlib, statsmodels, altair, and plotly. The primary architect of the in-house python library - an end to end solution to quant equity research, model implementation and portfolio performance attribution.less