LinkedIn Profile As a soccer player, I have learned that playing in a fast-paced, highly collaborative gamerequires the exact same diligence and teamwork I apply to quantitative research. I am an incoming Master of Science in Computational Finance (MSCF) student at Carnegie Mellon University, holding a Bachelor of Science in Mathematical Sciences with a minor in Computer Science, at the University of Michigan. My professional passion lies in engineering data-driven solutions for complex financial markets. Most recently, as a Quantitative Researcher Intern at SGD Asset Management, I constructed systematic basket-stock risk premium and index futures–ETF arbitrage strategies in China's A-share market. Representative strategies achieve over 20% annual return with drawdown below 10%. Furthermore, my work as a WorldQuant BRAIN Independent Consultant and my independent projects have focused on developing high-capacity alpha factors and architecting LLM-driven alpha mining pipelines. I am actively seeking Quantitative Research and Trading opportunities to leverage my dual expertise in mathematical modeling and advanced computation. And I would welcome any opportunities to connect via a brief coffee chat or virtual meeting to discuss how we can work together to develop innovative quantitative strategies.
