柯智允 Tristan Ko

United States
0968120102
[email protected]
https://www.linkedin.com/in/tristanko1201/

學歷



Boston University

Mathematical Finance & Financial Technology  •  2022 - 2024

  • Fall 22 courses: Statistics, Programming (R, Python, C++), Stochastic Calculus, Finance
  • Spring 23 courses: Fixed Income, Computational Methods, Algo and HF trading, Financial Econometrics
  • Fall 23 courses: Deep learning and statistical learning, Corporate risk mgt., Economics of fintech, Credit risk

交通大學

Applied Mathematics, Minor in Financial Engineering  •  2016 - 2021

  • Selected courses: Futures and Options, Financial Risk Management, Investments, Financial Econometrics

工作經歷


Quantitative Research Analyst (Part time)  •  Adaptive Investment Solutions

九月 2023 - Present  |  Taipei, Taiwan

  • Evaluated potential risk-return scenarios for derivative-embedded debt instruments
  • Devised valuation algorithms (e.g., Monte Carlo, PDE) for structured products and options
  • Implemented advanced risk assessment methods to enhance further downside protection

Assistant Engineer (Summer Intern)  •  MediaTek 聯發科技

七月 2023 - 八月 2023  |  Taipei, Taiwan

  • Collaborated on the prediction of minimum voltage thresholds for multiple IC chips

  • Engineered data processing for feature point extraction in extreme temperature conditions

  • Enhanced prediction accuracy by 30-40% through testing of various algorithms

Market Analyst Intern  •  Vici Holdings

八月 2021 - 九月 2021  |  Taipei, Taiwan

  • Researched the trading system and regulations of Hong Kong Exchange (HKEX)
  • Parsed and analyzed raw HKEX trading messages, identified key message types and patterns

專題

Federal Reserve Decision Prediction •  Boston University

Spring 23

  • Gathered and processed macroeconomic data from FRED for analysis (Machine Learning)
  • Utilized machine learning algorithms to forecast Federal Reserve's interest rate decisions
  • Accurately forecasted Federal Reserve interest rate decisions with 80% precision

Statistical Arbitrage by Pairs Trading  •  Boston University

Fall 22

  • Identified stock pairs with machine learning algorithms (PCA and DBSCAN)
  • Constructed and optimized trading strategies, analyzed returns through comprehensive backtesting

技能


  • Programming: Python, C++, R, MATLAB, SQL