Management Financial Analyst
Resume:
Yuan Jiang
Contact
Information *********@*****.***
http://www.linkedin.com/in/yjiang31
Devoting to quantitative finance through financial instrument modeling and market
Vocational
practicality, with involving technical protocols.
objectives
2011/08 2013/12
M.S. in Applied Mathematics
Education
Illinois Institute of Technology, Chicago, IL
• Academic Advisor: Prof. Igor Cialenco;
Thesis Topic: High frequency trading in limit order book;
Selective Coursework: Stochastic Analysis, Financial Mathematics, Monte Carlo
Simulation in Financial Engineering, Fixed-income Modeling, Economic Engi-
neering.
Technical Skills Proficient programming skills in SAS, C and MatLab;
Proficient operation skills in Microsoft Office and L TEX;
A
Bilingual skills in English and Mandarin; Japanese with limited proficiency.
Society of Actuary SOA/CAS Exams passed in P/1, FM/2 and MFE/3.
Professional
Certifications
2011/09 2012/01
GRE Scholarship, Illinois Institute of Technology
Honors and
2009/09 2010/07
2nd price in Academic Scholarship, Fudan University
Awards
2013/10 now
Business and Financial Analyst
Experience
ATGene Science International, Chicago, IL
• Assistance in generating financial reports and part-time tour guide for interna-
tional partners; Collecting industry data and doing research reports; Assistance
in networking with clients and using marketing strategies to promote sales; Doing
interpretation jobs in reception and negotiation.
2012/05 2012/07
Risk Management Intern
Risk Management Department, Bank of China (Shanghai Branch), Shanghai, China
• Calculating via existing models the boundary conditions of a company (its credi-
bility); Processing the relevant data concerning corporate banking; Preparing the
format of the presentation (PPT) for the RM Department.
2010/02 2011/07
Teaching Assistant
Fudan University, Shanghai, China
• Instructing tutorial sessions; Grading homework and exams; Assisting in home-
work solution manuals.
2010/05 2010/10
Volunteer
World Exposition 2010, Shanghai, China
• City tour-guide jobs; Miscellaneous.
Resume, Yuan Jiang, 1
2012/11 2013/10
High frequency trading in a foreign exchange limit order book
Professional
projects
• Studying the general properties of HFT in LOB, and specifically in a well-known
model in FX market; Doing tests and refinements of the existing model, through
calibration towards market tick-data (MATLAB packages and R language).
2012/03 2013/04
Stochastic PDE and portfolio choice(group work)
• Applying Ito-Ventzell formula in SPDE and theories in optimal control, to get
the basic solution (locally) fitting to the optimization problem in portfolio choice
in math finance; Discussing the pros and cons of the existing models therein.
2011/10 2011/12
Monte Carlo simulation in traffic flows(group work)
• Using MATLAB to implement MC to Nagel-Schrekenberg traffic flow model;
Studying cluster approximation via mean-field theory; Studying in the extreme
cases some physical properties of real traffic flows, e.g. Jam-size distribution,
head-way distribution and correlation lengths.
2009/10 2009/11
Geometric Conceptions in Aesthetics
• Discussing the symmetry of shapes in aesthetics; Studying beyond the scope:
symmetry and non-symmetry in time and spaces, flux in aesthetics and life.
Resume, Yuan Jiang, 2
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