Yi Luo

Email: abqrn6@r.postjobfree.com

Address: ** ******** **

City: Durham

State: NC

Zip: 27707

Country: USA

Phone: 919-***-****

Skill Level: Entry

Salary Range: $60,000

Willing to Relocate

Primary Skills/Experience:

See Resume

Educational Background:

See Resume

Job History / Details:

Yi Luo

18 Balmoray Ct, Durham, North Carolina 27707, abqrn6@r.postjobfree.com, 919-***-****

HIGHLIGHTS OF QUALIFICATIONS

Excellent academic performance in mathematics and statistics, Proficient in Excel, MATLAB, SPSS

Outstanding abilities with reference to data mining, financial analysis and credit analysis

Intensive research work experience with distinctive problem solving ability

Strong verbal and writing skills, along with data interpretation and presentation skills

TECHNICAL SKILLS

Microsoft Office package: Microsoft Word, Excel, Power Point, Outlook, Access

Statistical/ Mathematics operation: SPSS, MATLAB

Programming: C++, SQL

Finance skills: Derivatives, Financial Accounting, Marketing, Stock Market Modeling

Language: Chinese, English

EDUCATION

Duke University Durham, NC Dec 2012

Master of Engineering Management GPA: 3.7/4.0

Related Courses: financial accounting, advanced financial engineering, computational finance, data mining,

corporate finance, management

Dalian University of Technology Dalian, China July 2011

Bachelor of Science in Civil and Environmental Engineering GPA: 3.5/4.0

EXPERIENCE

Summer Management Associate, Citibank China 06/2012-08/2012

Global Subsidiary Group in Corporate Banking Division

Successfully Assisted managing accounts of 40+ subsidiaries of multinational corporations by maintaining customer

relationships and providing financing solutions include foreign exchanges, loans, entrustment loans and derivatives

Conducted Marketing Analysis of potential Korean and Japanese clients

Accomplished two annual credit analysis reports by analyzing financial statements and researching on field operations

Financial Market Data Mining Project, Duke Durham, NC 03/2012-05/2012

Project: Evaluation of dynamic portfolio of S&P 500 ETF and T-bills based on Hidden Markov Model

Tools: Oracle crystal ball, Matlab, Excel

Calculated historical portfolio returns of 5%, 10%, 20% maximum 12-month loss respectively

Created distributions and entire range of different portfolio returns via Monte Carlo Simulation from 1950-2000

Designed discrete Hidden Markov Model of monthly S&P 500 Index and Gained 58.33% accuracy of prediction

Trader, Rotman International Trading Competition Toronto, Canada 01/2012-02/2012

Trading case: algorithmic trading case, sales and trader case, British Petroleum commodities case, options case

Tools: Rotman Clients, Excel, VBA

Designed commodities trading model based on Excel and VB programming and created arbitrage strategy

Worked with 2 team members to design and modify algorithmic trading model

Top 10 in Algorithmic and BP commodities trading case

Marketing Analyst, Parsons via Duke Consulting Practicum Durham, NC 09/2011-12/2011

Marketing Research Project: Market research of design-build delivery method

Worked in a 6-person team to provide market research of design-build delivery method

Conducted competitor analysis and online survey for major market players, interviewed customers and technical

experts

Created and presented the report of research results, analysis and strategic recommendation with the team.

Data Mining Project, Duke Durham, NC 10/2012-12/2012

Research Project: Forecasting individual admission rate for US medical schools applicants

Tools: Excel, SPSS

Accomplished factor analysis to select key attributes of applicants closely related to acceptance for medical schools

Designed model to predict acceptance rate of medical schools using applicants' quantified attributes

Analyzed data using logistic regression based on SPSS and calculated individual probability of acceptance accordingly

LEADERSHIP AND AWARD

Vice President of Student Union of Civil Engineering School

2nd Prize Scholarship in 2008 and 2009 (top5%-15%)

Member of Duke MEM finance club and badminton team

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