Alan Liu

Quantitative Researcher at RavenPack

Alan Liu has five years of work experience, beginning in 2015. Alan started as a Research Analyst at Dynamic Credit, where they conducted cash flow models for mortgage backed security and generated research reports. In 2017, they moved to Donghai Securities as a Quantitative Analyst, where they conducted equity research and constructed beta neutral portfolios. In 2018, they worked at both OppenheimerFunds and Syrah Capital. At OppenheimerFunds, they were an Investment Risk Intern (Private Credit Alternatives), where they conducted analysis on direct lending deals and wrote python codes for automation. At Syrah Capital, they were a Quantitative Analyst, where they built pairs trading strategies with Kalman Filter and conducted research using PCA analysis. Alan is currently working at RavenPack as a Quantitative Researcher.

Alan Liu obtained a Bachelor's degree in Finance, General from Baruch College from 2014 to 2016. Prior to that, they obtained a Bachelor's degree in Finance with Concentration on Securities and Futures from Southwestern University of Finance and Economics from 2011 to 2014. Alan then went on to obtain a Master's degree in Operations Research from Columbia University from 2016 to 2018. Additionally, Alan Liu has obtained several certifications, including "Improving Deep Neural Networks: Hyperparameter tuning, Regularization and Optimization" from Coursera in April 2019, "Neural Networks and Deep Learning" from Coursera in April 2019, "Structuring Machine Learning Projects" from Coursera in April 2019, and "C++ Programming for Financial Engineering" from QUANTNET INC in October 2015.

Links

Previous companies

OppenheimerFunds logo

Timeline

  • Quantitative Researcher

    July, 2019 - present

View in org chart