Cong Nie

E-mail: ac9g0w@r.postjobfree.com

Mobile: +61-481******

Address: Room 205, 9 Victoria Street, Roseville, NSW 2069

Personal Information

•Permanent Resident Status in: Australia

•Languages: English, Chinese

Skill Summary

•Operating System: Windows, Linux

•Software Knowledge: Bloomberg Terminal(Actively Using), Bloomberg API(Python and Excel)

•Programming Languages:

Proficient: Python, VBA

Basic: C++, Assembly language, VHDL, Verilog

•Machine Learning:

SVM, Gradient Boost, Random Forest, Linear Regression, Shrinkage Methods, Clustering, PCA, PLS regression, Kalman Filter

Deep Learning:

CNN, RNN and popular Neural Network Structures like ResNet, AlexNet, GAN etc.

No industrial experience in deep learning implementation. However, I am confident in my ability to understand and implement machine learning methods when needed.

Education

•The Australian National University Feb. 2013 – Dec. 2014

Master of Telecommunications Engineering

Average Mark:80/100 (HD)

Working Experience

•Employer: Susquehanna International Group Pacific

•Position: Assistant Trader (2016 Jan - 2017 Jan)

Quantitative Role (2017 Feb - Now)

•Responsibilities:

Assistant Trader (2016 Jan - 2017 Jan):

•PNL calculation and PNL reconciliation for KSE desk and Japan Index desk

•Creating spreadsheets for Delta hedge, Gamma hedge, index basket trading, basis trading etc.

•Option pricing

•Web scraping daily news from some Japanese websites

Quantitative Analyst (2017 Feb to Now):

•VNikkei and VKOSPI pricing

•OSE raw tick data processing and book building (ITCH protocol)

•TSE stock trading strategy (BOJ buy back)

•Back testing trading strategies in Python

1.Nikkei Mini Future Market Taking and Making Trading Strategy

2.Nikkei Big Future Market Taking and Making Trading Strategy

3.OSE Option Calendar Trading Strategy (Forward Vol Trading)

•Latency Analysis

1.OSE a/b feed analysis

2.KSE Seoul data and Busan data analysis

•Bloomberg API (Writing Python Blpapi Wrapper)

AWARDS & QUALIFICATIONS

•The Second Prize in the National Physics Competition 2011

Zhejiang University

•Being Awarded as an Outstanding Graduate Student by the Chancellor 2014

The Australian National University

Referees

Mr. Ge Li

Quantitative Analyst,

Susquehanna International Group

Phone: +61-401******

E-mail: ac9g0w@r.postjobfree.com

Amanda Chong

Senior Financial Analyst,

Susquehanna International Group,

Phone: +61-412******

Contact this candidate