Shichen Yang
Ann Arbor,MI
Summary
Skilled multitasker with work ethic and solidified statistical research training. Willing to take challenging task related to practical problems in real world. Plenty experiences of programming skills make me an efficient part for the team regarding solving data driven problem.
Overview
4
4
years of professional experience
Work History
Quantitative Research Intern
Shanghai Shanghu Investment Ltd.
11.2023 - Current
- Support research team on alpha generation project with implement of genetic algorithm. (Python)
- Improve generation framework by introducing new type of fitness. (Python)
- Conduct independent backtesting on generated alpha. (Python)
- Support research team with data processing and corresponding module integration. (Python)
Quantitative Research Intern
AXA-SPDB Assets Management Ltd.
05.2023 - 08.2023
- Developed quantitative stock screening strategy based on multi-factor model. (Python)
- Conducted quantitative research on signal driven trading on derivatives. (Python)
- Supported Asset Management Division with data processing. (Python)
Quantitative Analyst Intern
China Universal Assets Management Ltd.
07.2021 - 09.2021
- Assisted in developing signal driven trading, including signal screening, backtesting. (Python)
- Assisted in portfolio optimization of multi signal-driven strategy. (Python)
Research Assistant
State Key Lab Of Estuarine And Coastal Research
07.2020 - 07.2021
- Assisted in coding numerical solution of ocean dynamic equation. (Matlab)
- Conduct model diagnosis with statistical tools. (C++, Matlab)
- Participate in generating periodical report based on solved data.
Education
Master of Science - Applied Statistics
University of Michigan - Ann Arbor
Ann Arbor, MI05.2024
Master of Science - Quantitative Finance And Risk Management
University of Michigan - Ann Arbor
Ann Arbor, MI05.2024
Bachelor of Science - Mathematics
East China Normal University
Shanghai China06.2022
Skills
- Intermediate Programming on Python (Data Analysis: Numpy, Pandas, Sklearn, Sci-Py; Deep Learning: Pytorch, Tensorflow)
- Intermediate Programming on C (Data Structure; Algorithms)
- Intermediate Programming on Matlab
Timeline
Quantitative Research Intern
Shanghai Shanghu Investment Ltd.
11.2023 - Current
Quantitative Research Intern
AXA-SPDB Assets Management Ltd.
05.2023 - 08.2023
Quantitative Analyst Intern
China Universal Assets Management Ltd.
07.2021 - 09.2021
Research Assistant
State Key Lab Of Estuarine And Coastal Research
07.2020 - 07.2021
Master of Science - Applied Statistics
University of Michigan - Ann Arbor
Master of Science - Quantitative Finance And Risk Management
University of Michigan - Ann Arbor
Bachelor of Science - Mathematics
East China Normal University
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