LIN WANG

*** ********** ****., ***. **** • Jersey City, NJ 07310

acpw9u@r.postjobfree.com • 734-***-****

EDUCATION UNIVERSITY OF MICHIGAN Ann Arbor, MI

Rackham Graduate School

Master of Financial Engineering, December 2014

• GPA: 4.0/4.0

• Coursework: Computational Finance, VBA for Excel, Statistical Analysis of Financial

Data, Stochastic Analysis for Finance

RENMIN UNIVERSITY OF CHINA Beijing, China

School of Finance

Bachelor of Science in Finance & Mathematics, June 2013

• Undergraduate Pilot Class in Finance Mathematics (Top 30/400)

• Finalist in Mathematical Contest in Modelling and Peak Time Business Competition

• Awarded Three Merits Student for all round character development

EXPERIENCE FINANCIAL ENGINEERING COURSE PROJECTS Ann Arbor, MI

2013 2014 Analyst

• Implemented finite difference methods in MATLAB to solve Black Scholes PDE to price

European, American and Asian options. Applied Monte Carlo Simulation in MATLAB

to Local Volatility and Stochastic Volatility models.

• Parameterized and calibrated implied volatility surface for options on Google stock.

Applied time series analysis to predict variation of parameters in MATLAB.

• Determined VaR and expected shortfall using kernel estimation for given data sets in R.

Summer 2014 GENERAL ELECTRIC COMPANY Shanghai, China

Financial Management Program Intern

• Led cross functional CML Inventory Management Project and used Excel to collect and

analyze massive data.

• Applied inventory accounting principles to categorize 1971 parts for regulation

compliance, and reconciled 231 items to ensure consistency.

• Collaborated with stakeholders from different functions and constructed VBA modules

to automate monthly data update process. Improved work efficiency by 30%.

2012 2013 RENMIN UNIVERSITY OF CHINA Beijing, China

Part time Research Assistant

• Researched ʺBank Lending and Property Prices in Chinaʺ under co integration

framework and using Granger causality test. Discovered direction of influence goes

from bank lending to property prices. Published in journal ʺFinancial and Fiscal Study.ʺ

• Researched ʺMarket Microstructure and Ambiguity.ʺ Used KMM model to analyze

market microstructure to get better real world implications on stock exchange policies

and investor behaviors. Received A+ as dissertation.

Part time 2012 BANK OF CHINA BEIJING BRANCH Beijing, China

Intern in Department of Domestic Settlement & Cash Management

• Gathered and analyzed data for Payment Cipher sales (more than 20,000 entries),

determined top performing branches in terms of sales and growth using Excel VBA.

• Assigned projects (eg. reporting monthly sales) to more than 20 branches and efficiently

communicated with colleagues to make sure information was collected on time.

Part time 2012 HSBC BANK (CHINA) COMPANY LIMITED Beijing, China

Intern in Department of Group Communications

• Improved department workflow efficiency by approximately 20% in conducting media

monitoring for company using Excel and Datastream.

• Assisted in arranging PR meetings with journalists, communicated effectively with

relevant parties, received recognition from management in HSBC China Headquarters.

• Skills: Proficient in Excel VBA, R, Matlab, C, Bloomberg

ADDITIONAL

• Certificates: CFA Level III candidate, FRM Part II candidate

• Language: Chinese (Native), English (Fluent)

March 2015

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