Cai Wenguang

FinTech Professional | Quantitative Analyst | Project Lead
Shanghai, CN.

About

A results-driven FinTech professional with a Master's in Financial Engineering, leveraging expertise in quantitative analysis, model development, and full-lifecycle project management. Proven ability to drive client acquisition and solution implementation for financial institutions, coupled with strong technical skills in Python, C++, and SQL. Eager to apply a unique blend of analytical rigor and client-facing leadership to complex challenges in the financial technology sector.

Work

Yuan Chu Smart (AI Document Processing Startup, A+ Round)
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Pre-sales and Project Lead

Shanghai, Shanghai, China

Summary

Led end-to-end pre-sales and project delivery for an AI document processing startup, successfully onboarding key financial sector clients and managing solution development.

Highlights

Drove sales lead conversion across the entire cycle, from initial engagement and needs analysis to Demo development and business implementation, onboarding multiple top-tier financial clients from 0 to 1.

Streamlined client requirements into abstract baseline solutions, collaborating with R&D to develop and continuously iterate an AI document training platform and parsing solutions.

Managed front-line project delivery, including comprehensive planning, implementation, acceptance, and maintenance, ensuring successful deployment for several key client projects.

Defined and iterated Project Delivery SOPs, overseeing team performance and key milestones to guarantee overall delivery quality and client satisfaction.

UBS
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Model Risk Quant Analyst

Shanghai, Shanghai, China

Summary

Validated and developed quantitative models for international market interest rate derivatives, enhancing risk assessment capabilities.

Highlights

Tested and validated international market interest rate derivative pricing models including Vasicek, SABR, and SVBGM, covering Linear, Non-linear, and Hybrid product categories.

Contributed to the development of benchmark derivative pricing models utilizing C++, enhancing the accuracy and robustness of financial valuations.

Developed a Python-based model testing tool library and managed collaborative project development, streamlining the testing process.

Huatai Securities
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Quant Trading Intern

Shanghai, Shanghai, China

Summary

Contributed to the development of a quantitative trading system for the domestic bond market, enhancing trading efficiency and strategy execution.

Highlights

Assisted in the development and optimization of a quantitative trading system for the domestic bond market, enhancing trading efficiency and strategy execution.

Imperial College Student Investment Fund
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Quant Analyst

London, England, United Kingdom of Great Britain and Northern Ireland

Summary

Developed quantitative arbitrage trading strategies focused on Pair Trading for the student investment fund.

Highlights

Developed and implemented quantitative arbitrage trading strategies, specifically focusing on Pair Trading, to generate returns for the student investment fund.

Analyzed market data and identified statistical arbitrage opportunities, enhancing the fund's diversified portfolio.

Huaxi Securities
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Financial Engineering Intern

Shenzhen, Guangdong, China

Summary

Conducted financial market quantitative research, applying machine learning to predict corporate financial fraud and analyze industry stock return factors.

Highlights

Conducted quantitative research utilizing machine learning to predict financial fraud in listed companies, identifying key risk indicators.

Analyzed industry stock return factors, contributing to a deeper understanding of market dynamics and investment strategies.

Education

Imperial College London
London, England, United Kingdom of Great Britain and Northern Ireland

Master of Science (MSc)

Financial Engineering

Grade: Distinction

Courses

Machine Learning

Financial Statistics

Financial Engineering

Sun Yat-sen University
Guangzhou, Guangdong, China

Bachelor of Finance

Finance

Grade: 3.7/4.0

Courses

Principles of Finance

Principles of Accounting

Microeconomics

Macroeconomics

Probability and Statistics

Awards

Numerical Prize

Awarded By

Imperial College London

Received for excellence in quantitative and numerical methods within Financial Engineering.

Dean's List

Awarded By

Imperial College London

Recognized for outstanding academic performance in the Master of Science program.

JoinQuant Research Report Reproduction Competition - Finalist (Top 6)

Awarded By

JoinQuant

Recognized as a finalist (top 6) in a competitive quantitative research report reproduction competition.

Zhuhai Dragon Boat Festival - 6th Place (Awarded 15,000 RMB)

Awarded By

Zhuhai Dragon Boat Festival Committee

Main member of the dragon boat team that secured 6th place and a 15,000 RMB prize at the Zhuhai Dragon Boat Festival.

AIA Sun Yat-sen University Scholarship

Awarded By

Sun Yat-sen University

Recognized for academic achievement and potential during Bachelor's studies.

Xinhua Yunfan Scholarship

Awarded By

Sun Yat-sen University

Awarded for academic merit and outstanding performance during Bachelor's studies.

Sun Yat-sen University Lingnan College Baseball League - 2nd Place

Awarded By

Sun Yat-sen University Lingnan College

Main player for the baseball team that achieved 2nd place in the college-level league.

Languages

English
Mandarin
Cantonese

Skills

Programming Languages

Python, C++, SQL.

Quantitative Analysis

Model Development, Model Validation, Financial Modeling, Machine Learning, Statistical Analysis, Derivative Pricing, Risk Modeling, Algorithmic Trading, Pair Trading.

Project Management

Project Planning, Stakeholder Management, Client Relationship Management, SOP Development, Team Leadership, Agile Methodologies.

Domain Expertise

FinTech, AI Document Processing, Financial Markets, Bond Market, Interest Rate Derivatives, Quantitative Finance.

Projects

Morgan Stanley Trading Simulation Hackathon

Summary

Participated in a high-stakes trading simulation hackathon, applying quantitative strategies to real-time market scenarios.

Jiu Kun Texas Hold'em AI Competition

Summary

Developed an AI for Texas Hold'em poker, leveraging algorithms for strategic decision-making and competing in a national-level competition.