jun huang

risk analyst

About

Internship at Healthy Ageing Campus Netherlands

Country

netherlands

City

amsterdam

Industry

capital markets

Skill

financial analysis, data analysis, r, matlab, microsoft office, microsoft excel, python, spss, econometrics

Experience

quant research intern

robeco

2017-5 - 2017-9 · 5 mos

Construct high frequency stock and corporate bond trading datasets. Work on master thesis studying momentum spillover effect cross asset class and own effect within the same asset class.

data science intern

ing

2017-1 - 2017-5 · 5 mos

Participated in machine learning project Early Warning Signal for loan defaults. Main tasks include preparing and segmenting data and model feature selection. Helped in other projects such as ECB data quality check, Risk Weighed Asset impact analysis, new Loss Given Default calculation for Dutch mortgage portfolio.

risk analyst

optiver

Education

university of groningen business school (ugbs)

2013-1 - 2015-1 · 2 yrs 1 mo

C Language, Panel Data Analysis, Time series modelling, Machine Learning, Numerical Methods, Finance Theory and Modeling, Complexity, Statistical Inference Activities and Societies: Teaching Assistant at quantitative marketing courses.Student Ambassador.

fudan university

economics

2011-1 - 2015-1 · 4 yrs 1 mo

Activities and Societies: * President of Career Services Center. Held campus career talks for companies and organized career events. * Captain of Univerity Badminton Team. Women's Team Bronze Medal at 2012 Shanghai College Badminton Competition.

university of amsterdam

economics

2015-1 - 2017-1 · 2 yrs 1 mo

Measure Theory, Stochastic Calculus, Macroeconometrics, Microeconometrics, Bayesian Econometrics, State Space Modelling, Kalman Filter, Asset Pricing, Behavioral Finance, Dynamic Programming Activities and Societies: Teaching Assistant at Progamming Course, Measure Theory