Chang Liu
Verified Expert in Engineering
Data Analyst and Software Developer
With seven years of experience in IT from back end to front end, finance from back office to front office, and consulting, Chang Liu is able to take responsibility as either a business analyst or data analyst. Chang Liu will be a great asset to your team if you want to build new ML models, especially in finance-related themes.
Portfolio
Experience
Availability
Preferred Environment
PyCharm, Stable Diffusion, Docker, Kubernetes, Google Cloud Platform (GCP), Recommendation Systems, PHP, Graphics Processing Unit (GPU), NVIDIA CUDA, Supervised Machine Learning, Data Analysis, APIs, Data Processing Automation, Data Processing, Computer Vision, Image Analysis, Image Processing, Modeling, XML, JSON, Content Writing, Writing & Editing, CSS, JavaScript, HTML, Reinforcement Learning, Statistical Analysis
The most amazing...
...systems I've built so far include risk and asset management systems.
Work Experience
Investment Strategist
Resonanz Capital
- Developed and project-managed a portfolio analysis platform for hedge funds.
- Designed and developed a chatbot for hedge funds that answers questions based on fund documents.
- Built and maintained a direct trading system for derivatives.
- Created and maintained an internal database and API.
Risk Manager
Prime Capital
- Developed a risk management platform for valuation, pricing, stress tests, and Monte Carlo simulations of illiquid debts.
- Defined and implemented data structure for diverse assets classes in SQL database.
- Conducted quantitative risk management of aviation, infrastructure, and real estate investments.
Senior Associate
KPMG
- Implemented IFRS 13, including allocation of the fair value adjustment.
- Automated determination of day one amounts, including disclosure.
- Performed automation of reconciliation of financial instruments from Level 1 to Level 3.
- Conducted analysis and structured representation of data requirements in the FRTB standardized approach.
Developer
Tie Kinetix GmbH
- Participated in the conception and implementation of enterprise search solutions for well-known DAX 30 customers in an international environment.
- Handled software development of diverse projects in Java, Perl, and Python.
- Participated in the implementation and conception of web performance projects, such as the creation of measurement concepts and performance audits.
Intern
DWS Group
- Developed a MATLAB-based time series analysis system for a combination of multi-asset investments.
- Implemented a tool for simulation and daily monitoring of a delta hedging strategy.
- Monitored the daily signals of a systematic and quantitative FX trading model and risk indicators to assess the current market sentiment.
Experience
Risk Management Platform for Private Debt
Data Engineering and Data Science
Stock Price Prediction Using Temporal Graph Model with Value Chain Data
https://arxiv.org/abs/2303.09406In this paper, we introduce a neural network-based stock return prediction method, the Long Short-Term Memory Graph Convolutional Neural Network (LSTM-GCN) model, which combines the Graph Convolutional Network (GCN) and Long Short-Term Memory (LSTM) cells.
Specifically, the GCN is used to capture complex topological structures and spatial dependence from value chain data, while the LSTM captures temporal dependence and dynamic changes in stock returns data. We evaluated the LSTM-GCN model on two datasets consisting of Eurostoxx 600 and S\&P 500 constituents. Our experiments demonstrate that the LSTM-GCN model can capture additional information from value chain data that are not fully reflected in price data, and the predictions outperform baseline models on both datasets.
Day Trading Program Support
Algorithm Creator
Responsibilities:
Developed a trading strategy in Pine Script on the platform TradingView; Worked with the current team and defined goals and objectives.
Education
Master's Degree in Physics
Technical University of Munich - Munich, Germany
Master's Degree in Mathematics
Technical University of Munich - Munich, Germany
Certifications
Chartered Financial Analyst (CFA)
CFA Institute
Alternative Investment Analyst Charter
CAIA Association
Financial Risk Manager
GARP FRM Program
Skills
Languages
Python, Regex, XML, CSS, JavaScript, HTML, SQL, C++, R, PHP, Excel VBA, Java, Pine Script
Frameworks
Django, Selenium
Libraries/APIs
Scikit-learn, Pandas, PySpark, REST APIs, Matplotlib, NumPy, SciPy, PyTorch, TensorFlow, Twitter API
Tools
Spreadsheets, Jupyter, PyCharm, ChatGPT, Amazon Elastic Container Service (Amazon ECS), MATLAB, Microsoft Power BI, Apache Airflow, Text2Speech
Paradigms
Data Science, Business Intelligence (BI), ETL
Platforms
Databricks, Azure, Amazon Web Services (AWS), Docker, Kubernetes, Google Cloud Platform (GCP), NVIDIA CUDA, Amazon EC2
Storage
Data Pipelines, JSON, MySQL, PostgreSQL, Cloud Deployment, Azure SQL, Amazon S3 (AWS S3)
Other
Risk Management, Asset Management, Finance, Fintech, Modeling, Data Analysis, Algorithms, APIs, Machine Learning, Statistical Data Analysis, Financial Modeling, Azure Databricks, Artificial Intelligence (AI), Natural Language Processing (NLP), Causal Inference, Data Cleaning, Unstructured Data Analysis, Large Data Sets, Data Scientist, Data Gathering, Factor Analysis, Data Extraction, Data Engineering, Statistics, Web Scraping, Data Scraping, Supervised Machine Learning, Data Processing Automation, Data Processing, Reports, Dashboards, Regular Expressions, API Integration, Full-stack, Trading, API Documentation, Documentation, Technical Writing, Content Writing, Writing & Editing, Statistical Analysis, Monte Carlo Simulations, Alternative Investments, Hedge Funds, Data Visualization, Algorithmic Trading, Data Analytics, Excel Macros, Machine Learning Operations (MLOps), OpenAI GPT-3 API, OpenAI GPT-4 API, Deep Learning, Startups, Product Roadmaps, GPT, Chatbots, AI Programming, Hugging Face, Graphics Processing Unit (GPU), Convolutional Neural Networks (CNN), Computer Vision, Image Processing, BERT, Sentiment Analysis, Custom BERT, Large Language Models (LLMs), Fine-tuning, Chatbot Conversation Design, Natural Language Understanding (NLU), LangChain, Integration, Reinforcement Learning, Financial Risk Management, Mathematics, Physics, Data, Generative Pre-trained Transformers (GPT), Airtable, Bokeh, Stable Diffusion, Recommendation Systems, Text to Speech (TTS), Speech to Text, Machine Learning Automation, Language Learning, Image Analysis, Graphical Models, LLaMA, Google Search Appliance, Language Models
Industry Expertise
Project Management
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