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HONGRU CHEN

@hongruchen

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Quantitative trader with expertise in financial engineering and data analysis.

Hong Kong

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What I'm looking for

I am looking for opportunities that allow me to leverage my quantitative skills in a dynamic trading environment, with a focus on innovation and continuous learning.

I am a dedicated quantitative trader with a solid math background and expertise in financial engineering. My journey has been marked by a commitment to self-learning, particularly in Python and data analysis, which I leverage to conduct independent research that informs my trading decisions. My professional experience includes managing hundreds of millions of dollars in cash positions across multi-currency accounts, generating millions in annual returns on cash assets.

At SAFE Investment, one of the top sovereign funds globally, I have developed and implemented intraday algorithmic trading strategies that have achieved a back-tested excess return of 20 basis points. My role involves quantifying liquidity changes during corporate events and optimizing trade execution to minimize costs and risks. I take pride in my proactive approach to understanding upstream and downstream processes, which has led to significant operational efficiencies and cost savings.

Experience

Work history, roles, and key accomplishments

Current

Trader

Current

SAFE Investment

Feb 2024 - Present (1 year 4 months)

Currently working as a Trader at SAFE Investment, focusing on intraday algorithmic trading strategies and market impact modeling. Responsible for quantifying liquidity changes and developing trading strategies to optimize execution and reduce risks.

Algorithmic Trading Market Impact Modeling Trade Execution Quantitative Analysis Risk Management Python Data Analysis Financial Engineering Statistical Analysis

Associate (Trainee)

SAFE Investment

Oct 2021 - Jan 2024 (2 years 3 months)

Served as an Associate (Trainee) at SAFE Investment, specializing in quantitative analysis and statistical analysis. Developed strategies based on predictive models and managed significant cash assets to ensure liquidity and profitability.

Quantitative Analysis Statistical Analysis Cash Management Financial Modeling Risk Assessment Python Data Analysis

Education

Degrees, certifications, and relevant coursework

WorldQuant University

Master of Science, Financial Engineering

2024 -

Grade: A

Currently pursuing a Master of Science in Financial Engineering, with an overall grade of A in completed courses.

Chinese University of Hong Kong

PhD & MPhil, Mathematics

2016 - 2021

Grade: 3.9

Completed a PhD and MPhil in Mathematics with a GPA of 3.9. Received a Postgraduate Studentship and was awarded Outstanding Teaching Assistant of the Year.

Wuhan University

Bachelor of Science, Mathematics

2012 - 2016

Grade: 3.6

Earned a Bachelor of Science in Mathematics with a major GPA of 3.6. Graduated from the top 5% of the Hongyi School of Mathematics and received the Hongyi School of Mathematics Studentship.