Alan Liu has been working as a Quantitative Researcher in Ravenpack since 2019. Furthermore, this person has professional experience at more than five companies in the related field. Alan has a total work experience of ten+ years. Alan attended school at the Columbia University In the City of New York from 2016 to 2018. This person received the following certifications: C++ Programming For Financial Engineering, Neural Networks and Deep Learning, and Improving Deep Neural Networks: Hyperparameter Tuning, Regularization and Optimization. New York, New York is the place where this person currently lives. You can contact with Alan by looking for phone or email or find full information by requesting access to their details from us.
Name variants:
Allan Liu,
Allen Liu,
Al Liu
Last updated Jun 27, 2024
Contact Information
Workplace
Colleagues
Work History
Investment Risk Intern
1555 Peachtree St, Atlanta, GA 30309
Conducted analysis on relationships of direct lending deals’ yields, price, capital structures and industries. Participated in risk report template draft and wrote python codes for autom...
Jun 2018 — Aug 2018
Quantitative Analyst
Built pairs trading strategy with Kalman Filter based on S&P1500. Conducted research about trading strategy using PCA analysis.
May 2018 — Jun 2018
Quantitative Analyst
Conducted equity research about factors using weighted least square regression. Selected 9 most influential factors (largest average absolute coefficients and t-stat) such as liquidity, vo...
Jun 2017 — Aug 2017
Research Analyst
Conducted cash flow model for mortgage backed security based on different forward rate, prepayment rate and default rate. Generated research reports based on indicators such as weighted ...
Apr 2015 — Aug 2015
Education
2016 — 2018
2014 — 2016
2011 — 2014
Occupations
Scientist
Researcher
Apprentice
Artist
Model
Survey Researcher
Student Worker
Skills
R
Matlab
C++
Python
Data Analysis
Statistics
Data Structures
Financial Modeling
Risk Management
Data Mining
Machine Learning
Bloomberg Terminal
Microsoft Excel
Visual Basic For Applications
Google Cloud Platform
Amazon Web Services
Monte Carlo Simulation
Stochastic Calculus
Differential Equations
Time Series Analysis
Deep Learning
FAQs about Alan Liu
What's the main profession of Alan Liu?
Alan is a Quantitative Researcher.
What jobs is Alan Liu proficient at at?
Alan Liu is a professional Scientist and Researcher jobs.
Where is Alan Liu located?
Alan Liu is located in New York, New York.
What is Alan Liu's email?
The expert's email is al**@ravenpack.com.
How many companies did Alan Liu work at?
The professional worked at five jobs.
What education does Alan Liu have?
Alan studied at the Columbia University In the City of New York from 2016 to 2018.
What are the certifications of Alan Liu?
This professional received the following certifications: C++ Programming For Financial Engineering and Neural Networks and Deep Learning.
What is professional industry that Alan Liu worked in?
Alan Liu works in Investment Management industry.