Chang Liu
Principal Quant Developer @Fidelity Investments
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WORK HISTORY
Principal Quant Developer @Fidelity Investments
Boston, MA, US
LDI (Liability Driven Investing)- Monitoring and Optimization Tools. Developed dashboard using python-dash-bootstrap framework which provides visualization for daily statistics including duration, funded-status and rebalancing signals. Developed back-end data service server using flask and Apscheduler that loads input data feeds, generates key flags and pre-calculates optimal portfolio weights with GurobiPy. Architected the platform in MVC design pattern - a pure-front end plus API calls from back-end and applied multithreading to improve application performance. With strong knowledge of both business and technology, worked closely with PMs, quants as well as traders to help communicate business ideas among technology group and simplify processes in implementation. GIS (Global Investment Strategies)- Empirical Risk Dashboard and Manager Oversight Dashboard. Interactive web dashboards built with DASH and Flask framework for portfolio managers to run risk analysis on managed assets. Also allows PMs to visualize performance of selected fund and do manual ratings for different fund managers. DOTS Data Quality Platform and Analytics Engine. DOTS is the database that created and maintained by Fidelity Global Asset Allocation (GAA) team that sources data from multiple venders. A platform that is built using DASH for the frontend and Flask for the backend to do automated data quality check and analytics work. Built webservices and deploy on cloud for other applications to call. Cloud Migration – Lead team player on migrating tools and applications from UNIX physical servers to AWS Cloud instances. Key contributor on helping the team move to systematic CI/CD Jenkins pipelines. Strong follower of engineering practices and GIT rules. Helped the Qdev and Qresearch team moving into better GIT repository management and better co-development version controls.
EDUCATION
Rutgers Business School
Master's degree, Master of Quantitative Finance, 3.84
Nanjing University
Bachelor of Engineering (B.E.) Graduate with honor, Computer Software Engineering, 3.70
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