Yaojia Lei
Chicago,IL
Summary
Experienced in conducting research and developing proactive investment strategies. Well-versed in market conditions. Proficient in assessing risks, completing valuations and managing exposures with a flexible and thorough approach. Skilled quantitative professional with excellent leadership, critical thinking and problem-solving abilities. Develops and presents proposals, facilitates communication and multitasks in fast-paced environments. Expertise in Python, Excel and R. Highly-motivated employee with desire to take on new challenges. Strong worth ethic, adaptability and exceptional interpersonal skills. Adept at working effectively unsupervised and quickly mastering new skills.
Overview
6
6
years of professional experience
1
1
Certification
Work History
Junior Quantitative Analyst
Acciona Energy
02.2023 - 12.2023
- Developed and updated risk assessment models (Basis, Covariance, Statistical Performance) for project evaluation, Power Purchase Agreements (PPA), and merchant trading in diverse markets such as PJM, SPP, ERCOT, MISO, and AESO.
- Utilized Python, R, and Excel to simulate stochastic processes for financial and time series, running analytics on price and generation data for structuring and modeling hedges.
- Implemented a system to expedite settlements for operating assets, enhancing operational efficiency.
- Conducted in-depth analysis on multiple revenue sources, including Arbitrage, Resource Adequacy (RRS), and Regulation Up & Down, for the largest Battery Energy Storage System in ERCOT.
- Conducted statistical modeling involving power prices, system demand, wind production, and event probabilities to inform decision-making processes.
- Analyzed macro data for commodities and self-learned Velocity and Wood Mackenzie for market insights.
- Conducted research on new techniques and methods to enhance the accuracy of building trading strategies.
- Generated comprehensive reports summarizing data, findings, and recommendations based on quantitative analysis results.
- Validated the accuracy of complex mathematical formulas used in statistical modeling processes.
- Assisted senior analysts in developing trading strategies to maximize returns while minimizing risks.
- Identified correlations between different factors through comprehensive market research and analysis.
- Implemented efficient back-testing procedures using Python to evaluate the performance of developed strategies over time.
- Provided technical support in creating automated systems for monitoring and analyzing real-time changes in the markets.
- Researched emerging trends in the industry related to power markets.
- Maintained a comprehensive database of historical market information for use in model development.
Research Assistant
Dubin,Jeffery
06.2022 - 08.2022
- Gathered diverse data from online databases and libraries across industries, including food, video games, and gas and power, employing Python for efficient extraction.
- Implemented statistical models to address research questions spanning various industries.
- Conducted thorough literature reviews to ensure the accuracy and reliability of research findings.
- Devised and implemented systems to clean and gather data from intricate sources such as the Bureau of Labor Statistics (BLS) and the Energy Information Administration (EIA).
- Organized and conducted in-depth analyses of qualitative and quantitative data using advanced statistical software packages, including STATA.
- Successfully managed multiple concurrent research projects, maintaining meticulous records to ensure accuracy and efficiency.
- Applied scientific principles and techniques to troubleshoot challenges encountered throughout the research process.
- Actively participated in collaborative team meetings, contributing to discussions on project progress and generating innovative ideas for future initiatives.
- Generated insightful reports, compelling presentations, and informative articles using Microsoft Word and PowerPoint.
- Formulated comprehensive research questions and potential hypotheses to guide investigative efforts.
- Engaged in continuous learning through additional training and courses to refine and enhance industry knowledge.
- Formulated comprehensive research questions and potential hypotheses to guide investigative efforts.
- Engaged in continuous learning through additional training and courses to refine and enhance industry knowledge.
- Thoroughly analyzed experimental results using various tests, ensuring robust and reliable outcomes.
- Implemented rigorous quality assurance checks to verify the accuracy of collected data and materials.
Investment Analyst
China Orient Asset Management
09.2019 - 09.2020
- Analyzed, evaluated and reported on market trends, investment opportunities, and risks associated with potential investments.
- Performed due diligence reviews in order to identify any potential issues or risks related to a given investment.
- Conducted research on companies, industries and markets in order to generate insights for investment decisions.
- Monitored existing investments for changes in performance or other indicators that may impact future returns.
- Prepared detailed reports summarizing the current state of portfolios and providing suggestions for improvement or modification based on market conditions.
- Reviewed industry news sources including trade journals and online publications to stay abreast of developments impacting current investments.
- Created forecasts of expected returns from proposed investments using historical data as well as projections of future economic conditions.
- Presented findings from research projects at regular team meetings in order to share new ideas with colleagues.
- Monitored and analyzed short- and long-term performance of investments against targets.
- Contributed to research and helped create, implement and optimize risk management tools for continuous evaluation.
- Developed comprehensive company valuations to inform investment decisions.
Volunteer
Maximal Nivel (IVHQ)
11.2017 - 01.2018
- Collaborating seamlessly with a team of four, meticulously crafted engaging and developmentally enriching activities tailored specifically for children.
- Expertly orchestrated entertaining activities, leading a dedicated team of six or more enthusiastic youth volunteers. Executed a total of 10 events across diverse settings, including orphanages, nursing homes, and impoverished communities. This impactful initiative resulted in an impressive 80% increase in the local happiness index.
- Established and maintained effective communication and collaboration with five international teams to meticulously coordinate and implement plans for the renovation of a kindergarten. This global partnership aimed at enhancing educational facilities, serving as a compelling example of the positive impact of international cooperation in community development.
- Efficiently coordinated logistics for special events, such as conferences or workshops, ensuring flawless execution and a memorable experience for participants.
- Provided invaluable guidance and support to fellow volunteers during their shifts, fostering a collaborative and supportive environment within the team.
- Led insightful group discussions about current issues related to volunteering within the community, promoting awareness and meaningful engagement among volunteers.
Education
Master of Science - Econometrics And Quantitative Economics
University of Southern California
Los Angeles, CA08.2023
Bachelor of Science - Economics
Syracuse University
Syracuse, NY05.2019
Skills
- CFA Candidate
- R studio
- Python
- Power BI
- SQL
- Quantitative Analysis Expertise
- Summary Reporting
- Data Modeling
- Microsoft Excel
- Microsoft Word
- Microsoft Powerpoint
Languages
English
Professional
Chinese (Mandarin)
Professional
Certification
- IBM Data Analyst Professional Certificate
Timeline
Junior Quantitative Analyst
Acciona Energy
02.2023 - 12.2023
Research Assistant
Dubin,Jeffery
06.2022 - 08.2022
Investment Analyst
China Orient Asset Management
09.2019 - 09.2020
Volunteer
Maximal Nivel (IVHQ)
11.2017 - 01.2018
Master of Science - Econometrics And Quantitative Economics
University of Southern California
Bachelor of Science - Economics
Syracuse University
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