Yixin Ma

Algo Trading Quantitative VP @ Bank of America Merrill Lynch

Country

Hong Kong SAR

City

Hong Kong

Industry

Financial Services

Skill

C++, Python, Java, C, R, Matlab, LaTeX, Maple, Linux, Python (Programming Language), KDB+, Tableau

Experience

Algo Trading Quantitative VP

Bank of America Merrill Lynch

2025-2 - Present · 1 yr 8 mos

Hong Kong SAR

Algo Trading Quantitative Associate

Bank of America Merrill Lynch

2022-3 - 2025-3 · 3 yrs 1 mo

Hong Kong SAR

Algo Trading Quantitative Analyst

Bank of America Merrill Lynch

2020-4 - 2022-3 · 2 yrs

Hong Kong SAR

Global Quant Summer Analyst

Bank of America Merrill Lynch

2019-6 - 2019-8 · 3 mos

Hong Kong

Intern

CITIC Securities Company Limited

2018-6 - 2018-8 · 3 mos

Beijing City, China

* Used Python (Keras) to construct prediction models for 33 futures based on deep learning (DNN and LSTM); implemented functions to realize predictions on single future, multiple futures, futures by industries * Created an XML file for argument parsing, data reading and storage; back-tested predictions with strategies from academic reports in the internal Linux system based on historical data

Intern

Lingjun Investment LLP

2017-7 - 2018-3 · 9 mos

Beijing City, China

* Developed a quantitative strategy written in Python for a reversal pattern based on Bollinger bands for 3 SPIF’s and back-tested with data from 2010; resulted in an overall Sharpe ratio > 2 after cost and highest Sharpe of 3.10 * Implemented lasso regression and gradient boosting decision tree to generate prediction models on bonds with Python (Scikit-learn)

Intern

Jurun Capital Management CO., LTD

2016-5 - 2016-7 · 3 mos

Beijing City, China

* Scrapped SSE Composite Index data from the past six years from websites with Python; applied regression analysis to summarize the relationship between features of the stock data through Excel and R * Analyzed the trends of 50 stocks’ prices by R and python to identify unusual stocks