Experience
Founder and Chief Investment Officer, UniQuant Capital, Shanghai, China, 2018 - present
Quantitative Hedge Fund in China Equity and Future market with total asset under management of 3 Billion RMB.
Executive Director, China Innovation Fund, Beijing, China, 2017 - 2018
Lead PE/VC investment team in TMT area covering projects within sector of civil-military integration (commercial aerospace tech, high-tech equipment) and technology sector (telecomm tech, cloud and big data, semi-conduct materials, FinTech)
Project Investment: Micro Net Communication Co. LTD (2 Billion RMB), Nari Technology (1.26 Billion RMB), China Telecomm 5G Industrial Fund (4 Billion RMB).
Vice President, Goldman Sachs Asset Management, New York, NY, 2015 - 2017
Managed quantitative long-only equity portfolio with total AUM 15 Billion USD.
Conducted quantitative factor portfolio research based on fundamental and market data.
Built quantitative models and algorithms for portfolio optimization, calibration, and back-testing.
Developed systematic tools for portfolio risk decomposition and performance attribution.
Quantitative Strategist, KCG Holdings, Jersey City, NJ, 2014-2015
Analyzed signals based on news and intraday data and developed systematic trading strategies.
Built predictive models and algorithms to infer trade markings with trade and quote data.
Summer Research Scientist, Amazon.com, Seattle, WA, 2014.
Built econometric models to study the causal relationship of consumer online behaviors and sales.
Summer Data Scientist, AppNexus, New York, NY, 2013.
Analyzed large-scale dataset using time series and econometric models.
Designed machine learning algorithms to forecast bid landscape of online Ad exchange.
Consultant, Kaiser Permanente, Oakland, CA, 2013-2014.
Designed patient routing policies based on empirical findings and stochastic simulation.
Research Engineer, The Logistics Institute – Asia Pacific, Singapore, 2010 - 2011.
Developed global logistic solutions for Cargo Sea Logistics and green supply chain.