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C,C++,C#,Python,R,Matlab, Mathematical Finance

Location:
Chicago, IL
Salary:
60k-80k
Posted:
March 02, 2015

Contact this candidate

Resume:

Jiapeng Wang

**** *.***** ****** – Chicago, Illinois 60616

312-***-**** • acojx4@r.postjobfree.com

Education

Illinois Institute of Technology (IIT) Chicago, Illinois

Masters of Mathematical Finance, GPA – 3.77/4.0 2013–Expected 2015.5

Courseworks: Stochastic Process, Mathematical Finance, Monte Carlo Methods, Computational Mathematics, Fixed

Income Modeling, C++ with Financial Application, Computational Finance, OOP and Algorithm trading System,

Statistical Learning, Data Mining

IIT-Class Projects: Hedging Stock Options, Portfolio Pricing and Risk Management (Monte Carlo), Bond Pricing (Finite

Difference), Model Calibration (Heston), Text Mining with R

Capital University of Economics and Business (CUEB) Beijing, China

Bachelor of Economics, 2008–2012

Third class award (Top 10%) in the 20th Mathematics Competition for University Students in Beijing

Third class award (Top 5%) in the 5th Mathematics Competition, CUEB

First class scholarship awards (Top 5%), CUEB

Merit Undergraduate (Top 5%) in Beijing

Novancia Business School Paris, France

Bachelor of Management, 2010–2011

Experience

Bank Research Management Consulting Beijing, China

1st Year Analyst 2012–2013

Conducted market analysis and relevant risk evaluation of serveral industries, housing, logistic, etc.

Wrote industrial analysis for commercial banks

Guan Tong Futures Brokerage Beijing, China

Intern Analyst 2012

Wrote monthly reports and daily comments on the sugar futures market

Conducted arbitrage analysis and technical reports on sugar futures and commodities

Simulated trading in commodity futures

FCS Consulting Paris, France

Intern Consultant 2011

Conducted market analysis of several industries

Analyzed a range of marketing strategies for customers

Sought potential partners for clients

Skills

Programming: C, C++,C#, Python, Matlab, R

Softwares and Operating System: LTEX, SPSS, Excel, Linux, Bitbucket/SourceTree

A

Languages

Chinese: Mother Tongue

English: Fluent



Contact this candidate