Jiahao Lu

Jiahao Lu  new_releases

About

Detail

MFE New Graduate
New Jersey, United States
Contact Jiahao regarding: 
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Full-time jobs
Starting at USD50K/year
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Internships
Open to unpaid internships
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Networking

Timeline

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Job
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Education

Résumé

Jobs verified_user 0% verified
  • B
    IT System Analyst
    Bank of Communications Co., Ltd. New York Branch
    Feb 2021 - Current (5 years 3 months)
    • Perform daily operation of banking systems by following banking system operation procedure • Work with team leader to continuously enhance operation automation and efficiency (Python) • Report significant and recurring issues to the team leader and IT manager • Maintain AML database using SQL-based relational database system
  • Bank of America
    Project Leader Advised by Cristian Homescu
    Bank of America
    Feb 2021 - Current (5 years 3 months)
    Market Regimes, Changepoints and Anomaly Detection in Investment Management Feb 2021 - Present Project Leader Advised by Cristian Homescu • Perform comprehensive literature review on market regime detection • Deploy Hidden Markov Model for regime shift detection (Python)
  • W
    Data Analyst Intern
    West Matrix, Inc
    Jun 2020 - Aug 2020 (3 months)
    • Developed and backtested classic quantitative trading strategies (double moving average, Donchian channel, Fairy's four-price strategy) • Collaborated in providing real-time analytic support to automated data pipelines and increased efficiency by 30% • Authored weekly reports on strategy and performance illustration (return and risk metrics)
  • T
    Financial Institutes Intern
    The Bank of East Asia Ltd
    May 2019 - Aug 2019 (4 months)
    Imposed comprehensive and standardized Anti-Money Laundering and Counter-Financing of Terrorism measures to identify, assess and understand the AML/CTF risks exposure • Scrutinized and reported 10+ suspicious ML/TF transactors • Collected, integrated, and analyzed annual reports of major banks and trusts to assess liquidity risks • Initiated supervision to heads of branches to keep track of client's management and penetration
  • J
    Quantitative Strategist Intern
    Jewellery Water Asset Management Ltd
    Jun 2018 - Aug 2018 (3 months)
    • Implemented and encoded algorithm into Python from "101 Formulaic Alphas" • Evaluated Sharpe's ratio, maximum drawdown, and VaR of model with different input of parameters • Conducted a systematic review of latest research paper regarding to quantitative trading ACADEMIC PROJECT
Education verified_user 0% verified
  • Stevens Institute of Technology
    Master of Science Financial Engineering
    Stevens Institute of Technology
    Jan 2020 - May 2021 (1 year 5 months)
  • Emory University
    Bachelor of Arts Economics
    Emory University
    Jan 2015 - Dec 2019 (5 years)