Kunpeng Lin

Dallas, TX ***** ● acvw8x@r.postjobfree.com ● 775-***-****● Permanent Residence of United States

www.linkedin.com/pub/kunpeng-lin/6b/372/b71/

QUALIFICATIONS SUMMARY AND SKILLS

Exceptional research capacity through Ph.D. training in an internationally recognized institution

Excellent ability to interact and effectively communicate with clients and colleagues from diverse backgrounds

Skilled at developing and implementing mathematical and numerical models; Solid knowledge of numerical methodologies, with specialty in finite difference method and Monte Carlo simulation

Experience with statistical modelling, data analysis and visualization using Alteryx

5 Years hands-on programing experience in C++/C, MATLAB, VBA, SQL and R

CFA level 2 candidate; Fluent in English, Mandarin and Cantonese

WORK EXPERIENCE

Quantitative Research Developer, Southwest Airlines, Dallas November 2015 Present

Fuel Hedging Analytic System Project

Build and maintain relationship with internal clients, identify and fulfill clients’ business requirements

Work alongside traders, researchers and engineers, participating in every phase of the algorithm/methodology development life cycle

Develop in-house system to simulate hedging portfolio performances under various anticipated market conditions; Back testing and improve multi factor model for commodity option pricing

Automate trading/research reports generation process by using COM components and ActiveX controls from MATLAB as well as VBA; Reduce reporting process time from one and a half day to 30 minutes

Build program to assist in trading strategies generation and enhancement

Fuel Demand Forecasting Project

Develop forecasting and statistical models - such as autoregressive integrated moving average (ARIMA), time series linear and non-linear regression, and exponential smoothing – in R for fuel consumption in 97 airports using historical monthly consumption data

Build a web based application using Alteryx enable Fuel Department to use the application in an easy, efficient, and effortless manner

Improve forecasting accuracy approximately 70% for non-schedule flights and 12% for scheduled flight; Implement parallel computing technique and reduce execution time from 3 days to 10 minutes

INTERNSHIP AND RESEARCH EXPERIENCE

Proprietary Trader, T3 Trading Group, New York April 2015 August 2015

Actively traded NYSE-listed equities

Investigated and analyzed economic and market trends

Led daily meeting in economic data release, top headlines, notable earning/guidance, upgrades/downgrades, IPO as well as profitable trading ideas

Numerical simulation of metal matrix nanocomposites, National University of Singapore 2010 2015

Established and developed a simulation model using self-written statistical (MATLAB) program containing 10,000+ lines of code and 80+ functions

Performed sensitivity analysis to test and prove the robustness of the model

Proposed and implemented a new strategy for dislocation interaction, optimized the existing model by reducing the computational time by 30%

EDUCATION BACKGROUND

National University of Singapore August 2010 July 2015

PhD of Civil & Environmental Engineering; Major in Numerical Simulation of Metal Matrix Nanocomposites

GPA 4.92/5

Tsinghua University, Beijing, China August 2006 July 2010

Bachelor of Engineering in Civil Engineering

Contact this candidate