Data Real Estate

Fei Luo

** ****** ****** ********* ********, NJ *8550 ***.*******@*******.*** 609-***-****

OBJECTIVE & QUALIFICATIONS

Seeking an analyst position in financial industry, specializing in critical thinking, analytical problem solving, and data

mining with large datasets, data analysis in business, risk analysis based on statistical model and strategies

exploration.

Software and Programming Skills: R, VBA, Java, Visual Basic, SQL, R, SPSS, SAS and Microsoft Office Suits

(Access, Excel, Word, PowerPoint)

EDUCATION

Rutgers University, New Brunswick, NJ

M.S. in Financial Statistics and Risk Management Expected May 2013

Anhui University of Finance and Economics, Anhui, China

B.S. in Statistics, GPA: 3.8/4.0 (Ranking 1/93) June 2011

PROJECT EXPERIENCE

Summer 2012

Automatic Portfolio Trading Strategy Program Implemented by Java and R

Set up Portfolio Tracker to track large data set, using S&P 500 stock information from Jan. 1970 to Dec.2010.

Implemented Contrarian and Momentum trading strategy and calculate the return of the selected portfolio.

Built a linear regression model to explore weekly effect and seasonal effect in the return.

Spring 2012

Portfolio Value at Risk (VaR) Estimation Using Simulation Methods

Performed Parametric, Historical and Filtered Historical three Simulation Methods to measure the

potential loss in value of a portfolio over a period. Programmed extensively on R and Java.

Conducted Back Testing on VaR values to evaluate three different methods.

Spring 2012

Evaluating the Effectiveness of Technical Analysis in the Investment Process

Employed Smoothing Estimators such as Kernel Regression to identify regularities in the time series of prices

by extracting nonlinear patterns from noisy data.

Performed comparison between the conditional distribution of returns on technical pattern and the

unconditional distribution.

Fall 2011

Trading Characteristics of High Frequency Traders (HFTrs) Activity

Analyzed HFTrs involvement in both anticipatory trading and correlated trading strategies.

Conducted results analysis into HFT s impact on market volatility.

Created a report of 7 pages and conducted a 15 minute PowerPoint presentation to the professor and class.

WORK EXPERIENCE

Data Analyst Intern, Comrise Technology, Hazlet, NJ June.2012-Aug.2012

Worked on Big Data Projects and Collaborated with Developers to gather and organize data from the Internet

Social Media. Managed and maintained Structured and Unstructured Data for Data Processing and Data Mining.

Performed queries for statistical research and analysis on large dataset, including Marketing Basket Analysis

and Sentimental Analysis. Extensively used SQL.

Explored the patterns of the data to help customers drive business decisions, like Bundle Sale.

Principle Researcher, Economic Efficiency Evaluation Research Group, AUFE, China Nov.2009-Apr.2011

Worked as a Highly Motivated Self-Starter in a cross-functional team and successfully applied one grant.

Carried out technical efficiencies utilizing Panel Data based on DEA modeling.

Performed Technical Analysis for input/output redundancy.

Implemented Trend Analysis to explore strategies for optimizing asset and labor allocations.

Summer Analyst Intern, Survey Office of the National Bureau of Statistics, China July 2009-Aug. 2009

Assisted in real estate price index statistics research.

Provided consistent support for compiling the weekly reports of housing sale prices.

Completed the assignments in fast-paced, time sensitive environments.

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