Juntao Li

Risk Modeling Intern

LION GROUP HOLDING LTD. (NASDAQ: LGHL)•  July 2022 - September 2022

⚫ Applied linear regression models and SARIMA models via Python to identify trends and patterns using 12 million records of portfolio companies' historical financial data, achieving an accuracy of 86% for the best model and an average forecast accuracy of 91% for future financial performances. ⚫ Leveraged Monte Carlo simulation-based financial modeling techniques to mitigate risk in stock market transactions and evaluated the performance of the risk model by backtesting, reducing the risk exposure by 31% after applying the enhanced risk model.

Data Analyst Intern

LION GROUP HOLDING LTD. (NASDAQ: LGHL)•  June 2021 - September 2021

⚫ Monitored the daily stock price data with more than 15 million records and fixed data errors in MySQL Workbench to ensure its accuracy and reliability. ⚫ Built volatility measurement model to measure stock market price volatility with historical stock closing price data and optimized it by using low-frequency data and rolling windows of data, resulting in a 27% increase in the accuracy of VaR (Value-at-Risk) compared to the baseline model. ⚫ Collaborated with cross-functional teams including finance, risk management, and business development to build visualization dashboards of key performance indicators (KPIs) such as portfolio returns, risk measures, and stock market indices by Excel and present analytical insights to stakeholders in the weekly meeting.