Chenhui Liu

Experience

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  Bank of Ningbo

  Jul 2014 - Nov 2014

  Risk Management Intern

  • Market Risk: Modified Value at Risk (VaR) model for multiple products: money market funds and equity portfolios• Liquidity Risk: Tracked floating rate (Libor) and exchange rate in Reuters System to provide liquidity risk warnings• Operation Risk: Maintained and monitored traders’ accounts, built archives management for counterparties• Credit Risk: Implemented and validated Credit Risk Scoring Models using Excel, modified Customer Assessment• Time Series Analysis: Implemented ARMA and ARMA to forecast future trend of asset price, provided early warnings Show less

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  Shanghai Modern Transport Human Resource Management Co., Ltd

  Feb 2015 - Nov 2015

  Data Analyst

  • Database Maintenance: Developed SQL database to store dispatched labor• Data Analysis: Prepared labor market survey report every month, applied statistical models to analyze current situation and predict future demand of market in transportation sector• Contract Management: Managed to prepared contract of dispatched labor, collected and invoked contract

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  Accenture

  Jun 2017 - Dec 2017

  Project Intern

  • Deep Learning: Implemented Neural Network Models to predict future returns of assets using Python• AI Design: Designed and developed Robo-Advisor with GUI to provide asset allocation and portfolio management by Black-Litterman Model using Python• Sensitivity Analysis: Validated the performance of NN Models with different market situation

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  Mingxi Capital Management

  Apr 2018 - Sept 2018

  Quantitative Researcher

  • Data Processing: Collected tick data of futures from exchanges and generated minutely data, web scraped volume ranking• Data Extract System: Designed and developed GUI to extract tick and minutely data from MongoDB database using Python• Market Rotation Modeling: Implemented wavelet analysis for noise reduction and SVM to divide market cycle• Quantitative Strategy: Implemented sector rotation and momentum model to select assets and generated trading strategy include position adjustment, stop-loss order and future return prediction Show less

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  Fudan University

  Apr 2019 - now

  Research Assistant

  • Web-scraping: Collected data using Python (Module: Selenium and Request) like Trump's Tweets, News of Belt and Road Initiative, products information from Taobao and JD and so on• SQL: Extracted mobile signal data from Oracle, hive and SQL Server database and analysed transportation method and customer flow during commuting in Yangtze River Delta• Data-cleaning/Data-mining: Collected company and economic data and composited panel data to analyse industry development and written as policy recommendations compared with foreign countries (pharmaceutical industry)• Data-cleaning/Data-mining: Collected county-leveled economic, election and Covid outbreak data and analysed the effect of Covid in US 2020 Election using PSM• US 2020 Election Prediction: Collected and tracked polls data and created data visualization report to show change of polls, Covid outbreak and presidential approval (http://www.ccda.fudan.edu.cn/index.php?c=article&id=109) Show less