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Management Data

Location:
Lincolnwood, IL
Posted:
December 22, 2014

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Resume:

Dandan Guo

Tel: 312-***-**** e-mail: acg4mr@r.postjobfree.com Address: 2901 S King Dr., Chicago, IL, 60616

Summary

Possess strong quantitative and financial analysis skills. Experienced in SAS, R, Oracle SQL, and Python. Proficient in

Microsoft Office. Perform excellent under pressure and met the strict projects deadlines. Keep good customer relations.

Multi-tasker, teamwork player, efficient communicator and self-starter.

Education

DePaul University, Chicago, IL (2012-2014), M.S. in Computational Finance (Distinction) GPA: 3.9

Dalian University of Technology (DUT), China (2005-2009) B.S. in Environmental Engineering GPA: 3.5

Work Experience

Finance Intern, RCM Asset Management, Chicago, IL Sep. 2014-present

Rated 151 managed futures (Commodity Trading Advisors, CTAs) exist in RCM database. Built diversified CTAs portfolios

base on the ranks and other related analysis to increase profit and decrease risk of clients’ investment. Provided reports to

clients (with or without statistical background).

Built a regression and time series models to predict CTAs’ future performance; Conducted cluster and DEA (Data

Envelopment Analysis) analysis on CTAs. Communicate and cooperate with orther teams

Target marketing and database management (Infusionsoft).

Graduate Assistant, Finance Department, DePaul University, Chicago, IL Mar. 2013-Jun. 2014

Collected and Categorized data from the following database: FDIC, Edgar, Morningstar, Bloomberg, Thompson ONE,

COMPUSTAT, CRSP; Built Project Database from multiple source systems; Performed Equity Research and Financial

Analysis; SAS coding; Built Regression Models and financial statistical models.

Data Analyst, Tsinghua University, China Jul. 2009-Jul. 2012

Processed data; Built mathematical models with improved efficiency. Provided evaluation reports and presentations to

managers and clients.

Class Projects

Startup Companies Funding Exchange Engine Develop Apr. 2014-Jun. 2014

Designed a trade engine which included: order matching, clearance and settlement. Built an exchange for investors to

research and trade on startup companies.

Trading Strategy Selection for S&P 100 Index Jan. 2014-Mar. 2014

Scientific computing methods were used to compare strategies.

International Portfolio Management Sep. 2013 - Mar. 2014

Discounted Cash Flow analysis provided stock valuation via annual reports and press reports. Provided regional & industry

analysis, scenario analysis, and comparable analysis.

2014 National CME Trading Challenge Feb. 2014

Created analytical reports for agricultural commodities, E-mini S&P500 Index, crude oil, natural gas, gold.

Monte Carlo simulations with Python & C++ Mar. 2013-Jun. 2013

Random number generators, inversion method, accept-reject method, discrete event simulations, multi- dimensional

integration, Metropolis and Bootstrap algorithms to compute option prices, insurance payment, stock price etc.

Dow Jones Internet Composite Index Analysis in R Mar. 2012

Conducted time series analysis, heteroskedasticity model to predict the price.

Regression Model for Predicting Home Sale Price in Ames using SAS Nov. 2012

Data cleaning, univariate statistics analysis and residual analysis to build regression models and to find out the strongest

predictors of housing price in Ames among more than 77 variables. The model explained more than 90% of data.

Extracurricular activities

Vice President, Student Union, Dalian University of Technology Feb. 2007-Feb. 2008

Outstanding Student Leader of Dalian University of Technology Award.

Minister of Public Relations Department Sep. 2006-Jan. 2007

Record-breaking money sponsorship amount in the history of the department.

Minister of Organization Department of Dalian Red Cross DUT Branch Mar. 2006-Jan. 2007

Organized some charity and volunteer activities.

Skills & Certificate & Training

Computer SAS, R, Python, SQL, Microsoft Word/Excel/PowerPoint/Visio, C++. C#, Bloomberg terminate

Certificate Passed CFA level 1; FRM level I and II candidate; SAS BASE certificate Candidate

Training Work successfully in cross-cultural teams



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