q
quant_ff

Fan Feng

@quant_ff

Quant Researcher And Trader

China
Englisch, Chinesisch
Einige Informationen werden in englischer Sprache angezeigt.
Über mich
I'm a quantitative researcher and algorithmic trader with 10+ years of experience, holding a Master's degree in Mathematics with strong foundations in statistics, econometrics and deep learning. My expertise covers systematic strategy development across multiple asset classes — Commodity Trading Advisor (CTA), multi-factors equity selection, cryptocurrency algorithmic trading, FOF(funds of funds) manager selection, and portfolio risk management. I offer: quantitative strategy development, econometric modeling, backtesting frameworks and performance attribution reports with Python.... Mehr lesen

Kompetenzen

q
quant_ff
Fan Feng
offline • 

Meine Dienstleistungen

Trading-Bots-Entwicklung
I will develop a quantitative trading strategy with python
Ab150 $ / ProjektWeitere Details

Portfolio

Arbeitserfahrung

Citibank

Investment manager

Citibank • Vollzeit

Jan 2022 - Present • 4 yrs 4 mos

Conducted due diligence on 60+ external fund managers across equity, fixed income, CTA, and multi-strategy categories for FOF portfolio construction Performed performance attribution using Brinson and Barra frameworks to evaluate manager alpha, style exposure, and risk-adjusted returns Managed FOF portfolio allocation and monitored risk metrics including drawdown, Sharpe ratio, and factor exposure on a daily basis Built quantitative screening tools in Python to automate manager evaluation and portfolio monitoring workflows Delivered quarterly investment reports and manager review presentations to senior management