Jingjing Feng
Email: *********@********.***
Address: ****, *** ***
City: Piscataway
State: NJ
Zip: 08854
Country: USA
Phone: 732-***-****
Skill Level: Assistant
Salary Range: $37,000
Willing to Relocate
Primary Skills/Experience:
See Resume
Educational Background:
See Resume
Job History / Details:
Jingjing Feng
1346 BPO Way, Rutgers, Piscataway, NJ 08854 Phone: 732-***-**** Email: ********.****@*******.***
CAPABILITIES AND SKILLS
* In depth knowledge of mathematics, statistics, financial analysis and economics.
* Excellent verbal and written English communication skills.
* Proficient in MATLAB, R, SAS, Bloomberg Terminal, JAVA.
* Quick learner and enjoy challenging assignments.
EDUCATION
Rutgers University, New Brunswick (NJ), United States
Master of Science in Financial Statistics and Risk Management Wuhan University, Hubei, China
Dual-Bachelors` degree in Economics and Mathematics GPA: 3.52
Core Courses: Advanced Macroeconomics, Microeconomic Theory, Econometric Analysis, Probability with
Martingales, Stochastic Processes, Chaotic Dynamical Systems
RELATED PROJECTS
Compared two trading strategy - -Contrarian- and -Momentum-
Dec 2013 May 2012
Dec 2012
Wrote a Java program in order to read and sort data of stock returns.
Achieved a 9.33% yearly return using my momentum trading strategy. Priced derivatives on financial securities subject to credit risk.
Considered two types of credit risks. The first is where the asset underlying the derivative security may default; the
second is where the writer of the derivative security may default.
Applied the foreign currency analogy of Jarrow and Turnbull to decompose the dollar payoff from a risky security into a
certain payoff and a -spot exchange rate.-
Developed the relationship between CEO incentive compensation and future stock price performance. Nov 2012
* Found a significant negative relationship.
* Gave an investment portfolio that includes short the stocks of the companies that have the top two CEO compensation and
long the stocks of the companies that have the bottom two CEO compensation according to my data to get positive return. The Potential Impacts and Risks of Interest Rate Liberalization Reform in China. May 2011
* Identified and estimated the impact on the yield curve, on systemic risk, on investment alternatives and asset reprising.
* Identified methods to mitigate or offset the risks.
WORK EXPERIENCE
Agriculture Bank of China Assistant Manager
Did credit risk analysis and wrote credit reports on clients.
Analyzed the impact of government macroeconomic policies on interest rate spreads. Central China Securities Financial Analyst Intern
Summarized customer monthly portfolio performance in a report for the customer`s review
Evaluated the impact of new financial policies and regulations.
Jan-Mar 2011 June-July 2011 June-July 2012
2008-2009
2009-2010 Aug 2010 Aug 2008
China Europe International Business School (CEIBS)
* Created class materials
* Assisted students with assignments.
* Graded students` work and helped rank them.
HONORS & ACTIVITIES
Teaching Assistant
Dec 2012
Wuhan University Student Scholarship
Director, Marketing Department of Student Union, Wuhan University Organizer, Shanghai Subway Research
Dancer, -Art Festival of Gold Autumn-, Wuhan University