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quant_ff

Fan Feng

@quant_ff

Quant Researcher And Trader

China
English, Chinese
About me
I'm a quantitative researcher and algorithmic trader with 10+ years of experience, holding a Master's degree in Mathematics with strong foundations in statistics, econometrics and deep learning. My expertise covers systematic strategy development across multiple asset classes — Commodity Trading Advisor (CTA), multi-factors equity selection, cryptocurrency algorithmic trading, FOF(funds of funds) manager selection, and portfolio risk management. I offer: quantitative strategy development, econometric modeling, backtesting frameworks and performance attribution reports with Python.... Read more

Skills

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quant_ff
Fan Feng
Offline • 

See my services

Trading Bots Development
I will develop a quantitative trading strategy with python
From$150 / projectMore details

Portfolio

Work experience

Citibank

Investment manager

Citibank • Full-time

Jan 2022 - Present • 4 yrs 4 mos

Conducted due diligence on 60+ external fund managers across equity, fixed income, CTA, and multi-strategy categories for FOF portfolio construction Performed performance attribution using Brinson and Barra frameworks to evaluate manager alpha, style exposure, and risk-adjusted returns Managed FOF portfolio allocation and monitored risk metrics including drawdown, Sharpe ratio, and factor exposure on a daily basis Built quantitative screening tools in Python to automate manager evaluation and portfolio monitoring workflows Delivered quarterly investment reports and manager review presentations to senior management