About Me

I am a commodity trader with a background in quantitative finance, financial engineering, and data-driven research.

My experience spans commodity markets, high-frequency trading, derivatives pricing, quantitative investment research, and risk management. I am interested in combining physical market insights with quantitative methods to understand market structure, pricing, and trading opportunities.

Education

National University of Singapore

Master of Science in Financial Engineering
Aug 2023 - Jun 2025 · Singapore

GPA: 4.83/5.0

Coursework includes stochastic calculus, advanced derivatives pricing, derivatives and fixed income, machine learning, and risk analysis.

Wuhan University

Bachelor of Economics in Finance
Bachelor of Science in Mathematics
Sep 2019 - Jun 2023 · Wuhan, China

GPA: 3.78/4.0

Coursework includes linear algebra, probability theory, statistics, stochastic processes, numerical analysis, partial differential equations, and econometrics.

Work Experience

Haitian Industry & Trade · Commodity Trading

July 2025 - Present · Shanghai, China

Focus on global commodity markets, with an emphasis on fundamental research and physical trading.

Deepwin Asset Management · Quantitative Research Intern

April 2025 · Shanghai, China

Worked on T0 trading signals, prediction accuracy modeling, entry point filtering, and strategy performance enhancement in a high-frequency trading environment.

Definite Capital Management · Crypto HFT Intern

Aug 2024 - Oct 2024 · Beijing, China

Conducted high-frequency data analysis on order book behavior, transaction probability decay, order cancellation patterns, event arbitrage, and futures-spot basis prediction.

Eastspring Investments · Quantitative Risk Management Intern

May 2024 - Aug 2024 · Singapore

Researched default probability modeling and developed VaR simulations using extreme value theory, copula methods, and Monte Carlo simulation.

Derivatives China Capital · Quantitative Research Intern

Jan 2024 - Apr 2024 · Taipei, China (Online)

Worked on alpha factor selection, XGBoost-based return prediction, cross-sectional model enhancement, and dynamic hedge optimization.