q
quant_ff

Fan Feng

@quant_ff

Quant Researcher And Trader

China
Inglés, Chino
Parte de la información aparece en idioma inglés.
Sobre mí
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.... Lee más

Habilidades

q
quant_ff
Fan Feng
desconectado • 

Porfolio

Experiencia laboral

Citibank

Investment manager

Citibank • Tiempo completo

Jan 2022 - Present • 4 yrs 6 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