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Fan Jiang

Location:
New York, NY, 10025
Posted:
May 09, 2013

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Resume:

FAN JIANG

*** **** ***** ******, *** *A*, New York, NY 10025

765-***-**** ******@********.***

EDUCATION

M.S. in Operations Research

Columbia University, School of Engineering and Applied Science, New York, NY

GPA: 3.62/4.0, Expected December 2012

Coursework: Financial Engineering, Optimization, Simulation, Stochastics, Applications Programming, Capital Markets and Investment, Security Pricing, Algorithmic Trading, Experimental Finance

M.S. in Sociology

Purdue University, College of Liberal Arts, West Lafayette, IN

GPA: 3.94/4.00, May 2011

Coursework: Statistics, Survey, Sociology, Psychology

B.M. in Agricultural Economics and Agribusiness Management

Renmin University of China, Beijing, China

GPA: 3.6/4.0, June 2009

Honor: "University Excellent Graduate" (Top 5%), "University Excellent Thesis" (Top 5%)

Coursework: Agricultural Economics, Agricultural Commodities, Agribusiness Management, Economics, Econometrics, Demand Analysis, International Trade, Accounting, Corporate Finance, Marketing

WORK EXPERIENCE

Investment Analyst Intern

Advanced Portfolio Management

New York, NY, September 2012-Present

Build the firm-wide SQL database of hedge funds and market indices, and link it with Bloomberg API.

Program in C# to develop the Excel add-in for data management, and develop analytic functions.

Analyze the performances of the invested hedge funds, including the returns, risks, liquidities and strategies on fund and portfolio levels.

Select and monitor the leading and coincident indicators of China's macro economy. Analyze China's economic policy and financial system, and predict the economic trend.

Conduct non-parametric Monte Carlo simulation and shortfall risk optimization in MATLAB for the hedge fund portfolio construction.

Assist in the preliminary due diligence of hedge fund managers. Attend meetings with fund managers.

Financial Application Developer Intern

Kawaller & Company

Brooklyn, NY, June-August, 2012

Developed the Excel add-in products for hedge accounting processing using C# and VBA. Drafted the user manual, and provided the technical support.

Processed the clients' quarterly hedge accounting reports of commodities and FX derivatives.

Built a database of small- and mid-cap banks through the mining of FFIEC data.

Research Assistant

Purdue University

West Lafayette, IN, January-July, 2010

Conducted spatial econometric and time series analyses of the relationship between economic growth and religious development in China, using SPSS, Stata and ArcGIS.

Drafted the research papers, and delivered presentations at academic conferences.

SKILLS

Programming Languages: C#, VBA

Applications: SQL Server, MATLAB, Bloomberg, Excel, SPSS, Stata, ArcGIS

Certifications: CFA Level I Passed, FRM Part I Passed



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