Haokuang Fang

Engineered a Robust Portfolio Optimization engine in Python using scipy.optimize to solve the Worst-Case CVaR problem, constructing uncertainty sets from 4 historical market scenarios to minimize tail risk; Diagnosed solver failures during some periods between 2008 and 2015 crises; statistically identified "Intersection Infeasibility" as the root cause and implemented an Equal-Weight failsafe to preserve capital; Developed an advanced attribution dashboard to visualize turnover stability and concentration risk, revealing a "Volatility Switch" mechanism that maintains low turnover in normal regimes while aggressively shifting to defensive assets during structural breaks; Conducted performance analysis identifying specific "Crisis Alpha" regimes; demonstrated a 38.7% win rate in down-markets and limited losses to -6.55% during the COVID-19 crash (vs. -19% benchmark); Backtested strategy over 24 years, reducing Conditional Value-at-Risk (95%) to 0.011 (vs. 0.04 benchmark) and reducing Maximum Drawdown to 12.2% (vs. 40.2% benchmark)

Contributed to the bankruptcy case of CEFC China International Group Limited; Participated in due diligence and auditing of CEFC’s past financial statements, fetching bank confirmations, documenting relevant invoices and proofing documents, and flagging discrepancies for seniors’ review; Engaged in meetings with tax regulatory officials to examine past taxation reports for CEFC and attended court sessions with the team, drafting meeting and session summaries to guide following workstreams.

Summarized past strategy recommendations, including customer segmentation, search engine optimization, and customer feedback collection, presenting the ongoing effectiveness assessment to the manager; Contributed to designing a marketing plan for a local gaming designer client and recommended marketing efforts in 4 common public platforms with a focus on Discord marketing to improve customer loyalty; Created marketing content templates targeting young adult gamers and refreshed clients’ social platforms; monitored client’s implementation of the plan for 2 weeks and discussed progress with the manager.