Joined Nov 27 2011
24 years old
TECHNICAL SKILLS: Computer Programming Languages: C++, VBA, SQL, MATLAB, SAS, R, AutoItScripting, database
Applications: Bloomberg, RediPlus, eSignal, FIXconnections, Sterling Trader, Latex
·Programmingin C++ Project
Course: Programming in C++ (Fall 2010)
Developed an investment account managementsystem to actively manage a stock portfolio account of more than 40 equities anda private bank account that shares the same money balance with stock account. Achieved 30% faster in computation time byusing inheritance structure and linked list.Technology: C++
·Linear Highway Accidents Rate Regression Project
Course:Regression Analysis(Fall 2010)
Built a linear regression model to estimateMinnesota highway accidents rate with multiple control variables in database. Implemented Cook’s Distance ,Leverage values, VIF values, Eigenvalue and stepwise selection by Cp method tominimize R-student residual value, reduce the influence of multicollinearityand improve R-squre value. Technology: SAS, R, EXCEL
·Fast Monte Carlo Computation of Greeks Project
Course:Computational Finance(Spring 2011)
Developed aprogram to price Greeks of European-Style Single Barrier option and Basketoption using Giles-Glasserman Adjoint Method. Implemented Monte Carlo usingGiles-Glasserman adjoint method and used smoothed functions to solvenon-differentiation problem, making the computation 4 times faster thantraditional Finite Difference method. Technology: C++, VBA
G-2 Trading Group, LLC, New York, US Oct 2011-present
Information Technology Support Intern
·Developed automatic program whichintegrates similar trading commands and FIX connections on execution platformssuch as REDIPlus, eSignal and Bloomberg using AutoIt scripting language to maketrading faster and more robust.
· Developed alerts VBA-Excel Spreadsheetson convertible preferred stocks using DDE Links on Bloomberg.
WTS Proprietary Trading Group, LLC, New York,US Summer 2011
Equity Analyst Intern
·Provided daily updates anddeveloped reports on stock values using companies’ statements, Wallstreet Journal,
YahooFinance, Bloomberg and other sources to impact traders’ strategies.
·Performed research and backtestmulti factor stock selection signals and quantitative factors to build up stockportfolios.
·Tested new trading strategy andmonitoring daily risk, statistical analysis in equities covariance estimation tooptimize portfolios.
Industrial and Commercial Bank of China,Xi’an, China Summer 2009
Risk Management Intern
·Conducted research onasset-financing demand and industrial policy for highway construction todevelop annual loan risk report on highway construction industry in ShannxiProvince, China.
Master of Science in MathematicalFinance(GPA 3.8 )
Rutgers University, New Brunswick, NewJersey 2010-2012
· CoreCourses: Mathematical Finance 1 and 2, RegressionAnalysis, Econometrics 2, Numerical Analysis, Numerical Solutions of PartialDifferential Equations, C++ Programming, Computational Finance
· Electives: Risk Management, Portfolio Theory andApplications, Credit Risk Modeling
InternationalAssociation of Financial Engineers