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Click here or scroll down to respond to this candidate Candidate's Name
Street Address Avenue A
New York, NY Street Address
Tel: PHONE NUMBER AVAILABLE
Email: EMAIL AVAILABLE
EDUCATION
Fordham University Quantitative Finance, GPA 3.63 New York 2013-Current
Statistics, GPA 3.54 Zhejiang 2009-2013
Zhejiang University
RELEVANT COURSEWORK
Mathematics related: Stochastic Calculus, Differential Equations (Ordinary and Partial), Regression Analysis, Multi-Variate
Statistical Analysis, Figure Theory, Financial Risk Management Method, Time Series, Linear Programming, Machine Learning.
Programming related: Python (Numpy, Scipy, Pandas, Statsmodel package included), MATLAB, R, C++, SQL,VBA.
Finance related: Accounting, Global Finance Knowledge, Equity Investment, Derivatives, Risk Management.
AWARDS AND HONORS
2013-2014 Portfolio Team Champion in NYC University Trading Challenge as team leader
2013-2014 Second place in PRMIA Risk Management Competition New York Regional Final
2010-2011 Memorial Trophy in the National Mathematical Contest in Modeling
2010-2011 Third Prize in the Mathematical Contest in Modeling organized by Zhejiang University
RELEVANT INTERNSHIP
Horton Point LLC. New York 05/2014-
07/2014
(Quantitative Developer)
Researched on statistical learning and machine learning strategies on ETF. Tested the feasibility of algorithm trading and reported
with R, Python and Excel. Applied in time series data of ETF to arbitrage and control risk.
New Century Enterprise Trusteeship & Investment Co., Ltd. Beijing 08/2011
(Investment Analyst)
Analyzed the project of a new materials producing factory valued 10 million based on risk control and value investment .
Familiarized related policies & laws and accompanied director in negotiations with 3 different clients and companions.
China Minsheng Bank Corp. Beijing 03/2011
(Loan Officer)
Engaged in the review of loan qualification for 7 customers, examining contract terms, checking loan use and controlling risk.
Discovered an applicant summoned by the court and reported, finally avoided financial loss up to $160,000 from bank.
ADDITIONAL EXPERIENCE
Official MATLAB Computational Finance Conference 2014 New York 12/2013-04/2014
Topic: Genetic Algorithm and Particle Swarm Machine Learning Algorithm Optimization on Trade Rule
Served as team leader to design the machine learning strategy and chief programmer to write codes with 24 MATLAB files.
31.74% annualized revenue with good risk control. Only student presenter in the conference with industry professionals.
School Summer Project: Stress Test Framework Built with Python New York 08/2014
Joined in the team of stress test simulation model in risk management lead by a financial service company founder. The system
grabbed detailed historical data of tens of financial parameters and applied them in different financial models to simulate
performance under different stress events.
Scientific & Technological Innovation Projects of Zhejiang Province
Topic: Present Situation of Floating Population in China and Policy-making Zhejiang 05/2012-/05/2013
Modeled with stepwise regression, significance test and analysis of variance, Analytic Hierarchy Process using R.
Detected influential factors affecting floating population ignored by government, made helpful suggestion for policy.
Pair Trading Strategy with SQL and VBA New York 12/2013
Use SQL to filter and link stock database.
Created a customer-friendly interface in VBA enabling adjustable strategic coefficient with performing results of strategies.
Vice Chairman in Student Union of the Dept. of Math in Zhejiang University Zhejiang 06/2011-06/2012
Organized the New Year Party of our department with a team over 100 ; won the appreciation from the Department Head.
Launched communication activities for students from three universities on three occasions, each with more than 200 students.
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