XIPU HAN

412-***-**** EDUCATION ac8e36@r.postjobfree.com

CARNEGIE MELLON UNIVERSITY, TEPPER SCHOOL OF BUSINESS Pittsburgh, PA Master of Science in Computational Finance – MSCF GRE Quant: 170/170 QPA 3.69/4.33 12/18

• An interdisciplinary program including finance, mathematics, statistics, programming and communications UNIVERSITY OF ILLINOIS AT URBANA-CHAMPAIGN Champaign, IL Bachelor of Science in Mathematics GPA: 3.91/4.0 12/16 Bachelor of Science in Finance

• Dual bachelors’ degree in finance and mathematics: graduated with High Distinction, Dean’s list (4/2014, 10/2015)

• Leadership: Academic Chair and Social Chair RESEARCH/of VOICES Club PROJECTS MACHINE LEARNING IN STOCK SELECTION 3/18 – 5/18

• Built different models such as gradient boosted trees and random forest in h2o; conducted stock selection based on the output of the models and compared the performance of portfolios constructed

• Carefully tuned the models to achieve AUC of 0.6087 for gradient boosted tree and 0.6105 for random forest

• Validated the assumptions and model development procedure and proposed improvement methods based on the model outputs and portfolio composition

COMPLEX DYNAMICS AND ZEROS 8/16 – 12/16

• Applied Newton’s Method to complex functions using MATLAB; designed algorithm to track the behavior of points on complex plan after iterations and visualized Fatou sets and Julia sets of given complex functions along with rate of convergence of the points on complex plane

COURSEWORK/SKILLS

• Finance: Investments and Portfolio Management, Arbitrage Pricing Theory, Fixed Income, Risk Management, Derivative Pricing, Simulation Methods, Studies in Financial Engineering, Advance Derivative models, Corporate Finance

• Mathematics: Stochastic Calculus, Linear Algebra, Partial Differential Equation, Numerical Methods

• Statistics: Machine Learning, Probability Theory, Economic Statistics, Financial Time Series Analysis, Statistical Arbitrage

• Programming: Python, C++, R, MATLAB, Excel EXPERIENCE CAPITAL ONE McLean, VA

Quantitative Risk Management Summer Intern 7/18 – 8/2018

• Programming and Data Analytics: Automated the monthly Liquidity Coverage Ratio (LCR) calculator and Major Swap Participant (MSP) monitoring process; enhanced the monitoring process by generating a systematic monthly and cross-month analysis report in 40 seconds with one click

• Model Improvement: Renovated the computing process by matching CPCRM ID instead of counterparty names; reduced the risk of mismatching; built a monthly diagnostic program to analyze results from consecutive month

• Market and Liquidity Risk Management: Validated MSP monitoring process, Investment Portfolio Allocation tracker and LCR calculator by verifying the inputs and logic; got exposure to high quality liquid asset (HQLA) and how to calculate the top-of-the house HQLA by aggregating data from different legal entities under Capital One ORIENT SECURITIES (China-Based Investment Bank) Shanghai, China Investment Advisory Intern 3/17 – 5/17

• Stock Selection and Mean-Variance Analysis: Analyzing the market trend and financial reports of companies from the stock pool with over 180 stocks from high-tech industry, military industry and rare earth industry; conducted mean-variance analysis to form desired portfolio and kept track of the performance

• Communication Skills: Wrote daily report focused on major news of target industries which aided team in decision making LEADING CAPITAL (Private Equity) Shanghai, China

Investment Intern 5/16 – 8/16

• Equity Research: Conducted equity research on high-tech industry and companies by financial analysis, equity transaction and business operation analysis; generated investment suggestion report

• Financial Analysis: Analyzed financial reports, market share and enterprise information disclosure system of the target company; predicted the future performance and proposed suggestion for investment decision

• Investment Decision and Report Writing: Wrote daily report focused on major news of target industries which aided team in decision making; presented the research report to teammates and addressed questions from team members ADDITIONAL INFORMATION

• Interests: Guitar, Guzheng (Chinese traditional musical instrument), fashion, modern fine art and design

• Languages: Mandarin (Native)

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