Timmy Cai

Experience

Exponential Technology Inc.

Jan 2025 – Present · Chicago

Quantitative Researcher

Developed forecasting model to predict overall CPI MoM % change using third-party vendor datasets, consumer surveys, EIA, BLS
Forecasted individual CPI components via one-step-ahead OLS regression, time-series models, Random Forest and XGBoost
Achieved 80% correlation and MAE of 0.15% with actual overall CPI MoM % change from 2022–2024
Developed and backtested trading signals from CPI forecasts, achieved winrate >60%

Lumena Energy

Jul – Aug 2024 · Chicago

Quantitative Data Analyst Intern

Conducted research on carbon credit certification bodies, wrote reports for management committee
Used ML models to predict carbon credit prices based on project type, region, emissions data

Winning Investment Management

Aug 2022 – Jun 2023 · Hong Kong

Research Assistant

Prepared summaries and due diligence reports on hedge funds using HFR Database
Conducted economic, market, and industry research on global markets for asset allocation

Bowtie Life Insurance Company

Jun 2021 – Aug 2022 · Hong Kong

Financial Analyst

Assisted in financial month-end closing, prepared annual financial statements for PwC audit
Automated thousands of insurance claim journal entries, saved 10 hours/month with Excel

Education

The University of Chicago

M.S. Financial Mathematics · GPA 3.75/4.0 · Dec 2024

Portfolio Theory & Risk Management, Python for Finance, Option Pricing with Numerical Methods, Stochastic Calculus, Fixed Income Derivatives, Time Series Analysis

Bentley University

B.S. Actuarial Science · GPA 3.86/4.0 · Oct 2021

Summa Cum Laude · Beta Gamma Sigma