Financial Engineering Intern
Soochow Securities Research Center
- Constructed event-window stock pools and fund-performance factors using analyst upgrades and major restructuring events.
- Built a forward-looking active-management metric from portfolio weights and performance factors, incorporating incomplete holdings with half-life weighting.
- Backtested decile portfolios and a Top-50 strategy; also developed an ETF index-enhancement workflow using clustering and rolling tracking-error optimization.
Data Management Intern
China Construction Bank, Jiangsu Branch
- Contributed to risk-control work involving anomaly detection, fraud prevention, and real-time data processing.
- Built customer default-risk models for the CCB AI Competition using 24,000 customer profiles and six months of repayment data; the AdaBoost model reached 0.99 AUC and 0.95 F1.
- Developed a multiclass model for fund-investment preferences across approximately 500,000 potential clients, using down-sampled LightGBM data.