Asia Genesis Hedge Fund | Quantitative Research Intern
- Developed machine learning and NLP to conduct sentiment analysis on inflation and stock index performance
- Delved into hedging pressure theory for futures and utilized COT data to establish a model to evaluate the performance
Asian Institute of Digital Finance | Credit Research Initiative, Data Team Intern
- Retrieved firm-specific data from Bloomberg and macro-enabled files from Refinitiv Eikor by utilizing Python and SQL, so as to identify reliable data sources for the PM team to calculate the daily probabilities of default
- Executed functions on Bloomberg Terminal to gain corporate action and FS info, and validated updates in CRI database
Nogle | Quantitative Research Intern
- Devised momentum strategies combined with Hurst exponent by using machine learning models, plus conducted rolling K-folded validation in the crypto market, with 60% accuracy in predicting cryptocurrencies prices
- Constructed a telegram bot to automatically send alerts for specific clients’ withdrawal and deposit activities,
enhancing efficiency by reducing time spent on retrieving transaction data by 100%
- Retrieved order book data from PostgreSQL to compare the bid-ask spread of Binance with Covario and developed a dataframe using Python to report discoveries to the Quant Head
Big Data Co. Ltd. | Data Analyst Intern
- Conducted public opinion analysis by utilizing the company’s in-house software to gather and assess social media analytics and produced research decks with findings for business partners to monitor promotional activity effectiveness
- Collaborated with an intern to evaluate the property market in Taiwan by performing market research and analyzed metrics such as educational institutions, traffic conditions, and public facilities, and delivered findings to management
Deloitte Consulting LLP | Actuarial Analyst Summer Intern
- Designed sample check models in Excel for 5 types of insurance products from an institutional client by researching the product’s instructions plus compared results with Prophet, and completed a report to the management
- Updated a 300-page Embedded Value report to include 2020 figures, by adjusting financial data for 20 Excel files
DBS Bank | Institutional Banking Group (Global Transaction Services) – Summer Intern
- Analyzed and predicted post-Covid-19 era economic trends by researching government policies and market updates, and delivered a summary report of 11 industries’ prospects including the semi-conductor and travel industries
- Diagnosed current business corporation analysis bottlenecks by evaluating the current system’s format and utilized Python to develop a program to process and clean raw data, boosting efficiency of the system by 200%
