Hong Kong SAR
A股研究员-覆盖光伏等电新以及部分先进制造板块。
• Applied Python pandas and numpy package to develop and maintenance efficient A-Share stocks backtesting platforms including data extraction, smart beta factors calculating etc.. • Backtesting portfolio insurance strategy through python.
• Collaborated with market risk department to build fix income economical cost model based on historical USD/CNH volatility and USD Libor swap rate. • Applied NSFR, LCR and other Basil III related bank stress testing on both market risk and credit risk to test capital adequacy, loan to value ratio, debt service coverage ratio and so on.
• Assisted ECM, DCM staff in data analysis, pitchbook creation and client targeting. • Individually conducted and programmed excel modules for ECM researches, covering industry & market trends, competitor analysis, regulatory developments, IPO monitoring across all geographies.