Wang Shao-An

AI Algorithm Engineer with 2+ Years in the Financial Industry

 [email protected]

+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

EXPERIENCE

AI Algorithm Engineer  •  Ping An of China Asset 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.


Quantitative Strategy Engineer  •  Franklin Securities Investment Advisory Co., Ltd

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

EDUCATION

Sep.2017 – Jan.2018

Tsinghua UniversityPBC School of Finance, Beijing                

Master of Finance‧Exchange Program

Sep.2015 – Jan.2018

National ChengChi University, Taiwan

Master of Economics

Sep.2011 – Jun.2015

National Dong Hwa University, Taiwan

Bachelor of Finance 

SKILLS

Programming

Python

  • Numpy、Pandas

  • XGboost、Scikit-learn、statsmodels、Keras、Tensorflow、Pytorch

  • Sqlalchemy、Hive、py2neo、blpapi、WindPy、AWS S3、Aliyun OSS

  • Flask、FastAPI、Django

  • Git Version control、Linux Commands、Docker (deploy images/containers)

AI & Econometrics 

Python

  • RNN、CNN、LSTM、XGBoost、Time series (GARCH set)、Logit regression、SVM、Decision Tree、Random Forest

  • Word Embedding、Word2Vec、Transformer、Informer

Financial database

  • Bloomberg、Wind、Datastream、Thomson Reuters、WRDS、Bankscope

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