Manager Management

WENTAO LIN

*nd Floor, *** Manor Ave, Harrison, NJ 07029

Tel: 813-***-**** Email: *************@*****.***

Summary

Detailed-oriented person with strong programming skills and quantitative

finance knowledge. Abilities to perform and implement assets pricing,

financial modeling, time series/regression analysis and trading strategies

using C++ and Excel/VBA . Previous work experience with exposure in risk

management and quantitative analysis.

Experience

CITIC Securities Co., Ltd Zhongshan, China

Spring Intern, Financial Analyst

2009-2010

( Designed VBA functions in Excel to measure, optimize and forecast

portfolio performance, analyzed portfolio returns attributions using

time series and regression techniques.

( Conducted research on how the launch of stock index futures may

impact a nation's stock market.

( Implemented and fitted a multi-factor model for forecasting stock

index movement based on several macro-economic factors.

Pentaray Lighting Co., Ltd Zhongshan, China

Quantitative Analyst, R&D Department

2005- 2007

( Develop VBA functions to perform Monte Carlo simulation to forecast

volatilities and evaluate VaR, implemented VBA tools to back-test and

summarize VaR exceptions and aggregate risk exposure.

( Calculated and analyzed the optimal hedge ratios, implied

volatilities, volatilities surface and Greeks on commodity futures and

options.

( Forecasted product development budget, provided timely quantitative

and analytical support to marketing and sales department.

Education

Rutgers University New Brunswick, New Jersey

M.S. in Mathematical Finance

2008-2010

( Relevant Coursework & Topics: Stochastic Calculus Mathematical

Finance, Numerical Analysis, Computational Finance, Regression

Methods, Time Series Analysis, Portfolio Management, Statistical

Inference, Derivatives Pricing and Hedging, Fixed Income, Financial

modeling, Risk Management.

( Projects and Research:

( Implemented Binomial and Trinomial Trees in C++ & VBA

to Price American Vanilla option.

( Implemented Monte Carlo Simulation and Finite

Difference methods in C++ on Linux to Price European Vanilla

Options and Barrier Options.

( Perform Fama and Macbeth Methodology on 30 S&P Stocks

to Analyze the Significance of Market Risk Premium and the Impact

of Dividend Increase on Stock Prices.

( Perform Value at Risk (VaR) and Time Series Analysis in

R by Using GARCH Models for High Frequency Financial Data.

( Performance of Dynamic Hedging and Static Hedging for

Barrier Options Research.

( Statistical Arbitrage, Cointegration and Multivariate

OU process Research.

Guangdong University of Technology Guangzhou, China

B.S. in Computer Science

2000- 2004

( Relevant Coursework: Software Engineering, Java, Database Design,

Object Oriental, System Design, Unix&Linux Operation System, Computer

Networks.

( Research: Information System Based On Telephone Voice and

Short Message Query.

( Awards: Outstanding Graduate and Student Leader of Computer

Faculty (2004).

Excellent Graduation Design and Innovation Prize (2004).

Received university scholarships for 2001,2002

and 2003 academic year.

Computer Skills & Professional Qualifications:

Proficient in : C++, Excel/VBA, MATLAB, Python, R, SQL, Java, Linux,

Numerix, MS Office

Certified FRM (Financial Risk Manager)

Contact this candidate