I’m a current master’s student at UCSD majoring in Computational Science (CS & Math). I'm looking for a job as a Software Engineer or Quant Developer position. I have a few years of hands-on work experience in startup and FinTech as SDE (full-stack web dev) and Quant Developer (especially for derivatives). At UCSD I have research experience at Drone Lab. This lab focuses on computer vision and robotics and I joined the algorithms group, mainly working on object detection and segmentation. Before UCSD I was responsible for trading strategies as Quant Developer at a FinTech hedge fund startup. I also had training experience in Morgan Stanley Student Camp in High-Frequency Trading (HFT) group, mainly studying market-making strategies and financial microstructures.
Researched on computer vision area at Prof. Falko Kuester’s CHEI DroneLab.
- Segmantation and computer vision algorithms.
- Imaging processing and 3D Reconstruction from multi-views.
Used React.js, Node.js, Express with GraphQL, MongoDB to build web applications and deploy on AWS.
In the Machine Learning Nanodegree (MLND) group in China team.
- Reviewed and guided students’ projects to complete machine learning nanodegree programs.
- Tested and maintained the database warehouse for DiDi-Algo competition platform.
Joined the startup as the 5th employee.
- Built models for portfolio hedging, optimization and pricing forecasting. Researched on high-frequency and interdays trading stratgies, and risk management.
- Contributed and developed our own internal trading simulation system based on real-world queuing systems and various orders to track order flows.
3-month training in High-Frequency Trading (HFT) group.
- Researched market-making and inventory strategies, Poisson process, order-flows, and spread trading, tick-to-trade measurements, and simulations.
- Predicted the mid-price and spread by utilizing machine learning with low latency and calibrated dealers’ indifference valuation and bid-ask quotes to narrow down the inventory risk.
Web Developer Bootcamp Projects
Used React.js, Node.js, Express, GraphQL, and MongoDB, SQL to build payment app and Yelp-like app.
Products size fitting recommender systems using collaborative filtering on public datasets.
Market-Making Trading Strategies on Limit Order Books
Modified ACD-GARCH model, considered Poisson processes, modeling on individual dealers’ optimized bid-ask trading strategies for narrowing risk based on high-frequency financial data.
Publication & Research Reviews
- 2017 · AAAI-17 Monte Carlo Localization: Efficient Position Estimation for Robots, Synced Technical Reviews.
- 2016 · Autoregressive Conditional Duration with Generalized Autoregressive Conditional Heteroscedasticity model (ACD-GARCH) for Irregularly Spaced High-Frequency Financial Data, Master’s Thesis (Outstanding Honor).
- 2015 · Empirical Research on the CSI300 Futures GARCH-VaR Risk Management, Modern Economic Information.
Activities & Leadership
Delivered presentations as an invited speaker at
- 2017 · WTM Women Techmakers, Google Developers;
- 2018 · Women in Tech, organized by the Columbia Center in Beijing.