Post Job Free

Resume

Sign in

Quantitative Developer

Location:
New York, NY
Posted:
February 27, 2015

Contact this candidate

Resume:

Yuchang Chen

*** **** ******, *** ****, NY Email: acoijo@r.postjobfree.com 347-***-****

Summary:

- Entry-level financial analyst / quant analyst with master’s degree in financial engineering and bachelor degree in software engineering.

- Proficient in computer science and junior level knowledge of C++.

- Comprehensive understanding of Algorithmic/Electronic Trading frameworks.

- Excellent financial knowledge, with professional working experience in FX markets.

Professional Experience:

United Realty Trust (REIT) New York, NY

Financial Analyst Feb 2014 – Present

Constructed highly complex financial model templates for company-wide use incorporating integrated DCF with the ability to

sensitize for various equity-promotes, loan sizing, and UPREIT and Down REIT structures

Evaluated over $1 billion worth of US real estate based on broker memorandums for vice president in our company and high level

financial models to formulate a investing strategy on assets ranging from $10 - $300 million in total value

Assisted in underwriting and due diligence of a $15 million medical office acquisition, generating a 10% leveraged cash on cash

return to the REIT

Prepared market research data for senior team members using combination of SAS, CoStar, Argus, regional CRE broker sites,

market and industry reports, census data, and other web-based resources

IFG Markets, LLC New York, NY

Quantitative Developer Nov 2012 – Jan 2014

Part of four-member team responsible for full software development life cycle (SDLC) of C++-based FX algorithmic trading and

auto-trading system.

Worked closely with trading desks to establish parameters and develop system framework, including assessing and developing

benchmark and rules-based execution strategies.

Developed tools applying technical algorithms to data and tested spreads in complex scenarios, including high frequency trading

and medium & long timeframe trading.

Fixed bugs, developed features, and provided algorithmic indicators to support traders.

Back-test trading system with historical data and conducted data analysis with Excel and VBA.

Built two trading models for EURUSD and USDJPY currency pairs trading, achieving 1286 profitable trades out of a total of 1847

trades (69.6%), with a return of 23.8% and 12.6% maximum drawdown in demo account for 3 months.

HSBC Guangzhou, China

Financial Analyst Intern Dec 2010 – Feb 2011

Assessed market risk of each trading and investment made by Department of Sales &Trading and Asset Management

Filed quarterly and annual reports evaluating real estate loan related market risk

Calculated VaR for housing loan returns in Guangzhou in 2011 compared to historical data of housing in New York City

over the past 10 years

Education:

New York University, Polytechnic School of Engineering New York, NY

Master of Science - Financial Engineering - GPA: 3.7 of 4.0 Jul 2011 – Jun 2013

Awarded scholarship for academic excellence

Obtained Bloomberg Terminal certification

Programmed Black-Scholes Calculator and Monte Carlo model with C++ to complete course project

Courses covered a wide range of financial topics including: Corporate Finance, Accounting, Quantitative Methods in Finance, Risk

Management & Asset Pricing, Economics Foundations in Finance, Investment Banking & Brokerage, Interest-based Derivatives,

Financial Econometrics, Private Equity, Behavior Finance, Basel 2 and Value at Risk

South China University of Technology Guangzhou, China

Bachelor of Science - Software Engineering - GPA: 3.5 of 4.0 Sep 2007 – Jun 2011

Focused on algorithm construction, data analysis, mathematics modeling and software development

Awarded distinguished academic achievement scholarship

Leader of the Student Representative Council

Applicable Skills:

Programming Languages: C++, Java, Python, MATLAB, SAS, SQL, HTML, VBA

Software: MS Visual Studio, My Eclipse, MySQL, Microsoft Office(Excel, PowerPoint, Word, Outlook, Access)

Financial Skills: FX trading, Financial Modeling for REIT, Option Pricing with Black-Scholes and Monte Carl, Data Analysis with Excel

Interest: Basketball, Piano, Swimming, Mountaineering, Skiing



Contact this candidate