MICHAEL CHEN
Scarsdale,NY
Overview
3
3
years of professional experience
Work History
Mandatory Military Service
Taiwan ROC Army
06.2023 - 10.2023
- Fulfilled military service requirements
Quantitative Research Intern
Rayliant Global Advisors
06.2022 - 08.2022
- Utilized Python-based machine learning, correlation, and cointegration analyses to craft a quantitative strategy for Chinese ferrous metals futures, culminating in a strategy that delivered a 13% annual excess return and a Sharpe Ratio of 1.78 through long-short back-tests.
- Engineered an automation tool that utilizes JointQuant and Wind APIs, streamlining the collection of Chinese ferrous metal data and macroeconomic indicators to fortify the firm's trading strategy and analysis database.
- Conducted in-depth research on macroeconomic indicators to uncover their predictive impact on Chinese ferrous metal futures' trend. Compiled and presented reports on weekly team meetings.
Growth Equity Intern
Gopher Asset Management
07.2021 - 08.2021
- Engaged in Rescale's $55 million Series C funding, performing in-depth due diligence, assessing core technology, and benchmarking against market competitors. Aided senior associates in crafting a data-driven pitchbook and aggregating financial metrics.
- Streamlined monthly report generation on SaaS industry trends and events, presenting strategic insights to management. Efficiently prepared investment portfolio analyses for the Annual Limited Partner Investor Conference.
Research Assistant
Undergraduate Research Program
09.2020 - 04.2021
- Developed logarithmic and linear regression models in Python to decode the relationship between Market Capitalization, Monthly Active Users, and EBITDA across 160 companies.
- Conducted thorough fundamental analysis of business models and revenue drivers, extracting and synthesizing key financial metrics from 10-K filings within NAICS code 519130 sector.
Education
Bachelor of Science - Mathematic of Finance And Data Science
University of Michigan
Ann Arbor, MI12.2024
Skills
- Technical: C, Python, SQL, MongoDB, Matlab
- Language: Fluent in Mandarin and English
Additional Information
Interest : Soccer, Poker, Culinary, Basketball, Animal Rescue
Timeline
Mandatory Military Service
Taiwan ROC Army
06.2023 - 10.2023
Quantitative Research Intern
Rayliant Global Advisors
06.2022 - 08.2022
Growth Equity Intern
Gopher Asset Management
07.2021 - 08.2021
Research Assistant
Undergraduate Research Program
09.2020 - 04.2021
Bachelor of Science - Mathematic of Finance And Data Science
University of Michigan