Chang Liu, Developer in Frankfurt, Hesse, Germany
Chang is available for hire
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Chang Liu

Verified Expert  in Engineering

Data Analyst and Software Developer

Location
Frankfurt, Hesse, Germany
Toptal Member Since
December 8, 2021

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

Resonanz Capital
Finance, Alternative Investments, Asset Management, Hedge Funds, Fintech...
Prime Capital
Python, Scikit-learn, Financial Modeling, Data Science...
KPMG
MySQL, Financial Modeling, Regex, NumPy, API Documentation, Documentation...

Experience

Availability

Part-time

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

2019 - 2023
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.
Technologies: Finance, Alternative Investments, Asset Management, Hedge Funds, Fintech, Machine Learning, Financial Modeling, Amazon Web Services (AWS), Databricks, Azure Databricks, Machine Learning Operations (MLOps), Natural Language Processing (NLP), ChatGPT, Generative Pre-trained Transformers (GPT), Artificial Intelligence (AI), Deep Learning, Data Science, Data Cleaning, Unstructured Data Analysis, Large Data Sets, Data Analytics, Data Scientist, Spreadsheets, Data Gathering, Factor Analysis, Startups, Product Roadmaps, Data Extraction, Matplotlib, OpenAI GPT-4 API, Chatbots, AI Programming, Pandas, Jupyter, Bokeh, Data Engineering, PyTorch, TensorFlow, Hugging Face, Docker, Text to Speech (TTS), Speech to Text, Machine Learning Automation, Language Learning, Graphics Processing Unit (GPU), Supervised Machine Learning, Data Processing Automation, Data Processing, Business Intelligence (BI), Reports, Dashboards, OpenAI GPT-3 API, Convolutional Neural Networks (CNN), BERT, Sentiment Analysis, Custom BERT, Large Language Models (LLMs), Modeling, Fine-tuning, LLaMA, Project Management, Regex, Regular Expressions, Chatbot Conversation Design, API Integration, Natural Language Understanding (NLU), Language Models, Django, Full-stack, Data Pipelines, APIs, REST APIs, PostgreSQL, NumPy, SciPy, Trading, LangChain, API Documentation, Documentation, Technical Writing, Integration, ETL, Selenium, Monte Carlo Simulations, Azure, Cloud Deployment, Text2Speech

Risk Manager

2017 - 2020
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.
Technologies: Python, Scikit-learn, Financial Modeling, Data Science, Unstructured Data Analysis, Large Data Sets, Data Scientist, Spreadsheets, Data Gathering, Factor Analysis, Data Extraction, Matplotlib, Artificial Intelligence (AI), Pandas, Jupyter, Data Engineering, TensorFlow, Supervised Machine Learning, Data Processing Automation, Data Processing, Business Intelligence (BI), Reports, Dashboards, Modeling, Regex, Regular Expressions, Django, Full-stack, Data Pipelines, APIs, REST APIs, NumPy, SciPy, Trading, API Documentation, Documentation, Technical Writing, Integration, Finance, ETL, Selenium, Monte Carlo Simulations

Senior Associate

2015 - 2017
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.
Technologies: MySQL, Financial Modeling, Regex, NumPy, API Documentation, Documentation, Technical Writing

Developer

2012 - 2014
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.
Technologies: PHP, Java, Google Search Appliance, NumPy

Intern

2012 - 2012
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.
Technologies: MATLAB, Excel VBA

Risk Management Platform for Private Debt

The system is built for managing risk, especially in the private debt sector. It can manage the collateral individually. Together with other machine learning tools, simulation is applied for valuation and stress tests.

Data Engineering and Data Science

Throughout the duration of the project, I assisted the clients in establishing their Extract, Transform, Load (ETL) process and Master Data Management (MDM) processes. The tools employed encompassed Apache Airflow, PySpark, AWS, and Databricks. Additionally, I provided support by conducting diverse analyses of their data using different machine-learning models, including Large Language models.

Stock Price Prediction Using Temporal Graph Model with Value Chain Data

https://arxiv.org/abs/2303.09406
Stock price prediction is a crucial element in financial trading as it allows traders to make informed decisions about buying, selling, and holding stocks. Accurate predictions of future stock prices can help traders optimize their trading strategies and maximize their profits.

In 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

Collaborated with the client to understand their trading requirements and goals. Developed back-end solutions to integrate the API into their trading chart/trade broker. Addressed the challenge of automating the buying and selling process based on stock performance. Utilized my expertise in API integration and trading to create a strategic solution.

Algorithm Creator

The client was a trading company with a site and a Discord channel.

Responsibilities:
Developed a trading strategy in Pine Script on the platform TradingView; Worked with the current team and defined goals and objectives.
2011 - 2014

Master's Degree in Physics

Technical University of Munich - Munich, Germany

2011 - 2014

Master's Degree in Mathematics

Technical University of Munich - Munich, Germany

JUNE 2019 - PRESENT

Chartered Financial Analyst (CFA)

CFA Institute

MAY 2019 - PRESENT

Alternative Investment Analyst Charter

CAIA Association

SEPTEMBER 2017 - PRESENT

Financial Risk Manager

GARP FRM Program

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

Frameworks

Django, Selenium

Languages

Python, Regex, XML, CSS, JavaScript, HTML, SQL, C++, R, PHP, Excel VBA, Java, Pine Script

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)

Industry Expertise

Project Management

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, 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

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