Jingyan Wang

Experience

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  CITIC Securities Company Limited

  Jun 2015 - Sept 2015

  Quantitative Analyst

  • Exploited risk management measures including VaR, Expected Shortfalls and CVA/DVA for existing investment portfolios• Delisted stocks from investment pools based on potential degraded risk using fundamental analysis

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  AIA Singapore

  Jan 2016 - Feb 2016

  Financial Analyst

  • Studied corporate management course during employee training session about core competitive abilities of companies; present case analysis in the final presentation and awarded 1st place• Selected “value” companied based on security analysis like Gramham and Dodd to create potential investment portfolio for high-value customers

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  Questrom School of Business, Boston University

  Jul 2022 - Sept 2022

  Lecturer

  • Elected as the First PhD student to teach python programming course for MSMFT program; prepared and organized lecture materials for MSMFT math summer camp• Covered content based on requirements of industrial job market, including data cleaning, derivatives pricing and trading strategy backtesting• Acclaimed highly by enrolled students and program director• Hosted Q&A sessions and office hours, both theoretical and empirical examples are included

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  Shanghai Zhuosheng Fund Management L.P.

  Jul 2023 - Jul 2024

  Quantitative Researcher

  • Constructed statistical arbitrage models to estimate factors that could represent potential anomalies based on finance, statistics and machine learning theories• Analyzed asset pricing models using China A-share market data to estimate how to accommodate theories based on US stock market in different countries, including Fama-French Five Factor, Hou-Xue-Zhang Four Factor and Stambaugh-Yuan Four Factor models.• Explored the possibility of Quantamental models in asset pricing; constructed models based on Graham and Dodd(1934), Asness et al. (2019) quality-minus-junk and so on.• Assisted the validation process of A-share market stocks to predict ST list using financial statements and eliminate impossible investment opportunities when backtesting models Show less

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  DAJIA Asset Management

  Jul 2024 - now

  Quantitative Researcher