Project Management

Yu Xia *** Roanoke St, Woodbridge, NJ *****

(e-mail) *********@*****.***

(mobile) 502-***-****

SUMMARY

Financial Statistics & Risk Management graduate student with an extensive background in advanced mathematics, linear algebra,

statistics, project management, and computer programming seeks employment opportunities of quantitative analyst, data analyst, and/or

data scientist.

Programming skills for quantitative analysis: Java, R, Matlab

Practical experience: data mining, statistical modeling

Knowledge of financial statistics, risk analysis, portfolio management

EDUCATION

Master of Science in Financial Statistics and Risk Management, Rutgers University, New Jersey 12/2012

Coursework: Monte Carlo Simulation, Statistical Methods in Finance, Financial Time Series, Statistical Inference with Finance, Regression Analysis

Doctor of Philosophy in Civil & Environmental Engineering, University of Louisville, Kentucky 08/2010

Coursework: Numerical Analysis, Applied Statistics for Engineers, Stochastic Process, Partial Derivative Equation

SKILLS

Java, R, Matlab, MS Excel/ PowerPoint/ Project, ArcGIS

PRACTICAL PROJECTS

A GARCH-EVT-Copula Model for VaR of Equity Portfolio (Course: Financial Time Series) 06/2012

Obtained the residuals series by GARCH, t-Copula adopted for joint CDFs; VaR estimated on one-month horizon at 95%.

Programming software: R, Excel

Java Application- Equity Trading and Tracking System, by Java (Course: Advanced Computer Programming for Finance) 04/2012

The system is capable of:

(i) Searching in preloaded ticker data (653Mb file tested)

(ii) Executing trading activities by deploying predefined trading strategies (contrarian, momentum);

(iii) Analyzing portfolio performance by different combination of parameters (holding periods, monitoring periods, etc);

Quantitative Management of Equity Portfolio (Course: Foundation of Finance) 12/2011

Achieved an absolute return of 39.2% by actively managing a hypothetical portfolio of 52 equities, by using Markowitz mean-variance

optimization and Fama-French factor model.

Computing software: Matlab, Excel

Covariance Matrix Estimation for High-Dimensional Portfolios (Course: Probability and Statistics in Finance) 10/2011

Developed a new method based on least-squares estimators to calculate covariance matrix for p-dimensional portfolios, reducing

amount of computation from p(1+p)/2 to 4p.

Computing software: Matlab, Excel

PROFESSIONAL EXPERIENCE

Data Scientist, Comrise Techonology Inc., Hazlet, NJ 06/2012-

L OREAL Market Analysis Project. Project team leader of 5 members. Mining L OREAL sales data, searching for product set patterns,

developing product bundling strategy.

Sentiment analysis of Twitter data, extracting useful information from consumer tweets, na ve Bayes classification.

ECL database, processing large amount of data.

Postdoc Associate, Center for Transportation Innovations, University of Louisville 09/2010 - 08/2011

Kentucky Inland Waterway Operation Management (Kentucky Transportation Cabinet Project)

Responsibilities: Project team leader, feasibility study and risk analysis of project investment, executive proposal writing; mining inland

waterway transportation data, multi-model based simulation on waterway operation, environmental impact modeling, coordinating with

director/sponsor.

Research Associate, Department of Civil & Environmental Engineering, University of Louisville 02/2008 - 08/2010

National Science Foundation Project (No. 50778041), The Key Issues of Transportation Impact on Urban Environment

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Responsibilities: Project lead, feasibility study, environmental capacity modeling and optimizing, mathematical modeling of ambient air

pollution distribution vs vehicle operational status, simulation and projection.

SCAG Regional Land Use Pricing Strategy(CA Department of Transportation Project SB375)

Responsibilities: Investment management of infrastructure projects, data mining, statistical analysis of land use data, travel behavior

modeling, technical reports.

Data Analyst, Southern California Association of Governments (SCAG) 07/2009 - 12/2009

SCAG Regional Transit Amendment 2 (CA Department of Transportation Project)

Responsibilities: Statistical analysis of passengers behavior data, mining public transit data (volume/trip patterns).

SOCIAL PRACTICES

2012 Rutgers Annual Quant Summit at NASDAQ 02/2012

CTI Academic Cooperation and Collaboration (https://louisville.edu/speed/civil/alumni-newsletter) 2009 - 2010

Assisting delegation from Southeast University and Jiangsu Transportation Science Center on a series of site visits to the

Missouri Department of Transportation, New York Department of Transportation, Federal Highway Administration; Assisting

Univ. of Louisville delegation visiting Southeast University in Nanjing, China; Worked on interpreting, communicating, reporting,

and cooperation.

President of Chinese Students Association, University of Louisville 2007 - 2009

HONORS

Matthew Cowan Reward for Outstanding Graduates, University of Louisville 2009 - 2010

Graduate Fellowship, University of Louisville 2006 - 2008

Outstanding Student Scholarship, Southeast University 2000 - 2001

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