Assistant Supervisor

Location:

Posted:

November 05, 2012

Zijun (Jun) Cheng

814-***-**** *****@***.***

EDUCATION

New York University New York, NY

The Courant Institute of Mathematical Sciences

MS in Mathematics in Finance (expected January 2014)

! Course highlights: binomial trees, hedging strategies using options, arbitrage pricing model, Black-

Scholes Formula, Ito s Lemma, and Monte Carlo Simulations

! Course topics to be covered in spring: pricing of interest-based derivatives, vanilla and exotic

options, VAR, stress tests, numerical optimization, and stochastic volatility models

The Pennsylvania State University, University Park (August 2008 May 2012) State College, PA

BS in Mathematics, Honors in Economics

! Awarded the Edward C. Budd Prize for Outstanding Thesis (2011) for the honors thesis

! Granted The Carol Franzblau-Rosenberg and Michael R. Rosenberg Undergraduate Scholarship in

Economics for achievements in undergraduate studies

! Coursework: Money and Banking, Game Theory, Probability, Stochastic Processes, Numerical

Computations, Differential Equations, and Forecasting

EXPERIENCE

Economics Department at Penn State State College, PA

Research Assistant (August 2011 December 2011)

! Assisted Professor James Jordan with his research on a particular game called Majority Pillage

Games (MPGs)

! Invented the idea of MPGs in the form of one-on-one gaming

! Utilized already established algorithms and expanded that algorithm to a one-on-one setting

! Produced a note elaborating the stable sets of one-on-one MPGs

Industrial and Commercial Bank of China Shanghai, China

Summer Intern, Department of International Business (June 2011 July 2011)

! Reviewed audit documents to assist the supervisor in completing an annual report requested by the

government

! Checked whether the documents were within government financial regulations

! Reviewed 18 remittance forms submitted by Kodak. Ltd and Hyatt Hotels Corporation

! Created excel files listing all the data

Economics Department at Penn State State College, PA

Teaching Assistant for a Game Theory Course (September 2009 December 2009)

! Processed 85 students quiz answers, computed their averages and reported back to the professor

on time

! Conducted proctoring duties with another TA

OTHERS

Programming languages: Java, R, MATLAB, Stata, Mathematica, and Microsoft Office

Language: Mandarin (native), English (fluent), and Japanese (conversant)