Edward Shi
Shanghai
Summary
Results-oriented quant analyst skillful in organizing and pioneering research from first principles. Proactive at developing product, strategies and uncovering key components affecting project success. Proven track record of communication and working with others to deliver excellent results.
Overview
2
2
years of professional experience
1
1
Certification
Work History
Quantatitive Analyst
VCRED Trade
05.2022 - Current
- Modeled and reconstructed liquidity provision payoffs in concentrated liquidity market makers using covered option calls and straddle option portfolios
- Wrote robust statistical testing procedures (Monte Carlo Permutation Test, Granger Causality) to extract mid-high frequency market-making signals
- Prototyped an industrial-grade data ETL pipeline (real-time trades, L2 orderbooks, and candles) using Asyncio, ArcticDB and Kafka
Machine Learning Researcher
Los Alamos National Laboratory
05.2021 - 05.2022
- Wrote a Bayesian machine learning surrogate model that uses discrete fracture network (DFN) models to model gas flow through fractures of subsurface rocks
- Model outputs predictions that are within 20-30% of high-fidelity DFN simulation results while reduce the computational time by multiple orders of magnitude
- Identified as the first author in https://arxiv.org/abs/2306.03416, submitted to Computers and Geosciences
Data Scientist (L3 / L5)
Starboard Networks
06.2021 - 04.2022
- Coordinated a team of five engineers to provide blockchain network dashboards for the IPFS and Filecoin ecosystem
- Utilized advanced querying, visualization and analytics tools to analyze and process complex data sets
- Wrote an agent-based return on investment simulator for Filecoin Storage Providers that attracted over 2000 weekly fetches
Education
Master of Science - Computational Mathematics
Claremont Graduate University
Claremont, CA05.2022
Bachelor of Arts - Mathematics
Claremont Mckenna College
Claremont, CA05.2020
Skills
- Python
- asyncio
- sklearn
- tensorflow
- financial derivatives
- convex optimization
Certification
- Certificate of Quantatitive Finance (CQF), Fitch Learning - May 2023
- Advanced Risk and Portfolio Management (ARPM), In Progress
- Bayesian Learning of Gas Transport in Three-Dimensional Fracture Networks, submitted to Computers and Geosciences, 2023
- Positive semigroups and generalized Frobenius numbers over totally real number fields, Moscow Journal of Combinatorics & Number Theory - 2020
- Tribracket Modules, International Journal of Mathematics - 2020
Timeline
Quantatitive Analyst
VCRED Trade
05.2022 - Current
Data Scientist (L3 / L5)
Starboard Networks
06.2021 - 04.2022
Machine Learning Researcher
Los Alamos National Laboratory
05.2021 - 05.2022
Master of Science - Computational Mathematics
Claremont Graduate University
Bachelor of Arts - Mathematics
Claremont Mckenna College
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