Summary
Overview
Work History
Education
Skills
Accomplishments
Languages
Timeline
Generic

Junhao Fu

Jersey City,NJ

Summary

  • Talented Computer programmer that has a comprehensive understanding of quantitative trading
  • Enjoys working as part of a team environment to achieve goals.
  • Offers comprehensive technical background and advanced knowledge of Windows and Mac.
  • Highly-skilled software development
  • Advanced knowledge of c, c ++, java and python.
  • Creative and driven to accomplishing new goals in a fast-paced environment.
  • Currently working on a library system project, a mid-point backtest tool for trading of options.
  • Fast learner with a passion for learning new things.

Overview

3
3
years of professional experience

Work History

Software Engineer Intern, ERS

International Data Corporation (IDC) China
08.2020 - 02.2021

Web Crawling and Data Extraction:

  • Engineered and deployed sophisticated web crawlers using Python, effectively aggregating essential data from various online sources.
  • Utilized Pandas library extensively for cleaning and structuring text data, ensuring high-quality inputs for company projects.
  • Significantly enhanced data collection processes, resulting in 20% increase in data volume available for analysis, thereby improving the accuracy of subsequent analytical processes.

Application Development and Data Analysis:

  • Spearheaded the development of a robust analysis application using Python and Django, integrating seamless database interactions.
  • Designed and implemented advanced features for quantitative analysis of extensive project data, including key financial metrics such as revenue, sales volume, profit, profit margin, revenue growth rate, profit growth rate, as well as critical corporate parameters like assets, liabilities, stock prices, market valuation, and dividends.
  • Ensured the application's scalability and efficiency in handling large data sets, providing valuable insights for strategic decision-making.

Translation Plugin Development:

  • Innovatively created a Python-based translation plugin, enabling swift and accurate translations between Chinese and English within the database.
  • Enhanced data accessibility and usability for multinational teams, facilitating smoother cross-cultural collaborations and data-driven strategies.

Quant Intern, Fixed Income Department.

Founder Financial Services
06.2019 - 08.2019

Bond Issuance Project Involvement:

  • Actively participated in bond issuance projects for Yongqiaochengtou Holdings, focusing on government bond issues.
  • Collaborated closely with financial engineers in the issue team, playing a critical role in selecting and implementing appropriate pricing models.

Data Collection and Analysis:

  • Tasked with gathering essential market and bond-specific data crucial for bond pricing. This included collecting information on interest rate levels, payment flows of the bond, maturity times, and credit ratings.
  • Employed advanced data cleaning and standardization techniques to ensure the accuracy and usability of collected data.

Model Development and Calibration:

  • Contributed significantly to the development of computer programs for selected bond pricing models, particularly the pure discount model suitable for government bonds.
  • Responsible for calibrating model parameters using real-time market data to ensure precise and reliable bond pricing.

Performance Validation:

  • Conducted extensive backtesting and sensitivity analyses on the pricing models to assess and validate their performance under various market conditions.
  • Ensured that the models remained robust and adaptable, providing accurate predictions and insights for effective bond pricing strategies.

Data Intern

GF Securities
06.2018 - 08.2018

Data Collection and Cleaning:

  • Utilized Python to develop efficient web crawlers for extracting comprehensive drug sales data.
  • Employed the Pandas library to meticulously clean and organize a large-scale drug sales database, encompassing over 100,000 data rows and spanning from 2009 to 2016.
  • Ensured data accuracy and usability by including diverse data types such as drug names, ingredients, descriptions, manufacturing companies, and annual sales figures.

Data Analysis and Decision-Making:

  • Conducted in-depth analyses of pharmaceutical companies, focusing on aspects like production capacity, innovation, and profitability.
  • Analyzed prominent pharmaceutical companies including Pfizer, Merck, Novartis, and AstraZeneca, leveraging data to evaluate their market positions and financial health.
  • Employed various decision-making methodologies, such as earnings per share analysis, net present value (NPV), internal rate of return (IRR), and the capital asset pricing model (CAPM), to derive insightful conclusions from the collected data.

Strategic Insights and Reporting:

  • Synthesized complex data into actionable insights, aiding in strategic decision-making processes.
  • Prepared comprehensive reports and presentations, effectively communicating findings to stakeholders and guiding investment and operational strategies.

Education

Master of Science - Computer Science

New York University
New York, NY
05.2025

Certificate - Computer Science

University of Wisconsin - Madison
Madison, WI
12.2022

Bachelor of Management Studies - Public Administration

Central University of Finance And Economics
Beijing, China
06.2020

Skills

  • Programming & Software: Python (Pandas, Numpy, Scipy), SQL, Java, C, C, MATLAB, R, TensorFlow, PyTorch
  • Quantitative Analysis & Modeling: Monte Carlo Methods, Time Series Analysis, Stochastic Calculus, Partial Differential Equations, Optimization Techniques, Risk Management, Econometrics
  • Operating Systems: Windows, Linux, UNIX
  • Libraries & Frameworks: Scikit-learn, Matplotlib, React, Spring

Accomplishments

Mid-point-backtest

  • Options trading back testing

Nvidia Stock Price prediction with RNN, LSTM and GRU

  • Future price prediction for Nvidia stock using recurrent neural networks in TensorFlow.

Library Management System

  • A library management system based on Spring, Spring MVC and MySQL, Developed by Java and JavaScript

Languages

Chinese (Mandarin)
Native or Bilingual
English
Full Professional

Timeline

Software Engineer Intern, ERS

International Data Corporation (IDC) China
08.2020 - 02.2021

Quant Intern, Fixed Income Department.

Founder Financial Services
06.2019 - 08.2019

Data Intern

GF Securities
06.2018 - 08.2018

Master of Science - Computer Science

New York University

Certificate - Computer Science

University of Wisconsin - Madison

Bachelor of Management Studies - Public Administration

Central University of Finance And Economics
Junhao Fu