Microsoft Office Management

RUIXIN (LAUREL) GUI

*** * **** **, *** **** Baltimore, MD 21210 217-***-**** ******.***@***.*** EDUCATION

Johns Hopkins University Baltimore, MD

Master of Science and Engineering, Financial Mathematics, Applied Math & Statistics Aug 2015 – May 2017

• Coursework: Risk management, investment science, data mining, financial derivatives, time series, machine learning, Monte Carlo simulation, stochastic process, optimization, computational molecular medicine University of Illinois at Urbana-Champaign Urbana, IL Bachelor of Arts in Liberal Arts and Sciences, Mathematics and Economics, Cum Laude Aug 2012 – May 2015

• Honors: High distinction in Mathematics, Dean’s list, Phi Beta Kappa member

• GPA: 3.83/4.00 Coursework: Linear algebra, macroeconomics, international economics WORK EXPERIENCE

China International Capital Corporation Ltd. Beijing, China Equity Research Intern Jan 2017-Feb 2017

• Analyzed weekly macro environment trend and equity market with International Financing Review (IFR)

• Drafted IPO memos with the investment banking division by analyzing equity metrics and selling points

• Updated 20 market report slides and created 3 case studies on equity offering using Wind and Bloomberg China Development Bank Beijing, China

Business Credit Risk Analyst Intern Jun 2016 – Aug 2016

• Analyzed capital leverage, earning volatility, loan purpose, and collateral using credit reports and financial statements

• Wrote internal memos, pre-assessment reports, financial plan reports for Loan Evaluation-Approval management

• Monitored periodic changes by summarizing weekly post-loan management reports Baltimore Museum of Art Baltimore, MD

Statistical Modeling Intern Jan 2016 - Jun 2016

• Built regression model to identify museum visitors’ patterns including visiting frequency and motivations in Excel

• Analyzed daily historical attendance data from 2012 to 2016 using VBA and Excel formulas

• Presented the statistical findings to grant writers in assistance of museum evaluation China Life Asset Management Company Ltd. Beijing, China Credit Risk Analyst Intern Jun 2013 – Aug 2013

• Calculated credit VaR and researched investment strategies in collaboration with senior analysts

• Parsed data and updated market reports tracking client historical financial data using SQL and Access

• Collected financial data of over 10,000 domestic corporate bonds by writing VBA code PROJECTS & RESEARCH

Machine Learning Application

Classification of Breast Cancer Diagnosis

Mar 2017

• Identified benign and malignant cells using k-nearest neighbor and random forest packages in R and MATLAB

• Compared and selected the best classification model with over 95% sensitivity and specificity value Credit Default Swap Model Apr 2016

• Bootstrapped implied hazard rate curve from CDS quotes in Excel

• Priced the equity tranche of the iTraxx Europe 5-year index using Gaussian quadrature weights and values Analysis of Coffee Futures Price with Seasonality May 2016

• Modeled general coffee spot-forward relationships with stochastic interest rates and convenience yields in Python

• Fitted a seasonal cost-of-carry model to detect the seasonality of coffee and explored trading strategies SKILLS

• Programming & Software: MATLAB, R, SAS, VBA, Python, SQL, C, Microsoft Office (Excel, PowerPoint, Word, Access), LaTeX, and Bloomberg

• Languages: English, Mandarin

• Certifications: SAS Certified Base Programmer for SAS 9, FRM level 1 candidate, CFA level 1 candidate

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