Layx Liu

Experience

• 

  Polaris MF Global Futures

  Jan 2011 - Aug 2011

  Strategy Developer internship

  • Built up a prototype of event trading strategy, providing a strategy setting process flow through the department.• Wrote a program to check a random trading system in a random market with an immature trading strategy.• Analyzed the connection between economics data and Forex future, presented to MF Futures consultant.• Conducted the forecast and analysis of oil future price during Egyptian Revolution.

• 

  PaPa&MaMa’s hostel

  Aug 2012 - Oct 2012

  Workawayer

  • Coordinated a website to introduce the environment and fee for this hostel, 100+ people viewed this website within one month.

• 

  Chung Shan Institute Science Technology

  Jan 2013 - Aug 2016

  System Engineer

  • Examined missile’s quality by analyzing data output from missile embedded computer, trouble-shooting 100+ above issues.• Stimulated 3D-Air Battled missile trajectory program to forecast the result of drill.• Conducted a seminar of weapons acquisitions and sells, gaining qualification of introducing weapons on weapon promotion campaign.• Designed and funded a windows English quiz program to improve the English learning environment in company.

• 

  Cathay Life Insurance Co., Ltd.

  Aug 2016 - Aug 2022

  Quantitative Researcher

  • Organized a project of retalior obversation on verity of industries: sports (Nike), electronics (Best Buy, Amazon), and graphics cards (Asus, Gigabyte)• Organized a project of observing port congestion • Coordinated COVID observation project to monitor congestion and work situation in major cities around the world based on TomTom and Google mobility trends• Wrote a web API to crawl 5G smart phone retailers that sells figures in TMALL online shopping including Huawei, Samsung, Oppo, and Vivo. Automatically executes the API by deploying it on AWS/Azure cloud. Presenting the result by using chart.js on a self-designed web• Construct a web crawler based on AWS cloud server to collect Apple products sells figures and design a web page to present the well-organized data to fund manager.• Construct an option hedging model by considering the hedging capital,hedging size, maximum loss, and the most suitable strike price.• Develop a Plastic industry trading model based on the experience of cyclical price discussed with fund managers and machine learning methods• Set up a portfolio hedging model by using TX future with up to 10+ strategies• Build up high dividend trading model on telecom stocks TW.2412, TW.4904 TW.3045• Estimate future volatility based on ten years VIX statistical result• Develop a trading model by Extracting the stocks which would have a high chance to fluctuate certain level• Conduct a stock-corporate bond arbitrage model• Coordinate a template to collect data for machine learning model Show less

• 

  LSEG (London Stock Exchange Group)

  Aug 2022 - Aug 2023

  Quantitative Developer

  • Monitor and check the accuration of index production.• Fixed the bugs when thousands of index productions got stuck.

• 

  First Commercial Bank (FCB)

  Aug 2023 - now

  Portfolio Manager

  manage one long fundin charge of semi industry