Yixian(Alan) Luo

ac8j2l@r.postjobfree.com 716-***-**** 418 Robin Rd, Buffalo, NY 14228

EDUCATION

UNIVERSITY AT BUFFALO - SUNY (Buffalo, NY) Class of May 2017 Ph.D. of Science in Mathematics Cumulative GPA: 3.89/4.0 Full Tuition Scholarship & Graduate Teaching Assistant Scholarship: Fall 2012 - Spring 2017 NSF Summer Research Funding: 2014 - 2016

Thesis: “Relative Sofic Entropy” is published on ProQuest UNIVERSITY OF SCIENCE AND TECHNOLOGY OF CHINA (Hefei, China) Class of July 2012 Bachelor of Science in Mathematics Cumulative GPA: 3.42/4.3 Dean’s List for Academic Excellence: Fall 2008 - Spring 2012 COMPUTER SKILLS

Programming: Perl (Eclipse), Python (PyCharm), Excel (Add-ins) & VBA, SQL (Sybase Central) Technique: Unix (Tectia), Bloomberg Terminal, Git, LaTeX, Mathematica, Notepad++, JIRA, Confluence, XDR, JSON Tools: Outlook, Word, PowerPoint, Lync, Snipping Tool, Notepad; Citi internal: QISBatch, Magnet, VASP, Click, Simpliciti Other Languages (Basic Programing): C, C++, R, Pascal, Bash PROJECT SELECTION

Option Based Indices Onboard (In Perl)

• Modify scripts to import SB, SX, CX option prices from XDR files provided by MQA Team into Mimic database

• Implement model changes to onboard NG, CL, CO, SB, SX, CX option based commodity index strategies

• Modify Per Security scripts for fetching SB, SX, CX option prices from BBG for daily index calculation BBG New Material Gas Oil (QS) Onboard (In Perl)

• Create QS based underlying indices for affected baskets in Mimic database by scripts

• Modify scripts to add QS to various existing commodity indices and benchmark reports Muni Bond Input Collection (In Python & Perl)

• Extract Muni bond cusips, prices and yields of 109 indices from large dataset in daily zipped .PX files in Unix system

• Write scripts to import the fetched data into Mimic database for Muni bond basket index calculation Citi MRI Indices New Strategy Implementation (In Perl & VBA)

• Implement model changes for FX indicator MRI indices based on an average of last 260 days of percentile of TED spreads Disk Usage Monitor & Auto Clean (In Perl)

• Create scripts for monitoring system disc usage by generating daily reports

• Automatically clean unused folders and files which exist in systems for more than 30 days Multi-Dimensional FX Selection (In Python)

• Modify scripts for generating Mid-month Multi-Dimensional FX selection weights requested by FX traders WORK EXPERIENCE

BENCHMARK ADMINISTRATION TEAM (BAT), CITIGROUP (Buffalo, NY) Index Analyst November 2017 – Present

• Write models for index strategies, primarily Commodities and FX, using Perl and Python - back testing, reconciliation and index launch from internal calculation system. Develop new index models alongside structuring, quant analysts and IT

• Daily production for benchmark index model calculations, reconciliations and post calculation reporting, cross asset

• Data management on calculation systems including processes to manage exchange calendar data, prices and securities from various data vendors, and to implement improvement

• Contribute to the development of the new calculation system, market data platform, and BAT analytics library

• Documentation and administration of data and calculation processes and applications

• Potentially manage more junior members of the team UNITED UNIVERSITY PROFESSIONS, UNIVERSITY AT BUFFALO - SUNY (Buffalo, NY) Instructor August 2016 - July 2017

• Taught two lectures per week for various calculus courses

• Held meetings with teaching assistants and graders to arrange their recitation classes and grading requirements

• Analyzed exam results and prepared reports using excel for department review processes MATH DEPARTMENT, UNIVERSITY AT BUFFALO - SUNY (Buffalo, NY) Graduate Teaching Assistant August 2012 - July 2016

• Taught four recitation classes per week for various calculus and linear algebra courses

• Held four office hours per week in the Math Help Center or office to help students achieve their full potential GRADUATE SUMMER PROGRAM, NATIONAL SCIENCE FOUNDATION (Buffalo, NY) May 2014 - August 2016 Researcher

• Read research papers in dynamical systems field, and solved theoretical problems under the guidance of my advisor

• Led weekly group meeting and reported research results to management on a weekly basis via Skype ACCOMPLISHMENT & EXAMS

Certification of Python Programming in DataCamp & Degreed: Received December 2018 CORE SQL IKM Assessment: Strong (Top 25%) June 2017 SOA Exam FM/Financial Mathematics: Passed December 2016 SOA Exam P/Probability Theory: Passed (Full Grade) July 2016 Green Card Holder (Permanent Resident) of the U.S.

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