Wang Shao-An
AI Algorithm Engineer with 2+ Years in the Financial Industry
+886963513711
I am interested in applying software development and producing tools for business requirements in the financial sector. Includes building portfolio, asset allocation, multi-asset index with the quantitative method, and developing tools for processing financial data or analytics. I expect to use python development experience to create value for portfolio construction, process automation, database management
Jul.2020 - Nov.2021
Financial Forecasting | Created an intelligent financial forecasting platform based on the valuation models and combined the machine learning model for financial indicator forecast |
Risk Contagion | Built Risk Contagion Model (GNN) between companies and improved the Bond Risk Warning Model |
Knowledge Graph | Maintain knowledge graph database for Risk Contagion Model |
Financial Fraud | Established a machine learning model (XGBoost) and predicted the severity of the company's financial report whitewashing |
Smart Search | Converted various financial report styles received by investment banks from clients into a specified standard financial report |
Finance Converters | Built the NLP model to disassemble the search semantics, and give different personalized responses to the user's search content, such as precision, sentences, landing pages, page cards, etc. |
Apr.2019 - Jun.2020
Asset Allocation Model | Developed Asset Allocation Model。We Chose Black Litterman Model with the view matrix built by the machine learning model(XGBoost、LSTM、SVM) |
Database Maintenance | Extracted data from Bloomberg API (blpapi) and Wind API (WindPy) and maintained MySQL database |
Forecasting Index | Established market index prediction model for view matrix (XGboost、LSTM、SVM) |
Robo-Advisor Monitors | Provided investors with automatic alarm and monitoring system, including five parts (1) major asset monitoring (2) portfolio monitoring (3) single fund monitoring (4) risk control rules monitoring (5) irregular position adjustment monitoring |
Sep.2017 – Jan.2018
Tsinghua University‧PBC School of Finance, Beijing
Master of Finance‧Exchange Program
Sep.2015 – Jan.2018
National ChengChi University, Taiwan
Master of Economics
Sep.2011 – Jun.2015
Programming
Python
AI & Econometrics
Python
Financial database
Wang Shao-An
AI Algorithm Engineer with 2+ Years in the Financial Industry
+886963513711
I am interested in applying software development and producing tools for business requirements in the financial sector. Includes building portfolio, asset allocation, multi-asset index with the quantitative method, and developing tools for processing financial data or analytics. I expect to use python development experience to create value for portfolio construction, process automation, database management
Jul.2020 - Nov.2021
Financial Forecasting | Created an intelligent financial forecasting platform based on the valuation models and combined the machine learning model for financial indicator forecast |
Risk Contagion | Built Risk Contagion Model (GNN) between companies and improved the Bond Risk Warning Model |
Knowledge Graph | Maintain knowledge graph database for Risk Contagion Model |
Financial Fraud | Established a machine learning model (XGBoost) and predicted the severity of the company's financial report whitewashing |
Smart Search | Converted various financial report styles received by investment banks from clients into a specified standard financial report |
Finance Converters | Built the NLP model to disassemble the search semantics, and give different personalized responses to the user's search content, such as precision, sentences, landing pages, page cards, etc. |
Apr.2019 - Jun.2020
Asset Allocation Model | Developed Asset Allocation Model。We Chose Black Litterman Model with the view matrix built by the machine learning model(XGBoost、LSTM、SVM) |
Database Maintenance | Extracted data from Bloomberg API (blpapi) and Wind API (WindPy) and maintained MySQL database |
Forecasting Index | Established market index prediction model for view matrix (XGboost、LSTM、SVM) |
Robo-Advisor Monitors | Provided investors with automatic alarm and monitoring system, including five parts (1) major asset monitoring (2) portfolio monitoring (3) single fund monitoring (4) risk control rules monitoring (5) irregular position adjustment monitoring |
Sep.2017 – Jan.2018
Tsinghua University‧PBC School of Finance, Beijing
Master of Finance‧Exchange Program
Sep.2015 – Jan.2018
National ChengChi University, Taiwan
Master of Economics
Sep.2011 – Jun.2015
Programming
Python
AI & Econometrics
Python
Financial database