Analyst

SHENGYANG XU

**** * *** **, ********, NY *****;

347-***-****; ******@********.***

EDUCATION

Columbia University, New York, NY Sep. 2013 ~ Dec. 2014

Master of Science in Operations Research GPA 3.93/4.00

Relevant Courses: Financial Engineering; Quantitative Risk Management; Corporate Economics;

Simulation; Machine Learning; Application Programming.

Shandong University, Jinan, China Sep. 2008 ~ Jun. 2012

B.S. in Financial Mathematics & Financial Engineering GPA 86.3/100

WORK EXPERIENCE

JK Investment Consulting, New York, NY Sep. 2014 ~ Nov. 2014

Part-time Financial Analyst, Asset Allocation Research

Large Data Manipulation: Retrieved and processed historical time series data from multiple data sources.

Term Structure: Constructed bond indices model disaggregating capital appreciation, income and total return .

VBA Implementation: Implemented the model that enabled calculation of rolling returns in Excel VBA.

Nanyang Commercial Bank (China) LTD. Shenzhen, China May 2012 ~ May 2013

Assistant Relationship Manager, Corporate Banking

Comprehensive Credit Analysis: Generated credit reports presenting the clients’ credit condition, including

qualitative analysis as well as quantitative analysis on their P&L, repayment abilities and stress test.

Corporate Finance: Analyzed clients’ updated financial statements periodically in order to disc lose potential risk.

Asset Management: Recommended investment plans for clients and estimated prospective profits .

Relationship Management: Managed over 50 active clients, including over 10 clients with credit business.

Research Institute of Shenzhen Stock Exchange, Shenzhen, China Jun. 2011 ~ Jul. 2011

Internship, Market Research Group

Project 1: study on Investors’ Group Behavior

Behavioral Economics: Deduced quantitative models based on Behavioral Asset Pricing Model.

Differential Equations Analysis & Numerical Analysis : Analyzed the stability of the system under different

conditions and solved the Partial Differential Equations through Advanced Euler Method.

Project 2: research on interaction between CSI 300 Index Spot and CSI 300 Index Futures Markets

Time Series Analysis: Analyzed the Co-Integration and Causality relationship between the Spot and its Futures.

Econometrics: Built Vector Auto-Regression model to explore the relationship between the index and its future.

R

RELEVANT PROJECT

Portfolio Constructor via Mean – Variance Model, New York, NY Oct. 2014 ~ Nov. 2014

Deterministic Model: Referred to Simplex to find feasible start point and simplified the quadratic Mean-

Variance problems.

Numerical Analysis: Determined the changes’ direction via sorted gradients and controlled changes’ ranges

according to objective function’s derivatives.

Robust Arbitrage Detector, New York, NY Sep. 2014 ~ Oct. 2014

Synchronization and Interfaces Work: Utilized Command Line Prompt as the media to coordinate Python,

VBA, C++, and Gurobi to compute robust arbitrages’ positions .

Simulation: Operated Monte -Carlo with the scenarios’ data, assumption of assets’ distribution, and dependent

structure to generate Values at Risk and assessed the detector according to the results.

SKILLS

Programming Language: PASCAL, SQL, C/C++, Java, MATLAB, R, SAS, Python and Excel VBA.

Scripting: Unix Shell, Windows Command Prompt.

Software: Bloomberg Terminal, Microsoft Office (Word, Excel, PowerPoint, Access), EVIEWS.

Language: English (Fluent), Mandarin Chinese (Fluent).

Certification: CFA Level I candidate.

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