My name is Jiaming Chen, and I am a fifth-year PhD candidate in probability theory at the University of Rochester. I have prior research experience, so I am interested in this Quantitative Trading Strategist position in Morgan Stanley.

University of California, Berkeley

New York University

Area of Interest: Probability
Advisor: Carl Mueller

University of Rochester

• Executed transactions if a cash-future pair has a deviation level of 3 - 6%, and realized a 5% return in an actual cryptocurrency market from a total cash value of 100BTC, with a 4 times leverage and a maximum drawdown of 7% over a 3-month holding horizon.
  
• Conducted principal component analysis based on the idea that the correlation matrix of historical intraday return data can be differentiated into components with different behaviours, and developed this research on a cryptocurrency portfolio using Python.
  
• Deployed the research into our simulated automated trading system, and performed backtests on historical data. A portfolio that explains 65% of the variance in our cryptocurrency portfolio will have a good mean reversion behaviour, which can be used in a statistical arbitrage strategy.

Cryptocurrency Trader

• Monitored the real-time market to hedge inventory risk relying on a reference matrix generated by open interests, adjusted technical coefficients in an automated trading system to avoid risky trades ahead of major financial events, and reconciled daily trades with PnL.

Junior Trader

Chen Jiaming

English

Full professional proficiency

Chinese

Native or bilingual proficiency

PhD Candidate

Risk Management

Financial Analysis

Quantitative Research

Research

Programming

Python

Data Analysis

Market Research

statistical analysis

Database Management

Algorithms

Machine Learning

Quantitative Analysis

Algorithm design

Data Mining

Optimization

Risk Analysis

Modeling

Portfolio Management

Execution

Trading

economic forecasting

Analysis

Portfolio analysis

Investment Analysis

quantitative

Strategies

Financial Engineering

Trading Systems

Backtesting

Communication

Conflict Resolution

Leadership

Problem Solving

Time management

creativity

self-motivation

Critical thinking

Organizational skills

Quantitative Models

Teamwork

Problem-Solving Skills

collaboration

Adaptability

Problem-Solving

Chen Jiaming

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