Data Analyst - Innovation & Data Lab - Officer
Each year we participate with students from HKU's Masters in Science in Business Analytics programme to conduct a research study for us. This year, the 'Capstone' project is about defining risk assessment metrics forindividual stocks in our securities market, based on factors including price volatility,shareholding change, analyst estimations to identify potential high risk stocks. The research project was highly successful, building benchmark prototypes, and we would now like to continue the project and implement it in the production environment forongoing monitoring by the GRM and CRM teams.
- Review and update the prototype models using internal datasets, produce further analysis of efficacy and explore implications on derivative market
- Work with risk team on principal component selection, and evaluate other possible machinelearning models
- Work with Data and Analytics team and ITD to strengthen the data ETL pipeline