Chang Liu
*** ******* ***, *** *****, Harrison, NJ 07029
Phone: 973-***-**** **********@*****.***
Education
Jun 2013 Rutgers Business School Newark,
U.S.A
Master of Quantitative Finance
GPA 3.80/4.0
Received the merit-based scholarship
Courses: Financial Modeling, C++ Programming, Time Series, System
Simulation,
Stochastic Process for Finance, Data Mining, Risk Management, Option,
etc.
CFA Level-2 FRM Level-1 candidate
Jul 2011 Wuhan University Wuhan, China
Dual Bachelor's Degrees in Economics and Mathematics
GPA:3.46/4.0
Math Courses: Statistics, Linear Algebra, Regression Analysis,
Optimization, etc.
Economics Courses: Micro-Economics, Macro-Economics, Econometrics,
etc.
Awards: Excellent Students of Academic Performance (Top 10%),
Excellent Paper on Summer Research, Excellent Students Leader
Work Experience
Sep 12-Jun Rutgers Business School Newark,
13 U.S.A
C++ Teaching Assistant
Grade the tests and assignments for students
Assist the professor on teaching
Help students on the course
Aug-Sep 12 China Post & Capital Fund Management Co.,Ltd Beijing,
China
Investment Research Intern
Write daily and weekly reports
Collect the latest news and analysis their effects on the market
Use fundamental financial analysis to forecast the future of stocks
Participate in programming the quantitative trading model using TB
language
Use the trading model to build arbitrage portfolio and monitor the
risk
Jan-Mar 11 Taikang Asset Management Co.,Ltd Beijing,
China
Market Research Intern
Collect daily information of bonds and stocks from Bloomberg
Use VBA to deal with the stock data
Lead a team to complete a research paper, including analyze the
relationship between stock price and inflation, build a model and do
the back testing, and successfully forecast the 2012 recession of
China stock market
Research & Extracurricular Activities
Sep Data Mining Project: Flash Crash Newark, U.S.A
12-present
Lead a research about Flash Crash
Use data mining method to explore the reason of the Flash Crash
From the pattern of Flash Crash, build and program a model to explore
the Mini Crash phenomenon in stock market
Jun-Sep 09 E-Commerce Social Research Wuhan, China
Initiate the Research as team leader, completing recruiting team
members, planning and analyzing the procedure and application,
communicating with target companies, conducting market survey and
editing report, winning the Honor of Excellent Paper on Summer
Research of Wuhan University
Sep 07-Jun Youth Volunteer Committee Wuhan, China
09
Information Department Vice President
Lead 25 students to organize volunteer activities
Other Skills
GRE 1440
Language: Fluent in Mandarin
Proficient use in Excel, Word, PowerPoint
Programming Skills: C++, MATLAB, R, VBA
Software workshop: SQL server, Bloomberg, SPSS(Data Mining Model)