Project C# Marketing Management Analyst Process

XIAOCUN LIN

**** ******** # **, ********,** *****

612-***-**** / **********@*****.***

EDUCATION

University of Minnesota, Twin Cities, School of Mathematics, Minneapolis, MN

Master in Financial Mathematics, May 2010, GPA: 3.704/4.00

• Mathematics: Measure Theory and Probability Theory, Stochastic Calculus, Numerical Methods

(Binomial/Trinomial Tree, Monte Carlo and Numerical Integration)

• Finance: Fixed Income, Equity, Currency, Option, Future, Exotics, Arbitrage Pricing Theory, Delta

Hedging, Static Hedging, Implied Tree Model and Interest Rate Models (one-factor, multi-factor

and HJM)

• Computation: Implementing financial derivative models in Matlab, C# and C++, Excel-VBA

Nankai University, College of Information Technical Science, Tianjin, China

B.S. Computer Science, 2008

--Relevant Courses: C++ Programming Language, Data Structure and Algorithms, Database,

Operation Research, Operating System, Visual Programming Technology, Theory of Insurance.

PROJECTS

--”Monte-Carlo Simulation in Pricing Options”, including Multithreading, Antithetic Variance

Reduction, Control Variate and Halton Sequence generation.(C#);

--An application of One-Factor Model of Interest Rate.(MatLab, group project);

--Binomial Tree Model(MatLab) and Trinomial Tree Model(C#) used to price options;

--Mortgage Backed Securities Analysis (group project):Structure an agency pass-throughsecurity

into a CMO. We design our CMO tranches into eight bonds.Retain two of the bonds from

CMO to balance our existing portfolio, and market the rest of six bonds to investors.

--Delta Hedging Process Simulation (VBA);

--Undergraduate Graduation Thesis “The Process of Stock Index Futures Hedging”, simulated a

hedging process of HSI Future on PC by MatLab and Excel, 2008.3 - 2008.6

HONORS AND AWARDS

--Member ofFinancial Math Association at University of Minnesota;

--Scholarship for Excellent Freshman, Nankai University, 2004;

--Member of “Chuang Yuan” Programming Association at Nankai University;

EXPERIENCE

• Equity Analyst, Capital Securities, Beijing, China, 2009.6 – 2009.8

Performed fundamental research on IT companies (DuPont Analysis). Analyzed securities,wrote

investment-driven research reports, and represented Capital Securities to attend IPOmeetings.

• Exchange Student, I-Shou University, Kaohsiung, 2007.9 – 2008.1, GPA: 3.63/4.00

Represented Naikai University as one of the first group of exchange students from China

mainland to Taiwan for academic research. Major in Information Engineering.

--Relevant Courses: Marketing Strategy,Data Transmission, Management Psychology.

• Summer Institute Student, University of Cambridge, UK, 2005.7 - 2005.9

Enhanced communication skills and language skills.

SKILLS

Languages: English (Fluent, written and spoken), Mandarin Chinese (Native, written and spoken)

Computer skills: Advanced in C#, MatLab,C++and VBA programming; familiar with Excel, Word,

and PowerPoint.

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