Welcome!
I earned my Ph.D. in Economics from University of Alberta under the supervision of Dr. Marco Brianti. I will be on the job market for the 2024/2025 academic year and actively seeking positions worldwide in finance, data science, the broader private sector, and central banking.
My research interests lie in applied macroeconomics (SVAR and Bayesian econometrics) and dynamic stochastic general equilibrium (DSGE) models. My current investigations focuses the investment and dividend distribution behaviors of firms, SVAR estimation and DSGE modeling.
In addition, I completed two internships:
Investment Assistant, Manulife (Hong Kong) – Supported the quantitative team by collecting and cleaning large‑scale datasets, applying econometric models to analyze macro‑financial data, and leveraging statistical and machine‑learning techniques to enhance investment analysis and improve team efficiency.
Data Scientist, Credit Decisioning, ATB Financial (Canada) – Built machine‑learning models to predict pre‑delinquency for consumer loans and developed automated pipelines to parse unstructured data from Equifax hard‑pull credit reports.
I’m both a CFA (passed the level III exam) and an FRM candidate (passed both part I and II exam). Besides, I am proficient in several programming languages, including Python, MySQL, C++, Google BigQuery, Matlab, and LaTeX. I utilize my programming skills to design a package for macroeconomists focusing on SVAR estimation. Additionally, I have an interest in machine learning and deep learning models. You can find a sample of my codes here.
Email: fli7@ualberta.ca