Dan Lei

Hourly rate: members only

Availability: members only

Willingness to travel: Worldwide

Professional status: Employer

Last updated: 26 Apr 2023

Total work experience: 2 year(s)

Language skills: English,

Personal summary

Global AI New York, US (Remote) Quantitative Analyst 06/2021-Present • Led the implementation of quantitative and systematic investment strategies using statistical and machine- learning models including time series, clustering, classification, regression recognised by senior stakeholders • Took charge of data extraction with mysql, cleaning, EDA analysis across various areas of finance, credit risk, earnings, macroeconomics and etc. • Supported the work on feature engineering including credit spread, interst, equity and volitility, supported scenario generate and stationary test, MAPE test and adjust R square etc. validation problems and testings • Implemented portfolio construction and optimization models such as Mean Variance, Black-Letterman • Back-tested the performance and model tuning using scikt-learn including other different machine learning techniques and investment strategies with automation tools, improved the team efficiency by 20%+

Skills