Real Estate Sales

TIANJIAO YU

*** ********** ****., ***. **** ****@******.***.***

Jersey City, NJ 07310 412-***-****

EDUCATION

CARNEGIE MELLON UNIVERSITY, TEPPER SCHOOL OF BUSINESS Pittsburgh, PA

Master of Science in Computational Finance GRE Quant: 800/800

Memberships: Graduate Finance Association, Quantitative Finance Club, Poker Club

UNIVERSITY OF THE SOUTH - SEWANEE Sewanee, TN

Cum Laude, Bachelor of Arts in Mathematic, Double Major in Economics Major GPA: 3.8/4.0 05/10

Merit Scholar (on full scholarship)

President, Organization of Cross Cultural Understandings (OCCU)

DARTMOUTH COLLEGE, TUCK SCHOOL OF BUSINESS Hanover, NH

Bridge Business Program (on Beecken Scholarship) 07/09

EXPERIENCE

CAIRN CAPITAL Greenwich, CT

06/12 – 08/12

Summer Analyst

Research: Researched competitive landscape of the US CLO market, recent deals, and compared to the European

market. Revised business model to evaluate working capital requirements for potential CLO market entry. Results will

be used in Cairn’s US CLO business plan.

Financial Modeling: Priced and modeled cash flows for index linked and fixed rate restructuring debt. Calculations

quoted in live deals. Articulated the model when communicating with external accountants. Developed an Excel-based

“pricer” which received good reviews and was adopted as a template for similar products.

Structured Product Knowledge: Gained familiarity with structured products through listening to conference calls,

attending client meetings, reading deal prospectuses, and assisting in drafting credit memos. Studied secondary

market CDO valuation. Accompanied to client visits during fund raising process.

UBS AG Hong Kong

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06/11 – 12/11

Summer Intern, 1 Desk: FICC Bank, Insurance and Pension Solution; 2 Desk: Credit Sales

Daily Update: Drafted sales commentaries on overnight data and events for desk. Gathered traded product

information from traders in APAC region and drafted sales commentaries, which was circulated, for credit trading.

Pricing: Worked with FICC quant desk in pricing and conducting sensitivity analysis for interest rate derivatives.

Research: Researched and presented on Over-The-Counter to central counterparties models, China’s interest rates

liberalization, CNH (offshore Yuan) market development, China’s off balance sheet lending, Asian HY credit, and

distressed credit opportunities in Japan.

Programming: Created and automated spreadsheets for conducting hedge effectiveness test s. Automated program

was presented to clients as part of client presentations.

Data Maintenance: Updating macro indicators, corporate financials and pitch books.

MORGAN STANLEY Shanghai, China

06/07 – 08/07

Summer Analyst, Morgan Stanley Real Estate Banking

Real Estate Investment Management: Utilized knowledge in local real estate when worked with senior associates

over Invest Committee Book (ICOMM) and case studies. Books were distributed to members of the committee.

Accounting: Maintained and consolidated financial statements for MSP and offshore / onshore subsidiaries .

Operations: Drafted funding charts and structural charts of Morgan Stanley Real Estate Fund (MSREF) projects.

COURSEWORK/SKILLS/PROJECTS

Courses: Quantitative Asset Management, Topics in Risk Management, Options, Fixed Income, Macroeconomics,

Econometrics, Stochastic Calculus, PDE, Numerical Methods, Simulation Methods, Financial Time Series, Probability,

Statistical Inference, Statistical Arbitrage, Financial Computing, Credit Derivatives

Software: VBA, C++, Matlab, R, SQL, Bloomberg

Publication: Co-authored paper, “The Robustness of U.S. News Ranking Methods of Liberal Arts Colleges”.

Published June 2010. Presented paper at ACA-UNCA Undergraduate Research Symposium in September 2009.

Trading Competition: Traded fixed income, commodity and FX futures; achieved a return of 34% over three weeks.

ADDITIONAL INFORMATION

Languages: Mandarin (Native), English (Fluent)

Interests: bouldering/hiking, basketball, squash, card games, classical piano

Level II Candidate in the CFA

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