Yunuo Liu

Quantitative Analyst Intern

Maybank Asset Management•  January 2024 - May 2024•  Singapore

Co-developed an NLP model and built the user interface in Python to deliver an internal chatbot which improved efficiency for investment policy search. Developed predictive models like ARIMA and GARCH model on the VIX index which would give early warnings of volatility and enhance the performance of quantitative funds. Designed and conducted back-tests on a factor model using momentum and value factors, and optimized the blending factor to maximize risk adjusted return. Developed and back-tested technical trading strategies using various indicators for entry and exits, including RSI, trailing loss, MACD etc, which recommended best performing pairs of indicators.

Investment Analyst Intern

Etiqa Insurance•  August 2023 - December 2023•  Singapore

Analysed daily portfolio performance using Excel VBA and commented on monthly market outlook using data from Bloomberg Terminal which enhanced risk management. Automated and restructured portfolio performance reports to improve efficiency by 50%.

APAC Executive Chairman Office Intern

Aon•  June 2023 - July 2023•  Singapore

Succeeded in 2 individual machine learning projects on fraud detection and handwriting recognition which helped automate the insurance claim process and increased profitability. Undertook financial analyses for Aon and its competitors to produce a report on competition landscape and advice on management strategy for Aon APAC.