Software Project

Jinyi Li

**** ******** *** **,*** York City, NY *0027

Mobile: 917-***-****

E-mail:***********@*****.***

Education

Columbia University

Master of Science, Statistics ;

New York, US

September 2011 - December 2012

Relevant Courses

Advanced Data Analysis, Probability theory, Time Series, linear regression,

Quant methods in investment,Capital Market, Security Analysis, Statistical

Methods in Finance, Stochastic Methods for Finance, Intermediate

Microeconomics, etc.

Nankai University Tianjin, China

Bachelor of Science, Math and Applied Math;

September 2006 - June 2010

Work Experience

WALDORF GOLD DEALER LTD

Tianjin,

China

Consultant

July 2010 - June 2011

. Forecasted future gold price with univariate time series

model (using SAS software).

. Calculate correlation index of gold price and currencies,

unemployment rate (using VBA).

. Trade spot gold through proprietary platform with Trend Line strategy.

Ron Paul 2012 Presidential Campaign

New York, US

Consultant

summer 2012

. Query specific candidate information and inner join multiple campaign

databases(using SQL).

. Sort and subset original database to obtain final database containing

valuable variables.

. Constructed multivariate model procedure (using SAS software) and

stepwise select elements that affect most significantly the polls, like

cash flow, district, age, race, etc.

Academic Experience

Research Project, Columbia University

Researcher, "Spot Gold"

spring 2012

. Optimize parameters of time series arima model to forecast future prices

of spot gold based on In-sample data(using R software), plot time series

charts, output forecasting price with out-sample gold price.

. Predict future spot gold price with exponential moving average model and

95% confidence interval(using SAS software).

. Analyze diagram and Normality of error with qq-plot and Anderson-darling

test.

Security analysis, Columbia University

fall

2012

. Value stock price of Con Edison with DCF (Discount cash flow model).

. Adjust projected growth rate referring to expected economic index(using

MS excel).

Quant methods Project, Columbia University

winter 2012

. Construct portfolio by selecting high performance oil stocks and weakly

correlated defensive stocks, combine together to obtain a high

performance portfolio with high anti-risk capability(MS excel), Optimize

portfolio weights through maximizing sharp-ratio curve (using VBA).

. Manage risk with setting risk aversion (1-5) and CVaR (Conditional VaR),

Transact daily with our portfolio and cumulate the gains and loss in

total(using MATLAB).

. Testing performance power by plot cumulative return line of our

portfolio(using MATLAB), compare with S&P index line.

Activity& leadership

. Organize economic forum and debate about current financial crisis and

subprime mortgage crisis at 2008.

. Join mock stock contest organized by local economic association of China

at 2009.

Additional

. Skills: SAS software, R software,MS excel, SQL,VBA, C++, Matlab,

bloomberg.

. Language: Chinese (Mandarin),English.

Contact this candidate