Sql Server Engineer

SHUO CHEN

**** **** ** #***, ********, NY, ***** **.********@*****.*** 314-***-****

SUMMARY

Financial Engineer and CFA level II candidate seeking a quantitative researcher position.

EDUCATION

Columbia University - New York, NY Jul 2008 - Dec 2009

Master of Science in Financial Engineering GPA: 3.93/4.00

Washington University in St. Louis - St. Louis, MO Sep 2006 - May 2008

Master of Science in Electrical Engineering GPA: 4.00/4.00

Harbin Institute of Technology - Harbin, China Sep 2002 - Jul 2006

Bachelor of Science in Microelectronics GPA: 89/100

WORK EXPERIENCE

MF Global Holdings Ltd - New York, NY Jun 2009 - Present

Quantitative Analyst, Alternative Investment Strategies

Provided quantitative analysis support in launching a fund of managed accounts business.

Built a comprehensive quantitative analysis platform using Matlab to perform extensive portfolio management

and portfolio optimization.

Developed risk management tools to monitor portfolio performance and collaborated with risk management

team to control the portfolio risk.

Designed an option-based hedging overlay model, back-tested the results and executed profitable trades.

Analyzed risk metrics VaR reports and designed a position/sector VaR-based hedging overlay model.

Performed quantitative analysis on potential hedge fund managers.

Constructed a SQL server database with large data sets to facilitate the Matlab portfolio analysis platform and

created an automated system to maintain the database on a daily basis.

Researched macroeconomic factors and their impact on various hedge fund strategies.

Great Wall Securities Company - Beijing, China May 2007 - Aug 2007

Internship, Research Assistant, Fixed Income Department

Collected economic data, conducted data analysis and prepared weekly reports on China’s bond market.

Maintained and improved the structure of the bond market database.

Drafted training manuals and course materials for instructing new recruits in the fixed income department.

Researched and delivered a presentation on the issuing of the corporate bonds in China’s bond market.

PROJECTS AND RESEARCH

Trading Strategy for Stock Split Event - Columbia University Mar 2009 - May 2009

Extracted historical data and performed data clearing using SQL server.

Conducted extensive data analysis to quantify stock split events in order to find trading opportunities.

Formulated, refined and optimized the trading strategy using Matlab and Excel VBA in the training experiment.

Back-tested the trading strategy, compared it with market benchmarks and performed sensitivity analysis.

Mean Variance Investment Portfolio Optimization - Columbia University Mar 2009 - May 2009

Conducted Principal Component Analysis by implementing Power method and Jacobi method in C++

Dynamic-

Link Library environment, finding the significant factors.

Designed a factor model to obtain the optimal portfolio by implementing the Quadratic Programming algorithm.

Developed an optimal execution schedule using dynamic programming to accommodate the market impact.

Created a VBA User Form to connect the database and facilitate the above routines.

SKILLS

Computer: C/C++, Matlab, SQL Server, MS Office, VBA, Bloomberg, Pascal

Language: Chinese Mandarin (Native), English (Fluent)

Certification: CFA Level II Candidate (June 2010)

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