Rutgers Finance Society

TECHNICAL SKILLS: Computer Programming Languages:  C++, VBA, SQL, MATLAB, SAS, R, AutoItScripting, database

Applications: Bloomberg, RediPlus, eSignal, FIXconnections, Sterling Trader, Latex

EXPERIENCE: 

·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.

EDUCATION

 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

PROFESSIONAL ASSOCIATION

InternationalAssociation of Financial Engineers