Junhang J.
Quantitative Research Intern @燧石投资管理（武汉）有限公司
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WORK HISTORY
Quantitative Research Intern @燧石投资管理（武汉）有限公司
Wuhan, CN
INT200H1ASIP- Professional Work TermØ Iterated and maintained a Python-based tick-level (1s) stock factor development framework by modularizing core functions, strategy logic, and parallel processing workflows. Largely improved efficiency by reducing minimum thread requirements from 36 cores to 8 cores while accelerating strategy iteration by 150%.Ø Developed a high-frequency factor and trading model leveraging mean-reversion of spread between order book top ten bid/ask price and mid-price arbitrage. Backtested with a ¥100M CSI 300 portfolio (2024): 4.9% annualized PnL, Sharpe 4.85, Calmar 10.04. Successfully translated into C++ for live trading.Ø Engineered a high-frequency factor and trading model based on a simplified logOFI methodology using order placement volume and cancellation volume to quantify supply/demand disequilibrium. Backtested with a ¥100M ChiNext portfolio (2024): 5.8% annualized PnL, Sharpe 2.47, Calmar 23.41. Successfully translated into C++ for live trading.
EDUCATION
香港浸会大学
Bachelor of Business Administration - BBA (Transferred to UofT)
复旦大学
Exchange Student
合肥市第六中学
High School Diploma
英国牛津大学
Exchange Student
Indian Institute of Technology, Bombay
Exchange Student
加拿大多伦多大学
Honors Bachelor of Science - BSc
ABOUT JUNHANG J.
Penultimate Honours Mathematics student at UofT (cGPA: 3.9/4.0) with demonstrated expertise in quantitative research and trading systems development. Seeking 2026 Summer Analyst/Co-op positions in secondary markets (SnT, AM…).
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