Risk Management Vice President

Location:

Posted:

November 09, 2012

Fuchong Liu

973-***-****, *****@***.***

EDUCATION

NEW YORK UNIVERSITY New York, NY

The Courant Institute of Mathematical Sciences

MS in Mathematics in Finance (Jan 2014)

Finance: Black-Scholes model, option pricing and hedging, risk management, financial

reform under Dodd-Frank Act

Mathematics: Brownian motion, Ito calculus, stochastic differential equations

Java: Implementation of pricing models and portfolio optimization strategies

Spring 2013 Coursework: PDE for Finance, Interest Rate and FX Model, Continuous Time

Finance, Advanced Risk Management

UNIVERSITY OF COLORADO-BOULDER Boulder, CO

MA Mathematics (May 2012) GPA: 3.88/4.00

Passed Analysis Qualify Exam and passed Algebra Qualify Exam conditionally

Coursework: Numerical linear algebra and numerical PDE with Matlab

UNIVERSITY OF SCIENCE AND TECHNOLOGY OF CHINA Hefei, China

BS in Mathematics & Applied Mathematics (July 2010)

EXPERIENCE

NEW YORK UNIVERSITY New York, NY

Grader in Mathematics Department (Sep 2012 Present)

Grade weekly assignments and collaborate with the professor on student feedback

UNIVERSITY OF COLORADO-BOULDER Boulder, CO

Teaching Assistant in Mathematics Department (Aug 2010 May 2012)

Led weekly recitations and graded weekly assignments for undergraduate courses

Assisted the professor in tailoring syllabus and designing exams

ACADEMIC PROJECT

UNIVERSITY OF COLORADO-BOULDER Boulder, CO

The Response of Consumption to Illness: Empirical Evidence from China

Analyzed data from the China Health and Nutrition Survey using Stata, investigated the

impact of health change on earnings and consumption of rural households in China, tested for

insurance against illness and discovered that rural households in China are able to protect their

consumption against illness

SKILLS & OTHER

Programming languages: C/C++, Java, Matlab, Mathematica, R, Stata

Certifications: 2013 Level II CFA candidate

Language: Mandarin (native), English (fluent)

Associations: Vice president of Chinese Students and Scholars Association at University of Colorado-

Boulder (Sep 2010 Sep 2011)