Quantitative Analyst Intern Resume
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New York City, NY
TECHNICAL SKILLS
- Python
- SQL
- Stata
- Excel
- R
- Minitab
- HTML
- Shiny
- Gurobi
- AWS
- Linux
PROFESSIONAL EXPERIENCE
Confidential, New York City, NY
Quantitative Analyst Intern
Responsibilities:
- Built Python script to scrape global financial data including intraday prices, beta, average volume, market capital, sector and earnings announcement for a list of stocks from Confidential and saved in database
- Converted equity market news from Confidential into buy/sell signals by sentimental analysis
- Created automated program to update daily performance on Amazon Web Services to support hedge fund traders
Confidential
Data Science intern
Responsibilities:
- Acted as the leader on a credit data parsing auto loan project in Sqlyog and transformed raw data provided by credit bureaus into contributable inputs for various project groups and evaluated the model performance by using Kolmogorov - Smirnov chart
- Compiled time series data from the federal reserve database and analyzed relationships between economic data and company equity performance by using python; including data cleansing, feature selection, dimensionality reduction and model training to help company forecast expected loss by analyzing the trends of macroeconomics indicators
Confidential
Financial Analyst Intern
Responsibilities:
- Analyzed local and global markets from Confidential by using indicators moving average, Bollinger bands and relative strength index etc to propose gold trading strategy
- Organized client meetings to address raised issues including scenario analysis and provided professional guidance
- Received Second Runner-Up Prize in company-wise Mock Trading Competition
Business Analytics
Confidential, New York, NY
Responsibilities:
- Collected and processed data from websites and built data warehouse
- Fitted regression and classification models to training data, using algorithms such as lasso and decision Tree, and evaluated the predictive power of the models based on testing data; resulted in a model with 76% accuracy
- Developed strategies for movie production investors in selecting movie scripts and casts, and guided theaters in arranging screening schedules for movies
Confidential, New York, NY
Project Leader
Responsibilities:
- Utilized MySQL, Python and web crawling tools to gather and analyze raw movie attributes data
- Conducted sentiment analysis and movie recommendation test using Nltk and conducted similarities counting algorithm
- Established web-based movie recommendation engine based in MySQL database, with an 80% accuracy rate
Confidential, New York, NY
Project Member
Responsibilities:
- Designed randomness, chi-squared, two sample, linear regression tests in R for investment portfolio from 3 GICS sectors
- Analyzed investment portfolio correlations, beta, alpha, idiosyncratic risk and Sharpe Ratio for investment considerations
- Created R-shiny App for effective investment strategies based on client customized financial situation involving 40 stocks