Qing Xia

Address: *** **** ******, *** **. New York, NY 10044/ Tel: 315-***-**** / Email: acrebz@r.postjobfree.com EDUCATION

Syracuse University, Whitman School of Management, Syracuse, NY Dec. 2013 Master of Science in Finance, GPA: 3.73

Standard Test Score: GMAT General 710/800 (92%); Quantitative 51/51 (98%)

Outstanding Investment Research Reward in CFA Research Challenge, ranking No.2 in the Regional Competition Xiamen University, Xiamen, China (Top 3 Economic Department in China) Jun. 2012 Bachelor of Economics, Major in Economics; Minor in Mathematical Finance, Cumulative GPA: 3.68

First class scholarship recipient, Dean’s honor list, Third prize in the national economic paper contest PROFESSIONAL EXPERIENCE

Coastal Management LLC; 40 Wall Street, New York, NY Feb. 2014 – Present Quantitative Trading Analyst

Support hedge fund manager in trading event-driven proprietary account focused on equity, sector based ETFs, and derivatives utilizing capital among hedge fund’s $200 million of assets, achieving 2% alpha annually

Track and monitor market movements and events (M&A, rights offering, spin-off) to discover arbitrage opportunities. Analyze the deal structure, arbitrage return, and potential risk (anti-trust exposure etc.)

Research and develop high Sharpe algorithmic trading strategies; back-test strategies by Python; improve strategies by signal improvements, portfolio construction improvements (weighting and risk reduction), expansion (universe or timing), and realism improvements (transaction cost); implement strategies and track performance based on P&L and volatility change.

Selected Projects:

Exchange Imbalance Strategy

Researched on daily NYSE imbalance and generated idea as identifying the largest imbalance relative to average daily volume, taking the opposite side at Market On Close and unwinding next day at Market On Open

Constructed portfolio and back-tested the strategy using latest 5 years data, refined the strategy by recreating filters, beta hedging, comparing the performance of different quantiles and different trading days

Reported the findings and back-test result (portfolio’s accumulated P&L, Sharpe Ratio, and maximum drawdown) to CIO, and brought the strategy to live trading

Return Reversal around Monthly Settlement Strategy

Created strategy from SSRN working paper on stock market return reversal around monthly settlement day (T-3 to T+3)

Back-tested S&P 500 daily data from 1980 to 2015; summarized the result to CIO and decided not to put the strategy into production due to bad performance after 2005 and lack of out-of-sample data S&P 500 Quarterly Rebalance Strategy

Generated trading idea based on S&P 500 quarterly rebalance methodology. Predicted index constituents’ new weight two weeks before rebalance day and selected the most liquid stocks (aggregate shares to trade / 20 ADV)

Reported research to portfolio manager and traded one week before rebalance day Trade YHOO trough BABA IPO

Analyzed YHOO enterprise value (with 16.5% BABA shares, 35% YAHOY shares, and net cash) and compared with YHOO current market price. Identified arbitrage opportunity as long YHOO / short BABA and YQHOY

Bet YHOO’s volatility on BABA IPO, traded YHOO option straddle expired on BABA IPO day Sungarden Investment Research; Fort Lauderdale, FL Aug. 2013 – Nov. 2013 Portfolio Analytics Intern

Worked directly with the chief investment strategist to provide investment advice to 10+ high-net-worth clients

Performed research using Morning Star for “Emerging market consumer” themes. Supported director with buy/sell opinions and allocated assets among “Cash Flow Focused Portfolio”, “Hedged Growth Portfolio” and “Active Portfolio”

Independently conducted research on Asian market based on clients appetite. Identified stocks and ETFs using

“top-down” and “bottom-up” methods to build “Asian Prospective” portfolio LANGUAGE/SKILLS

Certifications: CFA Level II candidate; FRM level II candidate; Bloomberg Essential Certificates Technical: Advanced Excel modeling skill (VBA, Macro, and Functions), Python, R, Bloomberg, FactSet Languages: Native speaker of Mandarin, Proficient in English Interest: Gourmet cooking, playing piano, swimming, jogging (Completed half marathon in 2012)

Contact this candidate