Sales Management

Rui Liu

*** ****** ***. ****** ****, IL *****• 312-***-**** (cell) •********@*****.***

EDUCATION

Illinois Institute of Technology Chicago, IL

Stuart School of Business 05/13

Master of Science in Finance

GPA: 3.63/4.0; awarded merit-based scholarships

Core Courses: Equity Trading, Financial Statement Analysis, Quantitative Investment Strategy, Market

Risk Management, Econometrics, Models for Derivatives, Portfolio Management

Tianjin Normal University Tianjin, China

School of Business and Management 06/10

Dual Degrees in Logistics Management and English

Relevant Courses: Basic Accounting Theory, Principles of Database Systems (SQL Server, Access)

SKILLS

Technical: MATLAB, Excel VBA, R, Bloomberg Terminal

Statistics: Financial Time Series Analysis, Linear Regression Modeling, Statistical Arbitrage

EXPERIENCE

Stuart Investment, Illinois Institute of Technology Chicago, IL

Financial Analyst, Equity Investment 08/12 - 05/13

Fundamental Analysis: Investigated domestic equities and screened out top stocks with a filter system

Stock Investment: Provided fundamental valuations for the intensity and attractiveness of specific

industries and companies; delivered group presentations to recommend stocks for a portfolio worth

$300,000. Contributed 10% to the annual return of the portfolio

Shangri-La Hotels and Resorts Baotou, China

Events Coordinator, Sales and Marketing Department 02/11 - 06/11

Communication: Marketed ballrooms for social events and exceeded the monthly target of sales by 10%

Leadership: Led a team to launch 2 to 4 events with more than 200 attendees a week. Created a cohesive

and productive team within a deadline-driven environment

Business Strategy: Initiated a business plan of the annual bridal expo for a marketing campaign

PROJECTS

Fund Selection and Portfolio Optimization

Data Analysis: Built a filter to process incubation bias and survivorship bias of the CTAs database

Quantitative: Scored CTAs with persistent performance using statistical techniques

Due Diligence: Constructed due diligence to mitigate operational risks

Asset Allocation: Applied various asset allocation methods using shrinkage estimators. Improved the

portfolio’s information ratio by 300 basis points

Models for Derivatives

Volatility: Derived realized volatility and implied volatility from options and high-frequency futures data

Simulation: Utilized simulation technique to examine the accuracy of volatility calculation methods

Option: Priced a chooser option by a Lattice, Monte Carlo Simulation, and the Finite Difference Method

Equity Trading

Equity: Explored equity trading strategies: coded in MATLAB to automate the trade and applied a

back-test technique to achieve robust Sharpe Ratio

Hedge Funds: Evaluated hedge funds performance based on asset pricing models. Effectively eliminated

alpha biases and accurately identified risk exposures and anomalies

Risk Management

VaR: Calculated VaR for portfolios of stocks, FXs, bonds and derivatives by parametric method and

Cornish-Fisher expansion; implemented Monte Carlo Simulation for portfolios of multiple instruments

Research: Compared various VaR measurements for multi-asset classes in terms of ease of

implementation, reliability of results and rationale behind the assumptions

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