Quantitative Trading, Python, MATLAB, R, C++

Jason (Jingchao) Huang +1-574-***-**** **********@*****.***

EDUCATION

2012.08-2013.8 University of Notre Dame Project Management (Master of Science) Notre Dame, IN

Computational Finance GPA: 3.4/4

Thesis project in asset pricing modeling with professors of Finance Department and Math Department

Peking University(PKU) Economics (Bachelor ) Beijing, China

2010.9-2012.6

One of the most prestigious university in China GPA: 3.7/4

Concentrated in Financial economics

CFA level 2 candidate

Beihang University(BUAA) Aerospace Engineering (Bachelor) Beijing, China

2008.9-2012.6

One of the most prestigious aerospace engineering university in China GPA: 3.7/4

Second Price in National Academic Competition of Transportation Science (Micro Air Vehicle Design )

Second price in the most important academic competition in school (Computational Fluid Mechanics in C++)

Programming Skills: PYTHON, R, MATLAB, C++, Excel, linux GRE Score: 580(V) + 780(Q)

INTERNSHIPS & PROJECTS

Machine Learning Algorithm Application in Arbitrage Trading

2013.12-Current

A self-motivated project developed in PYTHON, aiming to use Neural Network to exploit arbitrage

principles in the US stock market;

Completed an algorithm to operate event study in the US stock market finding useful features and factors;

Collected database for initiating the machine training process;

Adopted and reformed the Neural Network Algorithm in finding the trading strategy, combining both modified

Fama-French Betas model with multiple technical analysis indicators. (Result unknown, theoretically it should

work).

2013.02-2013.12 TruMax Inc. and Miles TS LLC Product Developer and Financial Analyst South Bend, IN

Involved in the design of the company’s first and major portfolio management software;

Designed and implemented the data transformation algorithm for portfolio optimizer in MATLAB for TruMax;

Cooperated with developers and designers in Romania and German and constructed a new operation process for

Miles TS, enhanced the company’s inner operation efficiency by 20%;

Completed the Round A financing preparation work for TruMax and Miles TS, including company evaluations

and equity exchange proposals.

Early Resolution of Uncertainty and Intermediate Consumption in Portfolio Management

2012.08-2013.12

Participated in Mathematical Finance Research Group led by a world-leading PDE professor and a professor who

is an expert in Asset Pricing, aiming to solve a cutting-edge portfolio problem;

Devoted in computing the numerical solution for a non-linear PDE in MATLAB, which could guide investors to

act responding to outside information;

Gained comprehensive knowledge in the application of Asset Pricing, including risk hedging and exchange rate.

2011.07-2011.10 Beijing Changcheng Strategy Consulting Intern Analyst Beijing, China

Completed an 18-page reporting about the establishment of industrial energy saving system for Beijing

municipality government and was adopted by supervisor;

Investigated 80 industry entrepreneurs and wrote 13 investigation reports about the industry development;

Got return offer after my graduation because of the previous work.

LEADERSHIP & SPECIALITIES

AERO Formula Racing Team(FSAE) Team leader and Racer

2010.09-2012.07

In charging of 40 people team to design, manufacture a formula car and competed in the worldwide;

Persuaded BAIC GROUP to sponsor team $180,000 for 2012 season and established the first student

formula racing lab (Lab AERO);

Second price of Northern China Go-Karting Championship.

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