Growing up playing Mahjong trained my brain for probability and pattern recognition before I ever took a statistics class. It was only natural that I ended up in quantitative finance. I hold dual bachelor's degrees in Mathematics and Statistics & Data Science from UCLA, and I am currently pursuing my MSCF at Carnegie Mellon. My interests lie in quantitative research, alpha factor modeling, and systematic investment strategies. Through internships at Guotai Haitong Securities and Bank of Communications, I have applied these interests in practice. At Guotai Haitong, I engineered a cross-sectional factor backtesting framework in Python, evaluating A-share alpha factors via IC/IR metrics and long-short portfolio analysis. At Bank of Communications, I quantified liquidity and capital adequacy risk across 20+ global banks, supporting risk and policy analysis across five regulatory frameworks. Having studied markets from both a pure mathematics and statistical lens, I approach problems by building from theory first, then validating with data. I don't just understand the models. I build them. I am actively seeking quantitative research opportunities and would love to connect virtually or in person to discuss how I can contribute to your team.
