Education on the left; quantitative, research, and teaching experience
on the right.
Right
Work experience
Quantitative Researcher Intern
PGIM · Newark, New Jersey
Developed FX timing alpha using nonlinear variable selection
and Random Forests, with long/short strategy backtests.
Used SHAP values for transparent feature attribution and risk
budgeting.
Implemented transfer-entropy signals linking daily Economic
Surprise Index shocks to intraday FX moves.
Research Assistant
Rutgers University
Developed DrdidGmm, an R package for doubly robust
difference-in-differences estimators using GMM, with
heteroskedasticity-, cluster-, and spatial-robust inference.
Research Assistant
Rutgers University
Collected intraday TAQ observations for 380 S&P 500
constituents and SPY.
Applied Chao-Swanson variable selection, factor extraction,
and shrinkage methods with forecasting-based cross-validation.
Research Assistant
Rutgers University
Constructed first-release real-time data for more than 130
macroeconomic and financial variables from FRED.
Built text-based emotion measures from the Reuters Historical
News Archive for judgemental and econometric forecasting
research.
IT Summer Associate
Thermo Fisher Scientific · Shanghai
Contributed to a Python-based robotic process automation
project using Automagica.
Summer Risk Analyst
China Pacific Insurance · Shanghai
Supported critical-illness insurance data analysis and the
construction and validation of risk models.