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familiar with office and r language

Location:
Chicago, IL
Posted:
August 09, 2017

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Resume:

Ran Ding

****S Dearborn St*Chicago, IL ****** 312-***-****

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

EDUCATION

Illinois Institute of Technology, Stuart School of Business Chicago, IL Master of Science in Finance May 2017

• Concentration: Derivatives and fixed income securities. GPA: 3.7/4.0

• Recipient: Stuart School of Business Merit-Based Scholarship.

• Relevant Coursework: Quantitative investment strategy, Foreign Exchange Market and Fixed Income Strategies, Option. Futures. and. Other derivatives. HUNAN Normal University Chang Sha, China

Bachelor of Mathematics Jul 2015

• Concentration: Probability and Statistic GPA:3.3/4.0

• Relevant Coursework: Advanced algebra theory, Mathematical model, Differential geometry PROFESSIONAL EXPERIENCE

Nan Jing Securities Co., Ltd Chang Sha, China

Derivatives-trading internship Oct 2014

• Ensure daily file are processed correctly and reply email and other problems.

• Assisted with Relationship Supervisor, ensuring customer will get the reply on time. ACADEMIC PROJECTS AND ACTIVITIES

Iterative method:

• Application to partial differential equations. The applications of fractional calculus used in many fields such as electrical networks, control theory of dynamical systems. Signal processing can be successfully modeled by linear or nonlinear fractional differential equations. Temporal Momentum trading in SPY with option:

• The model is to forecast the continuously compounded rate of return on the index and get the position of option.

• Using Garman and Klass model and get the short term volatility model. Expected return calculated by trend.

• We can compute the position of equity use expected return and volatility and transfer equity to option by delta gamma matching.

Investment Challenge :

• managed a beta-neutral equity portfolio for 1 months in Stocktrak.

• Extracted market data from Bloomberg, Factset and applied quantitative factor model incorporating Magic Formula, Piotroski F score and Mohanram G score

• Produced video presentation demonstrating investment philosophy, portfolio performance and attribution

OTHER ACTIVITIES

• Member of school basketball team during college. June. 2011

• Keyboardist, Band performance at spring festival in China Embassy in Chicago. Feb. 2016

• Tax preparers, Service in CEP volunteer coordinator for half a year in Chicago area. July.2016 SKILLS

• Microsoft: Familiar with the Windows and a frequent user of Word, Excel and PowerPoint, etc.

• Computer language: Familiar with R language.

• Language: Fluent in Chinese, proficient in English.



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