Jiayu Weng

**** ****** **. ******, ***** Clara, CA United States 95051

+1-310******* acqma0@r.postjobfree.com

EDUCATION

§ University of California, Berkeley Berkeley, CA Bachelor, Statistics GPA: 3.85 August 2013 – May 2015 Dean’s

Honors

SKILLS

§ Microsoft Office Suite, R languages, HTML, XML, Unix, Python language and SQL

§ Fluent spoken & written Mandarin

EXAMS and COURSEWORK

§ Time Series, Linear Regression Modeling, Linear Programming, Computing with Data, Game Theory, Introduction to Finance, Economic Theory-Micro& Macro, Probability, Linear Algebra, Discrete Mathematics, Differential Equations, Calculus

§ Passed Exam P of Society of Actuaries (SOA)

EXPERIENCE

Research Intern Global Key Advisors

§ Write functions in Python and R to extract oil/gas production data and stock insider trading information using loops, regular expressions and skills of parsing website etc.

§ Conduct academic research and create reports on pricing and ratings of municipal bonds.

§ Collect and manipulate bonds and governments’ financial data in Excel to examine the relationship between municipal bonds and the financial status of the corresponding state government.

§ Do research and create worksheets and pie charts for different asset allocation models of university endowments, state pension funds and international sovereign funds. Construct our own asset allocation models based on the above research.

Client Manager Intern Shenyin & Wanguo Securities Co.Ltd, Shenyang Brand

§ One of the largest synthetical securities companies in China.

§ Clients’ information update.

§ Client services such as stock trading and commission adjustment etc. Math Tutor Alpha Gamma Sigma Honor Society

§ One-to-one tutor for Calculus students. 2 hours per week San Francisco, CA

Sep. 2014 –May 2015

Shenyang, Liaoning, China

Jun. 2014 – July 2014

Santa Monica, CA

Sep. 2012 – Dec. 2012

CLASS PROJECTS

§ Time

Series

Analysis

of

California

Residential

Gas

Consumption:

Investigated

data

and

fitted

a

seasonal

mean+

AR(1)+white

noise model

by

examining

ACF,

PACF,

EACF,

Box.Cox

transformation

plot,

residual

plots,

normal

Q- Q

plots

and

tsdiag diagnostic

display.

§ Mercury

Levels

of

Fish

in

North

Carolina:

Implemented

multiple

regression,

creating

dummy

variables,

checking

colinearity

through principle

component

and

checking

outlier/leverage/influential

points,

AVOVA,

backward

model

selection

and

best

subset

regression

to fit

a

model

for

mercury

level

on

fish

weight,

length,

river

and

station.

§ Nesting

Horseshoe

Crabs:

Implemented

binomial

logistic

regression

to

investigate

factors

that

affect

whether

there

were

any

other males,

called

satellites,

residing

nearby

a

female

crab’s

nest.

§ BML

Traffic

Model

Simulation:

Used

loops,

iterations,

matrix

subseting,

random

number

generators

to

create

a

grid

of

traffic

model with

2

car

flows;

one

is

from

the

bottom

to

the

top

and

the

other

from

the

left

to

the

right.

We

found

out

once

the

cars

density

exceeds 0.32,

final

plot

will

be

a

total

traffic

jam.

§ U.S.

Flight

Delay:

Grouped

10- year

flight

data

by

airport/carrier/flight

age/departure

time…using

logic

sentences

and

did

regression

and visualizations

to

compare

average

delay

time

and

rate

of

delay.

Wrote

an

html

webpage

to

present

the

findings.

§ Finance

Cases:

Used

Excel

to

calculate

yield

to

maturity,

price,

present

value

of

bonds;

Calculated

free

cash

flow,

IRR,

net

present

value of

firms

to

choose

between

investment

plans. AWARDS & HONORS

§ The

President’s

Volunteer

Service

Award

(2012)

§ First

place

in

the

college

in

2012- 2013

National

Mathematics

Competition

Round

2,

held

by

AMATYC

Mathematics

League ACTIVITIES

§ Member

of

California

Actuarial

League

§ Permanent

Member

of

Alpha

Gamma

Sigma

Honor

Society

and

Phi

Theta

Kappa

Honor

Society

§ Volunteer

of

West

Hollywood

Women’s

Leadership

Conference

(2013)

§ Initiate

Donation

for

Haiti

Earthquake

(2010)

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