Management Professional Experience

Yue (Eric) Teng

*****.****@*****.*** 516-***-****

SUMMARY: M.S. in Quantitative Finance (STEM) with an undergraduate degree in Economics. Quick learner and self-starter. Proficient in robust technical for data analysis and modeling. Strengths in Matlab, C++, Excel.

TECHNICAL SKILLS

Programming: C++, Matlab, VBA Statistical and Programming: Python, R, Eviews, SQL

Financial: Back-testing, Monte Carlo, Stress testing, Greeks Hedge, Greeks, Risk management, VaR, Time Series Analysis

EDUCATION

Frank G. Zarb School of Business, Hofstra University, Hempstead, NY

M.S. in Quantative Finance (STEM), GPA: 3.82 May 2015

Horned with membership in Beta Gamma Sigma organization of Hofstra Chapter

Relevant courses: Financial Engineering, Financial Modeling, Time Series Analysis of Financial Data, Advanced Derivatives Markets, Portfolio Management, Risk Management in Financial Institutions.

Liaoning University, Shenyang, Liaoning, China

Bachelor of International Economy and Trade June 2013

PROFESSIONAL EXPERIENCE

Finance Intern, U.S. Estate Investment Group, New York, US Sep 2015 – February 2016

Research and report Real Estate Market situation

trader intern, Creations-Info investment Group Limited, Beijing, China July 2012- September 2012

Using technical and fundamental tools analyzed multimarket gold future trend

Operated trades through virtual training software provided by the company

Finance Intern, China Construction Bank (CCB), Shenyang, China June 2011- September 2011

Associated with daily operation and temporary promote activities

Communicated with customers and collected feedback about new APP and coordinated with IT department

CERTIFICATIONS

Certificate of C++ from Baruch College 2015

Certificate of Bloomberg Online Training 2014

Qualification Certificate to Future Employee (China, similar to CFA) 2012

Computer Rating Certificate, Level 2 (SQL) 2011

ACADEMIC PROJECTS

Financial Engineering Analyzed the cross-effect between index volume changes and asset price change using Linear Regression, ARMA Model and BS Model. Obtained data from website using python. Handled mass data in R and Matlab.

Financial Modeling Using SDLC path developed customized trading strategy model. Debugging and back testing with Matlab. Utilized FDM, SDE, PDE, MC and lattice method to pricing options in C++. Built Credit Risk model and VAR. Used Excel VBA and Matlab handled raw data. Translated models from VBA to C++.

Portfolio Management Wrote an investment analysis stock report on Ubiquiti Networks Inc. using fundamental analysis and financial report analysis. Conducted Back testing, forecasting stock investment strategies in Excel. Built VBA macros in Excel to solve portfolio allocation optimization problems.

ACTIVITIES

Member of Hofstra University Quants and Finance Club 2014-2015

Vice-Minister in Liaoning University Student Union 2011-2013

Organized conference for 500 students, faculty, officers and scholars on Economic Development Forum.

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