With 16 years of experience in quantitative risk management and model development, and a Master's degree in Financial Engineering from MIT, he previously worked in the risk management department of a quantitative fund in New York. He excels at macro-risk analysis and quantitative model building. He designed a "multi-dimensional risk warning system" for Pervaya, developing a VaR calculation model and a dynamic stop-loss system. Through precise risk management, he optimized the risk-return ratio in projects such as swing trading in US cyclical stocks and adjusting gold ETF portfolios, keeping the portfolio's maximum drawdown below 8% over the past three years.
