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Microsoft Office Engineer

Champaign, Illinois, United States
March 12, 2018

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Bingqing Luo

**** * ******* ***, ***.*** • Urbana, IL 61801 • (217)***-**** •


University of Illinois at Urbana-Champaign Dec. 2017 Master of Science in Financial Engineering GPA: 3.8/4.0 Main Courses: Financial Computing (A+); Stochastic Calculus; Financial Derivatives; Numerical Methods; Risk Management Xiamen University, China Jul. 2016

Bachelor of Engineering in Software Engineering / Minor in Mathematical Finance GPA: 3.5/4.0 (3.7/4.0) (Top 10%) Honors: Merit Student Award (Top 5%) Dec 2015

First Class Scholarship (Top 2%) 2012-2014

Dean's List of Wang Yanan Institute for Studies of Economic (Top 10%) 2015-2016 Leadership: Secretary of Youth League Branch, Class3, Xiamen University 2014-2016 PROJECTS

Credit Risk Prediction Model on Private Loans using Machine Learning methods in Python Jul. 2017 - Aug. 2017

• Led the team of interns to train and compare different private lending models on more than 380k records to predict default probability by applying statistical methods such as Logistic regression, Decision Tree and SVM in Python

• Captured the important words in each loan description by using TF-IDF to expand the text feature ‘description’ into binary feature and achieved the performance score 0.7183

Validated and Implemented BDT model to price Interest Rate Derivatives in Python Nov. 2017 l Calibrated the BDT model to market data, adjusted the implied volatilities of caplets to get close to the Black price l Priced swaptions and other interest rate products by constructing short rate tree obtained from BDT model Financial Risk Modeling Projects in R May. 2017

l Developed a VaR calculator by using historical simulation and Parametric method, improved by introducing EWMA l Applied NGARCH and DCC models and Monte Carlo Simulation to estimate the value of Fixed Income Buffered Securities issued by Morgan Stanley


Wedbush Chicago, IL

Practicum Financial Engineer/Developer (Programing Language: Python, SQL) Jan. 2017 - May. 2017

• Collaborated with team to develop a smart order routing system using Python across different dark pool venues to optimize order execution

• Developed and optimized SQL queries by MySQL to filter the qualified data from a large Oracle database

• Designed and developed a Graphic User Interface (GUI) with Tkinter to provide a better user experience

• Estimated the distribution of hidden liquidity by powerlaw.Fit function and forecasted the potential volume

• Combined different allocation algorithms under various scenarios and performed statistical analysis to balance the greediness and randomness; tested the performance with real data to achieve optimal accuracy rate of 81%

• Wrote and updated technical documentation when changes are made to ensure accuracy ConductorVR Xiamen, China

Programmer Intern, Development Department (Programing Language: C++) Sep. 2015 - Jan. 2016

• Worked with two senior developers to design and create a VR movie using C++ with software Unreal Engine 4

• Constructed and modified a 3D world in UE4 and imported 3D models into it

• Realized the special effects (particle movements) in the movie, such as light beam and fire

• Coded the interactions users can have with the NPCs, tested the performance and modified the code to get a higher resolution SKILLS

Technical Skill: C++, C#, Java, R, Python, SQL, SAS, HTML, VBA, Bloomberg, Microsoft Office, Tableau Certificate: SAS Base Programmer, CFA Level 1 Passed

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