FICC Department Intern
Guolian Securities (H.K.) Co., Ltd.
- Researched emerging-market FX carry trades, building an Excel backtesting framework across 10+ currency pairs to compare historical returns and risk.
- Designed an that turns natural-language currency and year requests into Excel backtest files using a custom formula library, making repeat research more efficient.
- With guidance from my supervisor, I designed and tested strategy factors grounded in economic reasoning, then refined the backtest with dynamic sizing and stop-loss rules.
- Completed research spanning data analysis, strategy design and risk assessment, delivering Excel dashboards, a research report and a final presentation.







