BO JIN
**** ********** *****, *** ***
Saint Louis, Missouri 63123
abmrv5@r.postjobfree.com
Qualifications Summary
. Various computer/programming skills, including MATLAB, SAS,
VBA, R, SQL
. Skills in manipulating large databases, quantitative
modeling, and DCF modeling
. Databases: Compustat, CRSP, DataStream, Morningstar, SDC,
and Bloomberg
EDUCATION
WASHINGTON UNIVERSITY, OLIN BUSINESS SCHOOL Saint Louis,
Master of Science in Business Administration (in Finance), MO
December 2009 2008-Present
GPA: 3.73 (out of 4.0)
Coursework highlight: Advanced Business Analysis, Advanced Corporate Finance,
Advanced Derivative Securities, Advanced Fixed Income and Credit Risk Modeling,
Data Analysis, Forecasting and Risk Analysis, Decision Analysis and Modeling,
Investment Theory and Data Analysis, Mergers and Acquisitions, and Mathematical
Finance
UNIVERSITY OF OKLAHOMA, DEPARTMENT OF CHEMISTRY AND BIOCHEMISTRY Norman, OK
Ph.D. in Biochemistry, December 200*-****-****
Achievement: Identified the first iron utilization system in pathogenic
Listeria monocytogenes
Belle W. Goodman Award in recognition of outstanding achievements and superior
service 2002-2003
EXPERIENCE
Alpine Capital Research
Saint Louis,
Equity Analyst Intern MO
Current
Specialized in industrial metals and minerals research
Developed DCF models, performed fundamental research and valued
stock prices to identify investment opportunities
Maintained and updated the firm's portfolio databases, prepared
performance reports for clients
Reinsurance Group of America Saint Louis,
MO
Dynamic Hedging Research Intern Fall 2009
Analyzed historical data for mutual funds, index futures and other
financial instruments using Morningstar Direct and DataStream
databases
Led a team in developing a quantitative quadratic and multivariate
model to improve the firm's previous dynamic hedging model for
mutual funds using MATLAB
Identified a new model that improved the firm's hedging strategy
against adverse mutual fund movements for both in-sample and
out-of-sample tests
Hammond Associates Saint Louis,
MO
Index Market Research Intern Fall 2009
Analyzed style-based index allocation strategies using the
Morningstar Direct database
Identified historical active manager returns via regression
analysis and quadratic programming
Validated the Purity Hypothesis under various indexes and time
frames
Provided senior advisors with recommendations for future
investment with a quantitative basis
Piper Jaffray & Co: Fiduciary Asset Management Saint Louis,
MO
Quantitative Equity Research Intern Summer 2009
Examined the trading implications of the "Accruals anomaly" in
related to M&A and Divestitures
Conducted time series and cross-sectional studies of accrual-based
market mispricing in SAS, using CRSP and Compustat databases
Made recommendations for potential improvements to the firm's
forecasting model
Co-authored a paper for publication: "Accruals, Corporate Actions
and Stock Returns," 2009
Washington University in St. Louis Saint Louis,
Student Equity Analyst of Praxis Fund MO
Managed a $1.5 million share of the Olin Business School Endowment Spring 2009
Fund 2009-2010, along with other industry teams
Specialized in the Hotel, Restaurant, and Leisure industry;
Conducted macroeconomic, strategic, and financial analyses
focusing on the industry in general as well as specific stocks
Offered presentations to peers and supervisors regarding the
industry outlook as well as final buy/sell/hold recommendations
Washington University School of Medicine Saint Louis,
MO
Postdoctoral Fellow 2006-2008