Sql Server Data

Nan Wang

**** ***** **** ***** **. Email: *********@*****.*** Cell: 540-***-****

Apt: N1504, Chicago, IL 60615

EDUCATION:

University of Chicago, Chicago, IL Completion: June 2013

Master of Science in Financial Mathematics GPA: 3.6/4.0

Colorado State University, Fort Collins, CO Completion: August 2012

Bachelors of Science in Mathematics GPA: 3.7/4.0

President's Scholarship Bob Gains Fellowship (Top 3 students in Math Department)

PROFESSIONAL EXPERIENCE:

Quanterra Advisor LLC, Chicago, IL November 2012 - September 2013

Quantitative Analyst

Conducted quantitative trading research, trading model validation and back testing using C# and MATLAB.

Strategies focus on high frequency market making and intraday equity derivative arbitrage.

Calibrated Option Pricing model with stochastic volatility (Heston, Merton, Bates). Developed equity derivative

trading model, and incorporate to Graphic User Interface (GUI) by C#.

Used VBA to connect to SQL database and create API to adjust parameters in the trading system before market open.

Developed MS SQL Server 2012 stored procedures and functions to conduct large data analysis (in excess of 600GB

of data) on micro structure reconstruction, market data checking, and trading records analysis.

Oriental Securities, Shanghai June 2012 - July 2013

Fixed Income Analyst Internship

Worked on forecasting GDP for China, did seasonal adjustment analysis.

Used Wind to collect macro-economic data and performed analysis: CPI, Fixed Asset, M2 etc.

PROJECT EXPERIENCE:

Avant Credit Corporation, Chicago, IL

Credit modeling and client default rate prediction

Used Random Forest method to build client default rate prediction model, connect database to run the Cross

Validation, Confusion Matrix and Out Of Bag error rate test by using R and SQL.

Analyze the results of Random Forest model and Greedy Boosting Machine model, and optimize the parameter of

Random Forest model by consider OOB problem, over fitting problem, prediction variance and estimate bias.

Ronin Capital LLC, Chicago, IL

Microstructure Forecast

Winner among 3 research teams, based on Order dynamic, Ratio of Distribution, and other momentum indicators to

build pricing model that forecast the next 10 VWAP after 10 milliseconds by using MATLAB.

Processed Commodity Limit Order Book, aggregate child trade record to the same family.

RESEARCH EXPERIENCE:

Pattern Analysis Lab, Fort Collins, CO December 2010 - March 2012

Research Assistant

Applied the Singular Value Decomposition and Differential Geometry method to analyze a large data set.

Work with John Hopkins University to process image recognition of hyper-frequency dangerous chemical explosion.

And present results on 2011 Boston Mathematics Conference.

Computer skills: SQL, C#, MATLAB, R, C++, VBA, JAVA

Contact this candidate