Management State University

YUE NI

646-***-**** ac2ihk@r.postjobfree.com https://www.linkedin.com/in/yueni-jill/ (LinkedIn)

SUMMARY

MS in Mathematical Finance candidate with BS and MS in mathematics. Knowledge of Markowitz portfolio selection, risk parity budgeting and online portfolio selection. Proficient in programming, data analysis and communication. Seeking a challenging internship in portfolio management and risk management. EDUCATION

MS in Mathematical Finance

Rutgers University, New Brunswick,NJ 2017 – 2019

• Core Courses: Mathematical Finance, Econometrics, Regression Analysis, Programming Methodology for Numerical Computing and Computational Finance, Numerical Solution of Partial Differential Equations, Interpretation Data, Applied Multivariate Analysis, Machine Learning MS in Mathematics

Rutgers University, New Brunswick, NJ 2015 – 2017

• Core Courses: Real Analysis, Complex Analysis, Mathematical Logic, Numerical Analysis, Algebraic Topology BS in Mathematics & Applied Mathematics

Zhejiang University, Hangzhou, China 2011 - 2015

• Honors Degree from Chu Kochen Honors College (top 5% student in Zhejiang University) The Ohio State University, Columbus, OH Aug. 2013 – Dec. 2013

• Visiting student fully sponsored by Zhejiang University TECHNICAL SKILLS

Computer Programming Language: Python, C++, MATLAB, R, LaTeX Applications: Quantopian/zipline, Git Operating System: Linux, macOS, Windows EXPERIENCE

Investment Strategy Analyst Intern

Junzhi Asset Management, Shanghai, China Jun. 2017 – Aug. 2017 Backtested and analyzed different investment strategies using both domestic and international data

• Strategy backtest: Cleaned data and programmed automatic data update system; coded and optimized investment strategies that combine both momentum trading strategy and risk parity strategy; Reached a Sharpe ratio of 1.5 after excluding the commission and leverage cost

• Information coefficient IC analysis: Computed IC to optimize the factors and parameters used in the backtests; added more build-in factors and customized output options to Quantopian/alphalens module, which makes IC analysis with alphalens more efficient for colleagues

• Online portfolio selection analysis: Coded online portfolio selection algorithms described in arXiv:1212.2129v2; Compared the results from different selections of universe Teaching Assistant

Rutgers University, New Brunswick, NJ 2015 – 2017

Taught calculus recitations for students majored in non-math fields

• Organized workshops for students to discuss difficult calculus problems; demonstrated solving physics and engineering problems by differential equations to around 30 students per section

• 80% of students said they benefited from the recitation per end of course survey PROJECTS

Zipline_CN Aug 2017 – present

Create and maintain a branch of Quantopian/zipline that permits trading on the Chinese market

• Code and maintain a Chinese trading calendar, and a program that fetches Chinese market data automatically for backtests

• Write test functions; update instructions and demo codes

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