Engineering Data

GUOHUA XIA

**** * **** **** **** Apt ***, Chicago, IL60615

319-***-**** ****@********.***

EDUCATION

THE UNIVERSITY of CHICAGO

Chicago, IL

M.S. in Financial Mathematics (Sept. 2009-June 2010)

GPA: 3.5/4.0

( Financial Theories: foreign exchange, fixed income derivatives,

pricing/hedging derivatives, interest rate and credit models, portfolio

theory, risk management, VaR mode, BASEL II and Credit Analytics etc.

( Mathematics: univariate and multivariate statistics, stochastic

calculus, data analysis, PDE, time series analysis, numerical

methods.

( Computing: C++/C#, Monte Carlo simulations, backtesting trading

strategy, VaR analysis of portfolio

NANYANG TECHNOLOGICAL UNIVERSITY

Singapore

Ph.D. in Aerosapce Engineering (June 2002-June 2006)

GPA: 3.6/4.0

( Coursework: advanced probability and statistics, measure theory,

advanced engineering mathematics

( Ph.D. thesis: a three-dimensional computation of fluid-structure

interaction in bio-prosthetic heart valves using immersed membrane

method

BEIJING UNIV. of AERONAUTICS and ASTRONAUTICS

Beijing, China

B.S. in Aerospace Engineering (September 1997-July 2001)

GPA: 3.5/4.0

EXPERIENCE

TRADITUM GROUP

Chicago, IL

Quantitative Associate (June. 2010-present)

( Developed high-frequency trading strategies for Energy Futures.

( Backtested the trading strategies on various Commodity Futures to

produce consistent results.

( Supported the traders in trading and helped traders to implement new

trading techniques.

THE UNIVERSITY of CHICAGO

Chicago, IL

Fermi Research Institute, Scientific Programmer (Sept. 2009-June 2010)

( Developed and maintained a large-scale parallel computing software for

quant physics.

( Documented model development and implementation.

( Carried out statistical analyses on large data sets with Monte Carlo

simulations.

THE UNIVERSITY of IOWA

Iowa City, IA

Research Scientist (June 2006-June 2009)

( Developed large-scale parallel computing solvers for scientific

research

( Developed statistical programs to analyze solution data sets using

Monte Carlo methods.

( Wrote and published research papers in peer-review journals

PERSONAL INVESTMENT

( Traded Stocks, Options and Foreign Exchanges since 2006 on personal

funds. (The option trading account grew from $5,000 to $60,000 in

2007.)

SKILLS

Computer: C++, C#, Fortran, MATLAB, Excel, MS Visual Studio .NET, UNIX.

Language: English: Fluent, Chinese: Native

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