Financial Engineering Intern
Huatai Securities Co., Ltd
May 2023 - Jul 2023 (3 months)
Processed 10,000+ daily bond market data points in Python (NumPy, Pandas) to engineer 15+ macro and technical factors, enabling consistent bond strategy analysis and repeatable research framework. Built and backtested a LightGBM bond model on those factors, achieving Sharpe ratio of 1.25 and projecting 8.1% 3-year annualized return. Compiled performance and risk metrics into structured reports for mentor review, leading to adoption of engineered features in live trading strategies.