Project Assistant

QIFENG WENG

919-***-**** abotqu@r.postjobfree.com www*.ncsu.edu/~qweng/career

**** ******** ****, ***.***, Raleigh, NC 27606

SUMMARY

!. Programming Skills: MATLAB, SAS, R, C++, MySQL, Java, STATA, Linux, MS Office, MS

Access, ASP

!. Rich experience with data mining and manipulating large databases using SAS, MySQL

!. Skilled in analyzing multiple models: Linear Regression, VAR, ARMA, GRACH, ANOVA,

Markov Chain, etc.

!. Proficient in statistical estimation methodology like: OLS, GMM, MLE, Bayesian Method,

MCMC, Bootstrap

!. An innovative and collaborative team player (SAS projects and research assistant

experience)

!. Working knowledge of business projects, internship experience in small business

consulting industry

!. Quick learner and strong interpersonal and oral/written English/ Mandarin

communication skills

EDUCATION

2010 - May 2012 NC State University M.S. in Economics, Minor in Statistics (GPA 3.6/4.0)

Raleigh, NC

!. Thesis: Oil Price Shock Analysis by mean-plus-noise model (2012)

- Implement Bayesian method to brand new model for better interpretation of the oil price

shocks

- Modify codes by advanced programming skills including parallel coding, MPI, cluster

configuration, etc.

Technology: Matlab, FORTRAN

!. Computational Statistics Project (2011)

- Identify the 15 anonymous papers!- authors, given 70 papers written by Founding Father

of this country in SAS

- Implement historical baseball player database. Design and build SQL database by SAS SQL

- Utilize SAS to analyze clinical trial data in different models

Technology: SAS (Macro, Character Functions, SAS SQL, Multiple Built-in Model Functions)

!. Financial Econometrics Course Project (2011)

- Knowledge of Arbitrage Theory, Ito's lemma, Martingale Theory, and PDE techniques.

- Utilized C++ and Matlab to price various American options by Binomial Tree, Black-

Schole Model, Practitioners Black-Scholes Method and Epstein-Zin Utility Pricing Model

Technology: Matlab, C++, R

!. Statistical Consulting Project (2011)

- Served as a statistical consultant, assisting Dr. Krishnamurthy in his preparation for

his MBA research based class

- Utilized SAS and R to clean up huge data and replicate the conclusions in the original

paper

- Utilized SAS in UNIX system on HPC (High Performance Compute) to execute the program

for the project

Technology: SAS, R

2006 - 2010 Shanghai University B.S. in Mathematics and Applied Mathematics Shanghai,

China

!. Honor Class at School of Arts and Science, Strong Background in Mathematics, Physics

and Mechanics

!. Award: Principle Scholarship Based on Merit (top 1% campus wide)

!. Education Aiding Program member (Book ride, Teaching, Management)

EXPERIENCE

2011-2012IT DepartmentIntern, NC SBTDC Raleigh, NC

!. Utilize ASP to convert the local MS access database to the alpha version of online

invoice system with one other colleague, integrated with SBTDC!-s internal server.

2011Research Assistant, NC State University Raleigh, NC

!. Assisted Dr. Atsushi and my colleagues with their research work, mainly dealt with

coding and quantitative work

!. Collaborated with my colleagues in several sophisticated research of estimation

methodology for their dissertation

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