WENTING CHAI

*** ****, ********, ** ***** Phone: 862-***-**** E-mail: acfvh4@r.postjobfree.com

SUMMARY

Detail-oriented quantitative finance graduate with solid mathematical and financial background, strong

programming and analytical techniques; seeking entry level positions in quantitative analysis and data mining.

EDUCATION

RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Newark, NJ

Rutgers Business School

Master of Quantitative Finance (GPA 3.7) September 2012-May 2014

Relevant Coursework: Financial Modeling, Stochastic Calculus, Financial Time Series, C++, Optimization

Models in Finance, Risk Management, Fixed Income, Options, Numerical Analysis, Quant Equity Trading,

Hedge Fund, Investment Banking, Advanced Corporate Finance

CFA Level I Candidate, FRM Level II Candidate, SAS Certified Base Programmer for SAS 9

SOUTHWESTERN UNIVERSITY OF FINANCE AND ECONOMICS Chengdu, China

Bachelor of Economics, Statistics (GPA 3.8) September 2008-June 2012

Minor in Management Science

Relevant Coursework: Multivariate Statistical Analysis, Probability, SAS, SPSS, Econometrics, Financial

Statistics Analysis, Financial Engineering, Advanced Macroeconomics and Microeconomics, Accounting

WORK EXPERIENCE

Pacific Asset Management, LLC Shanghai, China

Research Assistant July 2013-September 2013

Researched on pairs trading, fundamental factor models and momentum based strategies (equities &futures).

Developed statistical arbitrage equity trading strategies for the quantitative trading team.

Programmed in SQL to extract historical data from an Oracle based database for the back testing process.

Conducted a time series analysis to test the co-integration & coefficient measures of bank stocks in R.

Developed R scripts to back test established strategies and optimized models by adjusting parameters.

GMAC-SAIC Automotive Finance, LLC Shanghai, China

Credit Analyst February 2012-April 2012

Performed individual credit analyses by checking authenticity and completeness of application process.

Analyzed the financial records like earnings, savings, and rents to evaluate customers’ financial status.

Conducted training programs for subordinate dealers and improved application process efficiency by 10%.

Oversaw and recorded staff attendance utilizing Excel to evaluate individual working performance.

Bank of China International Securities, LLC Shanghai, China

Sales Manager Assistant December 2011-February 2012

Identified and set appointments with potential clients.

Developed strong relationships with clients. Provided ongoing consultation and support.

Collaborated with senior analysts, assisted in collecting data and publishing industry research reports.

SELECTED PROJECTS

IAQF Annual Academic Competition Capital Adequacy and Optimization Newark, NJ

Established mean-variance nonlinear optimization models in Excel.

Identified the optimal capital allocations of banking industry meeting the capital requirements of Basel III.

Mean-Measure of Risk Optimization Trading Strategies Newark, NJ

Built and compared three optimization systems for mean-variance, CVaR and Coherent Measure of Risk.

Back tested the above three methods in Matlab and generated a 30.53% annual return.

Momentum Strategy for Hedge Fund Newark, NJ

Deeply researched on momentum strategy and incorporated machine learning into optimization system.

Collected 8-year historical data of 6900 stocks from Bloomberg and back tested strategies utilizing Matlab.

Hedge Fund Performance Evaluation System Newark, NJ

Established an automatic evaluation system for hedge funds investors utilizing VBA.

Generated investment analyses including cumulative returns, statistics, beta, alpha, max drawdown, VaR.

Customized the VBA interface to help investors make investment decision efficiently.

SKILLS

Software: SQL, SAS, R, MATLAB, VBA, SPSS, Excel (Lookup, Pivot Table), Bloomberg, EVIEWS,

Languages: English, Mandarin

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