Management Accounting

Lu Hou

**** ****** ******, ***. ***, Los Angeles, CA, 90007 513-***-****

***********@*****.***

OBJECTIVE

To obtain a position in the investment business, utilizing my strong

quantitative and analytical skills

EDUCATION

University of Southern California (GPA: 3. 912/ 4.00) Los Angeles, CA

Master of Science in Mathematical Finance Dec. 2009

University of Cincinnati (GPA: 3.917/4.00) Cincinnati, OH

Master of Science in Mathematics Jun. 2008

Beijing University of Technology (GPA: 3.83/4.00) Beijing, China

Bachelor of Management in Information Management and Information System

Jul. 2006

Relevant Coursework

. Finance: Investment Analysis; Fixed Income; Asset Pricing; Valuation;

Corporate Finance; Accounting

. Quantitative Finance: Data Mining; Monte Carlo Simulation; Financial

Modeling

. Statistics & Mathematics: Statistical Inference; Time Series; Regression;

Stochastic Calculus

WORK & LEADERSHIP EXPERIENCE

Union Bank (Mitsubishi UFJ Financial Group) Los Angeles, CA

Quantitative Research & Development Intern, Treasury Department Jan. 2009

- Present

. Created interest rate sensitive non-maturity deposit models by SAS and

Excel for 19 bank products, which have moved the bank's interest rate

practice closer to the industry best

. Forecasted future balances, cash flows and calculated market prices and

durations, so as to assist with bank balance sheet management

. Conducted sensitivity analysis to evaluate bank's re-pricing, curvature

and basis risk exposure

. Got familiar with bank investment portfolios in fixed income securities

such as bonds and MBS

Marshall Business School, University of Southern California Los Angeles,

CA

Statistician, Marketing Department Aug. 2008 - Dec. 2009

. Identified and collected data from multiple sources such as financial

statements and 10K to assist research on how innovation affects

productivity of a firm

. Proofread research paper with high efficiency and accuracy

China National Petroleum Corporation Beijing, China

Summer Intern, Planning and Accounting Department Summer 2005

. Assisted with accounting activities including reviewing and constructing

three major financial statements

Mathematical Finance Student Association Los Angeles, CA

Vice President Sep. 2008 - Sep. 2009

. Organized mathematical finance seminars and company information sessions

such as for Morgan Stanley

. Held weekly student discussion sessions addressing current finance issues

Major Projects

. Commercial bank non-maturity deposit modeling (using SAS and Excel)

. Interest rate volatility estimation by PCA technique; bond & option

pricing by HJM model (using Matlab)

. Land usage change modeling and prediction for Duke Energy data analysis

(using R)

. A small-scale supermarket stocking system (using Visual Basic and SQL

Server)

. Portfolio Construction and Investment Simulation (using Excel)

SKILLS, ACTIVITIES & INTERESTS

Languages: Fluent in Mandarin (mother-tongue)

Technical Skills: Excel (pivot-table, v-lookup, solver, data analysis and

macro); SAS; Matlab; C++; VB

Certifications & Training: Participation in the CFA program

Interests: Hiking (conquered the Grand Canyon in a single day)

Contact this candidate