Li Ding
Email: *********@********.***
Address: **** ****** **. *** ***
City: new brunswick
State: NJ
Zip: 08901
Country: USA
Phone: 718-***-****
Skill Level: Assistant
Salary Range: $10,000
Primary Skills/Experience:
See Resume
Educational Background:
See Resume
Job History / Details:
Li Ding
Mobile: 718-***-**** E-mail: *********@********.***
SUMMARY
Graduate student in Financial Statistics and Risk Management with an undergraduate degree in Financial
Mathematics dual degree in Electrical Engineering and proven experience in financial modeling, statistics
techniques and programming skills. I have a high multitasking aptitude and I am able to leverage large data sets
into actionable intelligence.
EDUCATION
Rutgers University, New Brunswick, NJ Expected 2013
Master of Science in Financial Statistics and Risk Management
University of Michigan, Ann Arbor, MI May 2012
Bachelor of Science in Financial Mathematics with major course GPA 3.62 / 4.00
Shanghai Jiaotong University, Shanghai, China August 2012
Bachelor of Science in Electrical Engineering with major course GPA 3.52 / 4.00
WORK EXPERIENCE
Guotai Junaaaan Securities, Shanghai, China: Summer intern, Equity Research Summer 2011
aa Prepared business requirement reports for outside clients to execute suggested trade ideas through the sales
and trading division of the securities to achieve approximately twelve percent annual return in the portfolio.
aa Developed comprehensive Excel spreadsheets to process Clients Margin Accounts data helping to deliver to
clients the most up-to-date information for their balance in stock index futures.
Citibank Co., Ltd, Shanghai, China: Summer intern, Sales Assistant Summer 2010
aa Assisted in documentation preparation and day-to-day document flows.
aa Assisted in daily transaction follow-up or loans, FX and accounts set-ups.
aa Developed and implemented an application using Excel for the purpose of tracking loans and traded productsaaa
guarantee information and then testing the eligibility of the guarantee under the requirements of Citibank.
Independent Research Project
Numerical Solution for Option Pricing Model in Hexagon Grid Base 2011-2012
aa Established a three-dimensional hexagon grid model in MATLAB to valuate options. I built the tool with a
functionality to reduce the degree of operations at each node during iteration procedure. This functionality
raises operation efficiency by twenty five percent in option pricing which allow users to have chances to do
more screen trading. I also attempt to generalize the model by extending the range of possible values of two
stocks portfolio to three or more.
EXPERTISE AND SKILLS
aa Advanced computational and statistical techniques in regression modeling and option pricing modeling
aa Supporting computer skills: C++, R, MATLAB, JAVA and Microsoft office Suite
aa Excellent verbal and written communication skills in both Mandarin and English
HONORS AND CERTIFICATIONS
aa Certifications: Actuarial exam P/1.