Jiun-Ying (Alex) Chen
**-** ******** **., ***.***, Long Island City, New York, 11101
917-***-**** • ac8evm@r.postjobfree.com
LinkedIn: https://www.linkedin.com/in/jiun-ying-alex-chen-066b98b2/ EDUCATION
Columbia University
Master of Arts in Statistics, GPA: 3.60 / 4.00
Sept. 2017 – Feb. 2019 (Expected)
New York, NY, USA
Relevant coursework: Statistical Machine Learning / Applied Machine Learning for Financial Modeling / Hedge Fund Strategy & Risk / Multi-Asset Portfolio Management / Statistical Methods in Finance / Advanced Data Analysis National Chengchi University
Bachelor of Science in Finance, GPA: 3.76 / 4.00
Sept. 2012 – June 2016
Taipei, Taiwan
Relevant coursework: Corporate Finance / Investments / Risk Management / R Computing for Business Data Analytics PROJECT EXPERIENCE
All About Data - Personal R-Shiny App (App link: https://jc4878columbiau.shinyapps.io/alexc/)
• Acquired stock price data by quantmod package in R to visualize and analyze trading strategies, assets allocation, portfolio VaR and CVaR and time series model.
• Simulated option prices using Monte-Carlo method and CDO spreads using copula based approaches.
• Applied logistic-regression, SVM, decision tree and random forest classifier to forecast company credit default with accuracy above 95% and visualized partial dataset using t-SNE in 3D space.
• Deployed keras and tensorflow to apply deep learning models to MNIST dataset and image analysis.
• Implemented rvest package in R to web-scrape IMDb and marketwatch.com to create movie ranking and instant news wordcloud, respectively.
• Utilized rtweet package and Twitter API to gather 1,000 recent tweets, create wordcloud and data-map. July 2018 – To Date
New York, NY, USA
NLP prototype on HappyDB
• Performed multi-gram and bag-of-word from 10,000 interviewees’ comments and deployed multi-logistic and SVM model to predict marital status by R with accuracy 65%.
• Implemented hierarchical clustering on partial dataset and created wordcloud for each cluster. June 2018
New York, NY, USA
Volatility Arbitrage using S&P 500 index ETF (SPY)
• Constructed long / short portfolio of S&P 500 index ETF and its ATM call option with annualized Sharpe ratio of 0.68 in year 2017.
• Generated 93 volatility spread trading signals in year 2017 with 300 in-sample data, dynamically hedged daily portfolio delta and visualized P&L using R.
Feb. 2018 – Apr. 2018
New York, NY, USA
WORK EXPERIENCE
Citibank Taiwan, Sung Chiang Branch Global Consumer Banking Summer Intern July 2015 – Aug. 2015
• Proposed solution for CRM system improvement based on branch operation, credit card and mortgage division to boost branch referrals and increase AUM.
• Analyzed global market information using Bloomberg terminal. Taipei, Taiwan
Cassen Enterprises Co., Ltd. Business Development Intern Mar. 2015 – June 2015
• Performed ratio analysis and cash flow analysis of business partner and competitors.
• Researched into news, supply chain and business trends of semi-conductor industries in Taiwan. Taipei, Taiwan
EXTRACURRICULAR ACTIVITIES
2018 Bloomberg Trading Challenge
• Ranked at top 12% among 450 teams across 205 universities with portfolio return 5.6%.
• Utilized Bloomberg terminal functions for equity research. Feb. 2018 – Apr. 2018
New York, NY, USA
SKILLS AND LANGUAGES
Technologies: R (3 years), Python (scikit-learn, Seaborn, Plotly), Excel, Bloomberg Terminal, SQL, SPSS Language: Mandarin (native), English (fluent)
CERTIFICATES
• FRM level I, Global Association of Risk Professionals
• Bloomberg Market Concept, Bloomberg
• Securities Investment Trust and Consulting Professionals, Securities and Futures Institute, Taiwan
• Senior Securities Specialist, Securities and Futures Institute, Taiwan