Feng Shen

Structured macro, ETF, options-flow and market data into research, risk-monitoring, screening and trading-signal workflows. Tested systematic modules for strategy rules, rebalancing, backtesting and alerts; defined AI-agent data and risk-control requirements.

Product & Algorithm Intern at Zhian Lianyun (智安链云) (2026-05 – Present)

• Structured macro, ETF, options-flow and market data into research, risk-monitoring, screening and trading-signal workflows.
• Tested systematic modules for strategy rules, rebalancing, backtesting and alerts; defined AI-agent data and risk-control requirements.

Fixed Income & Credit Intern at Northeast Securities (2025-04 – 2025-07)

• Tracked government and credit bond issuance and secondary trading in Wind across tenor, yield, rating and liquidity.
• Analysed LGFV financials, debt-servicing capacity and regional yields; prepared credit materials for investment and trading teams.

M.Sc. in Financial Mathematics – CUHK-Shenzhen (2026-09 – 2028-06)

B.Sc. in Financial Mathematics – UIBE (2022-09 – 2026-07)