Management Office Assistant

Li Jun Chen

*** *. **** **. *** *D

New York, New York 10011

602-***-****

*****@***.***

EDUCATION

NEW YORK UNIVERSITY New York, NY

The Courant Institute of Mathematical Sciences

MS in Mathematics in Finance (expected Jan 2013)

Finance: The theory and practice of portfolio management, Black-Scholes formula and its

applications, advanced risk management techniques, index and ETF arbitrage, statistical arbitrage,

volatility arbitrage, interest-based derivatives, time-series models

Computing: Java programming with applications in financial asset trading, hedging, and portfolio

management. Mathematical analysis of numerical algorithms and practical problem solving in Matlab.

Simulation in Excel model all major types of market, credit and actuarial risks

Math: Topics in Bernoulli trials and random walk, law of large numbers and central limit theorem,

conditional expectation and martingales, etc.

ARIZONA STATE UNIVERSITY (2008-2010) Tempe, AZ

BS in Mathematics & BS in Finance, GPA: 3.97/4.0

Extensive course work in calculus, probability and statistics, differential equations, corporate finance,

financial and managerial accounting, portfolio management and financial derivatives

Detailed analysis of Enron Corporations Weather Derivatives case, including analysis of historical

weather pattern, profit and loss analysis for swaps, caps and floors and the company s risk tolerance to

decide on the most suitable derivative contract to hedge cold weather

EXPERIENCE

Arizona State University Registrar s Office Tempe, AZ

Office Assistant (2008-2010)

Assisted students in registration related activities and handled confidential information

Mercer Government Human Services Consulting Phoenix, AZ

Health & Benefits Intern (summer 2009)

Used Chronic Illness and Disability Payment System and Medicaid Rx model for risk adjustment

project for Pennsylvania State Medicaid program to adjust capitated payments; developed models and

analyzed data using Microsoft Excel and Access for clients

Reviewed teammates models to ensure quality

Generated $15,000 in revenue in 3 months based on billable hours

COMPUTER SKILLS

Programming languages: Java, Matlab, MySQL, VBA (one semester), C++ (basic)

Other Software: Microsoft Office

OTHER

Native speaker in both Mandarin Chinese and Cantonese

Secretary of Christians on Campus at Arizona State University

Contact this candidate