LIN WANG
*** ********** ****., ***. **** • Jersey City, NJ 07310
*******@*****.*** • 734-***-****
EDUCATION UNIVERSITY OF MICHIGAN Ann Arbor, MI
Rackham Graduate School
Master of Financial Engineering, December 2014
• GPA: 4.0/4.0
• Coursework: Computational Finance, VBA for Excel, Statistical Analysis of Financial
Data, Stochastic Analysis for Finance
RENMIN UNIVERSITY OF CHINA Beijing, China
School of Finance
Bachelor of Science in Finance & Mathematics, June 2013
• Undergraduate Pilot Class in Finance Mathematics (Top 30/400)
• Finalist in Mathematical Contest in Modelling and Peak Time Business Competition
• Awarded Three Merits Student for all round character development
EXPERIENCE FINANCIAL ENGINEERING COURSE PROJECTS Ann Arbor, MI
2013 2014 Analyst
• Implemented finite difference methods in MATLAB to solve Black Scholes PDE to price
European, American and Asian options. Applied Monte Carlo Simulation in MATLAB
to Local Volatility and Stochastic Volatility models.
• Parameterized and calibrated implied volatility surface for options on Google stock.
Applied time series analysis to predict variation of parameters in MATLAB.
• Determined VaR and expected shortfall using kernel estimation for given data sets in R.
Summer 2014 GENERAL ELECTRIC COMPANY Shanghai, China
Financial Management Program Intern
• Led cross functional CML Inventory Management Project and used Excel to collect and
analyze massive data.
• Applied inventory accounting principles to categorize 1971 parts for regulation
compliance, and reconciled 231 items to ensure consistency.
• Collaborated with stakeholders from different functions and constructed VBA modules
to automate monthly data update process. Improved work efficiency by 30%.
2012 2013 RENMIN UNIVERSITY OF CHINA Beijing, China
Part time Research Assistant
• Researched ʺBank Lending and Property Prices in Chinaʺ under co integration
framework and using Granger causality test. Discovered direction of influence goes
from bank lending to property prices. Published in journal ʺFinancial and Fiscal Study.ʺ
• Researched ʺMarket Microstructure and Ambiguity.ʺ Used KMM model to analyze
market microstructure to get better real world implications on stock exchange policies
and investor behaviors. Received A+ as dissertation.
Part time 2012 BANK OF CHINA BEIJING BRANCH Beijing, China
Intern in Department of Domestic Settlement & Cash Management
• Gathered and analyzed data for Payment Cipher sales (more than 20,000 entries),
determined top performing branches in terms of sales and growth using Excel VBA.
• Assigned projects (eg. reporting monthly sales) to more than 20 branches and efficiently
communicated with colleagues to make sure information was collected on time.
Part time 2012 HSBC BANK (CHINA) COMPANY LIMITED Beijing, China
Intern in Department of Group Communications
• Improved department workflow efficiency by approximately 20% in conducting media
monitoring for company using Excel and Datastream.
• Assisted in arranging PR meetings with journalists, communicated effectively with
relevant parties, received recognition from management in HSBC China Headquarters.
• Skills: Proficient in Excel VBA, R, Matlab, C, Bloomberg
ADDITIONAL
• Certificates: CFA Level III candidate, FRM Part II candidate
• Language: Chinese (Native), English (Fluent)
March 2015