YINONG TANG

917-***-**** ■ ac8kec@r.postjobfree.com

EDUCATION

NEW YORK UNIVERSITY New York, NY

The Courant Institute of Mathematical Sciences

MS in Mathematics in Finance (expected – January 2020)

• Coursework: One-factor interest ate models, Black-Scholes formula and applications, credit risk and credit derivatives, dynamic asset pricing models, forecasting techniques and pitfalls

• Future Coursework: One-factor short-rate models (Vasicek, CIR, Hull-White), two-factor Hull- White, forward rate models, LIBOR market model, numerical linear algebra, Monte Carlo UNIVERSITY COLLEGE LONDON London, UK

BSc in Mathematics (2015 - 2018)

EXPERIENCE

MORGAN STANLEY CAPITAL INTERNATIONAL Beijing, China Risk Management Analytics Intern (Aug 2017 – Oct 2017)

• Computed value of convertible bond in Mathlab and priced bonds with Monte Carlo simulation

• Generated data sample that follows T distribution in Matlab and designed corresponding code

• Calculated Monte Carlo Simulation based VaR for a portfolio using Matlab

• Analyzed PDE/SDE problems related to Black-Scholes and stochastic process HENTAICHANGCAI SECURITIES CO. LTD Beijing, China

Financial Market Intern (Jul 2016 – Aug 2016)

• Assisted manager with daily, weekly, quarterly and annual reports

• Analyzed and audited financial statements by collating and sorting out financial data

• Followed-up supervision of Fixed-income products which Hentaichangcai serves as the Bond Trustee and compiled trustee report

PROJECTS

UNIVERSITY COLLEGE LONDON London, UK

Algebra/Number Theory/Combinatroics

• Described and implemented Quadratic Sieve algorithm and solved some computational problems in finding generators and discrete logarithms in cyclic group Z*p

• Synthesized best algorithms for factoring product of two primes by comparing Quadratic Sieve algorithm with the Continued Fraction and Number Field Sieve Molecular BioSystems Research

• Predicted ACTH-Secreting Pituitary Adenoma potential miRNA-disease associations in Matlab

• Performed Drug–target interaction prediction by random walk on the heterogeneous network to predicting prioritization of candidate targets for given drug in Matlab

• Conducted KATZ measure for lncRNA association prediction through algorithm-based analytics NEW YORK UNIVERSITY New York, NY

Computing in Finance(Java)

• Designed Monte Carlo based simulation code to price European/Asian options with Mockito for unit testing and used importance sampling to perform variance reduction during simulations

• Implemented and improved K-means algorithm to demonstrate multi-dimensional point/fixed size clustering with followed up unit testing.

Risk & Portfolio Management

• Computed excess returns for different funds by using money market fund as the risk free rate and construct the Black-Litterman asset allocation model COMPUTER SKILLS/OTHER

Programming Languages: Java, python

Other Software: Microsoft office, MATLAB, Wolfram alpha Languages: Chinese (native), English (fluent)

Contact this candidate