Xiang Ni, Ph.D. in Mathematics E-mail: ac2sto@r.postjobfree.com

Cell Phone: (852-******** Github: https://github.com/cacoderquan EXPERIENCE

Goldman Sachs (Hong Kong, China)

Associate, Interest Rate Trading Strategist (Front Office Quant), July 2016 to July 2017

• Design and develop real time P/L, risk and trade blotter systems for the interest rate flow trading desk.

• Construction of various Asia Ex-Japan countries discount curves from live market data.

• End-of-day workflow systems support and scenario P/L and risk analysis for the interest rate flow desk.

• Support and develop internal data processing software systems for interest rate/fx flow trading desk. KCG Holdings, Inc. (Jersey City, NJ, USA)

Quantitative Trading Intern, June 2015 to August 2015 (using C++, Perl and R)

• Wrote Perl and R programs to analyze and visualize trading information from log files.

• Used regression techniques to research futures trading signals/factors by analyzing Thomson Reuters MarketPsych Indices (sentiment dataset).

Energeia Associates Limited (London, UK)

Quantitative Developer Intern, July 2013 to September 2013 (using Matlab)

• Implemented GUI software system; optimized systematic trading strategy. Relevant Machine Learning Projects (using Python) https://github.com/cacoderquan

• Trained matrix factorization models on movie rating data by using stochastic gradient descent; used the principal component analysis to analyze the latent factor matrix of movies.

• Preprocessed the movie review dataset by using parse tree structures in natural language processing; used support vector machines and logistic regression to do sentiment analysis. EDUCATION

California Institute of Technology (Pasadena, CA, USA) Ph.D. in Mathematics ( GPA: 3.9/4.3 ) June 2016

Chern Institute of Mathematics, Nankai University (Tianjin, China) M.S. in Math and Applied Math ( GPA: 92/100 ) June 2010 Department of Mathematics, Nankai University (Tianjin, China) B.S. in Math and Applied Math ( GPA: 90/100 ) June 2007 SELECTED PUBLICATIONS

• “Nonabelian generalized Lax pairs, the classical Yang-Baxter equation and postlie algebras.” Communications in Mathematical Physics, volume 297 (2010) 553-596 (With L. Guo et al).

• “Generalizations of the classical Yang-Baxter equation and O-operators.” Journal of Mathematical Physics, volume 52 (2011) 063515 (With C. Bai et al).

• “Rota-Baxter algebras, singular hypersurfaces, and renormalization on Kausz compactifications.” Journal of Singularities, volume 15 (2016) 80-117 (With M. Marcolli). TECHNICAL SKILLS

• Programming languages: C/C++, Java, Matlab, Perl, Python (Tensorflow, Theano, Keras), R.