TIANXU LI
Tel: 646-***-**** Email: ************@*****.***
Education Background
Stony Brook University 2012 – 2014
Department: Applied mathematics and statistics
Major: Quantitative Finance Degree(received in May, 2014): Master of Science
Cumulative GPA : 3.65/4.00
Nanjing University 2008-2012
College: School of Chemistry and Chemical Engineering Department: Department of Chemistry
Major: Chemistry Degree (received in July, 2012): Bachelor of Science
Minor College: Department of Finance 2008-2012
Minor: Finance Double Degree (received in July, 2012): Double Degree of Economics
Cumulative Score: 82.9/100
Research and Paper
Understanding the Growth Rates of Polymer Co-crystallization in the Binary Mixtures of Different Chain Lengths 12/2011-06/2012
Supervisor: Hu Wenbing (Nanjing University)
Applied the Metropolis Importance Sampling into the Monte Carlo Simulation.
Made use of Monte Carlo cycle to simulate the crystallizing process of polymer chain at different lengths;
The study of Quasi-Monte Carlo method in option pricing 11/2011
Supervisor: Mao Ning & Geng Xiulin (Nanjing University)
Designed and completed the research of comparing Quasi-Monte Carlo method and Pseudo-Monte Carlo method.
Utilized three sequences in Quasi-Monte Carlo Simulation to figure out multiple-dimensional Asian call option
Binomial Trees model and Black-Scholes model applying in Option Pricing 2/2013-05/2013
Supervisor: Rachev (Stony Brook University)
Use Binomial Trees model and Black-Scholes model applying in Option Pricing, and compare the advantages and disadvantages of both models.
A Theory of Systemic Risk and Design of Prudential Bank Regulation 10/2013-12/2013
Supervisor: Jiaqiao Hu (Stony Brook University)
A comprehensive understanding about the systemic risk shifting and the optimal strategies for banks under different situations.
Stock Analysis of Ford Motor Company 04/2014
Supervisor: Noah Smith
Based on the annual financial reports of the Ford Motor Company, taking the industry and macro economic situation into consideration, predict its stock price in 2014.
Interns
Corporation: Ever Bright Bank of China 9/201*-**-****
Position: Financial advisor
A brief understanding about the operating system of a bank. Learned different financial products and gained basic methods introduce them to clients. Basic analysis of the financial report.
Other
Matlab 1 year experience
Mathematica 1 year experience
Office 5 years experience
C Language 2 years experience
Passed CFA level 1 on Dec, 2013
Participated CFA level 2 test this June, waiting for the result.
Familiar with Financial Reporting and Analysis, Corporate Finance, Financial Derivatives, Quantitative Methods, Fixed Income, Portfolio Management, Equity.
Entry level Quick Books
Entry Level SAP