Huimin Geng

*** **** ***** ******, *** York, NY, 10025

+ 1 (929) 319 - 8316 ac9xjx@r.postjobfree.com www.linkedin.com/in/HMGeng Summary: New graduate with a master degree from Columbia University Majored in Finance/Applied Mathematics (strong skills in Python, CFA level I) EDUCATION

Columbia University, New York Sept. 2018 - May 2019 Master’s Degree, Major in Mathematics of Finance, GPA: 3.87/4 Relevant Coursework: Mathematics of Finance Time-Series Modeling (R) Stochastic Processes and Applications Non Parametric Stats (R) Numerical Methods in Finance (VBA) Fixed Income Portfolio Management Non-linear Option Pricing (Python) Stochastic Methods in Finance / Quant programming (Python) Peking University, Beijing, China Sept. 2014 – Jul. 2018 Bachelor’s Degree, Major in Finance and Applied Mathematics (+2 courses in accounting), GPA: 3.70/4 One of the most prestigious Universities in China

Coursework: Derivatives Pricing / Risk Management / Foreign Exchange Rate Modeling / Interest Rate Theory / Optimization

(MATLAB) / Dynamic Optimization / Statistics / Probability / ODE / Analysis / Real and Functional Analysis / Linear Algebra / Abstract Algebra / SAS / Python / Accounting

PROFESSIONAL EXPERIENCE

Peking University, Beijing, China: Time Series Research Assistant and Teaching Assistant Mar. 2018 – Jul. 2018 Analyzed FX data using time series models

Cleaned FX data of the 1900s collected from The Times.

Built a Threshold Error Correction Model in R to identify arbitrage opportunities and validate market efficiency. Ping An Capital, Beijing, China: Private Equity Investment Department, Fundamental Analysis Intern Jul. 2017 – Nov. 2017 Carried out fundamental analysis on investment opportunities at a subsidiary of Ping An Insurance, one of the biggest insurance companies in the world

Performed fundamental analysis on the macroeconomy, industries and, companies to identify investment returns and risks.

Participated in building valuation models using balance-sheet-based information, comparable companies’ data to quantify returns and risks.

Presented investment proposals to colleagues in both oral and written forms. Min Sheng Securities, Beijing, China: Investment Banking Department, Intern Jan. 2017 – Mar. 2017 Got involved in the IPO due diligence process

Reviewed the income statement of a client. Identified and reported to the manager dubious income recognition.

Implemented a web crawler in Python to fetch logos of clients for marketing presentations. Accelerated the logo-collection process.

PROJECTS

Non-linear option pricing (Columbia University)

Explored several pricing methods based on Monte Carlo simulations (using Python)

Implemented Longstaff-Schwartz and TVR algorithms to estimate the upper bound of an American option price.

Built an Uncertain Mortality model and implemented BSDE schemes to price American options.

Implemented particle method to calibrate Uncertain Volatility model. Statistical arbitrage project (Columbia University) Used cointegration theory to build an investment strategy (using Python)

Identified co-moving pairs using cointegration method and distance method from S&P 500 components.

Built an Error Correction Model on the difference between prices of the closest pair, specified and implemented a mean- reverting based trading signal in Python.

SKILLS

Computer science: Python, R, Matlab, VBA, C C++, SAS, SQL, Excel, Bloomberg Languages: Chinese (native), English (fluent)

Certificate: Programming and Algorithms in C++, IBM Data Science Professional Certificate (SQL & Python), Using Python to Access Web Data (coursera)

Points of interest: Jogging, Cycling