Manager Microsoft Office

Simeng Chen

EDUCATION

Rensselaer Polytechnic Institute, Lally School of Management and Technology, Troy, NY 2012.12

Master of Science, Financial Engineering and Risk Analytics, 2012

Courses: Risk management, Option, future and derivatives, financial simulation, accounting, numerical computing

Hedging strategy about longevity and life insurance

Nonlinear optimization about life book and annuity book to maximize shareholder value

Pricing and optimization

Compared different pricing methods about different types of options (European, American, barrier, exchange etc.), assessed Black-Scholes models with Monte-Carlo method, applied variation reduction and tighten confidence level, stress testing

Renmin University of China, Beijing, China 2008.6

Bachelor of Science, Applied Mathematics, 2008, GPA 3.2

PROFESSIONAL EXPERIENCE

Minsheng Securities, Beijing,China 2015.7-present

Quantitative Analyst

Work at risk management department, focus on risk control about securities lending and borrowing and options

Peking University, Beijing, China 2014.7-2015.5 Researcher

Using quantitative models and qualitative models to analysis the government management procedure, improving enterprise performances with management models, working on research projects and pursuing new aspects of the problems, being innovation and create new method and model to do research, writing research memo, working on papers submitting to journals and seminars

ACAE Bioscience Inc,San Diego, California 2013.4-2014.1

Collected raw data from lab and analyzed with models; identified invalid data and replaced with solid feedback data; judged performances through classifier; identified the effects of different products and preferences of customers

Rensselear Polytechnic Institute, Mathematics Department, Troy, New York 2011.9-2012.5

Teaching Assistant

Instructed over 150 students on calculus and discrete structure

Prepared lectures for recitation, developing various study tools and course summary

Julong Information technology Co., LTD, Beijing, China 2009.12-2011.5

Financial Analyst

Prepared company’s financial statements; analyzed companies on watch list about financial behavior according to their financial statements and key financial ratios, conducted conference calls and collected data to provide useful information on investment decisions for upper management; build and prove models for assets in the investment portfolio; new project and offered feasible financial consultation on following execution.

Perform different model testing

Projection performance improved 10% by optimistic resource allocation

GEMÜ Gebr. Müller Apparatebau GmbH & Co. KG, Beijing, China 2008.6-2009.11

Manager Associate

Prepared project quotations and presentations to help manager sign the biggest contract in Asia market worth 100 million dollars.

Gained 10% client growth of microelectronic industry by detailed demonstration and feasible consultation and suggestion

TECHNICAL SKILLS

• Quantitative modeling

• Econometric modeling: regression analysis with cross-sectional and time series data;

• Matlab, Microsoft office, C,R

LEADERSHIP AND ACTIVATIES

• Vice President, Korea-China Culture Community 2008

• Member, the Council of Improvement Organization 2007

• Organization Commissary, Youth League Committee 2007

LANGUAGE SKILLS

• English: Fluent • Korean: Intermediate

• Japanese: Basic

Contact this candidate