Xiaoyang Chen

****, **** ******, *** *, Elmhurst, NY 11373

508-***-****; acgrn4@r.postjobfree.com

SUMMARY OF QUALIFICATIONS:

Outstanding academic performance with GPA 4.0/4.0

Strong quantitative analysis and numerical analysis skills

Strong C++ programming, SQL and Matlab experience

Strong experience in SAS/BASE, SAS/STAT, SAS/MACRO, SAS/ACCESS, SAS/SQL, SAS/ODS

Strong background in financial derivatives pricing, portfolio management and financial risk management

Self-motivated, team player with excellent communication and analytical skills, good self-learning capability

EDUCATION:

Worcester Polytechnic Institute (WPI), Worcester, MA

M.S. in Financial Mathematics, GPA: 4.0/4.0, May 2014

University of Electronic Science and Technology of China (UESTC), Chengdu, China

B.S. in Information and Computing Sciences, GPA: 3.75/4.0, July 2012

EXPERIENCE:

SAS Data Analyst, North Windsor, Princeton, NJ, Sep 2014-Present

Extracted data from the database using SAS/Access, SAS SQL procedures and create SAS data sets

Checked Data Quality including the number of observations, format, duplications, missing values, normal

range, levels and outliers using Proc Print, Data Step, Proc Freq, Proc Contents, Proc Sort, Proc Univariate,

Proc Means and Proc SQL

Performed Data Cleaning including changing missing value, adding missed observations and removing

duplications using Data Step, Proc Standard, Proc SQL, Proc Freq, Proc Stort and Proc SQL

Performed Data Transformation including creating format, create labels, filtering, merging and sorting using

Proc Format, Data Step and Proc SQL

Created Analytical Data set using Merge, Proc SQL and Data Step

Summer Intern, China Securities Co., LTD. (CSC), Beijing, China, Aug-Sep 2011

Researched and analyzed statistics and financial reports of listed companies within relevant industries

Provided investment advice to customers based on the research results

SKILLS:

SAS Skills: SAS/BASE, SAS/STAT, SAS/MACRO, SAS/SQL, SAS/ACCESS, SAS/ODS, SAS/GRAPH

Database Skills: Oracle, ACCESS

Programming Language: SQL, C, C++, MatLab, R, Python, JAVA, VBA

Design Tools: MS Excel, Power Point, Word

OS: Windows XP/7/8, Unix

Language: Chinese(native), English(proficient)

Certification:

SAS Certified Base Programmer for SAS 9

SAS Certified Advanced Programmer for SAS 9

Passed Level I FRM exam (November 2013)

PROJECTS:

Interactive Brokers Trading, WPI, Worcester, MA, Oct-Dec 2013

Formed portfolio using Markowitz Portfolio Selection Theory

Evaluated options’ value utilizing the Black Scholes Model and Finite Difference Methods

Computed VaR and CVaR using historical simulation method, Monte Carlo simulation method, quadratic

modeling-building approach and third-order Cornish-fisher expansion

Artificial Intelligence, WPI, Worcester, Nov-Dec 2013

Developed an intelligent Angry Birds playing agent in JAVA to successfully play Angry Birds automatically

and without human intervention based on Naïve Bayesian Network.

Computational Finance, WPI, Worcester, MA, March-May 2013

Collected the historical assets prices and calculated the covariance matrix of assets using EWMA Model

Modeled assets prices with multiple geometric Brownian motion and simulated new assets price

Utilized Monte Carlo methods and variance reduction technique to price call options and Longstaff-Schwartz

Method to price put options in C++

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