JIESHUN YANG

* *** ** **** ********, Apt****, West New York, NJ, 07093 Cell: 201-***-**** actzd7@r.postjobfree.com

EDUCATION: Stevens Institute of Technology, Hoboken, NJ

Master of Financial Engineering Graduated May 2015

GPA 3.97/4.00

Main Coursework: Stochastic Calculus for Financial Engineering, Pricing and Hedging,

Computational Methods in Finance, Algorithmic Trading Strategies, Emerging Market: Risk and Models

Jilin University, Changchun, China

Bachelor of Science in Electronic and Information Engineering Graduated July 2012

GPA 3.70/4.00

SKILLS: Programming: C, C++, R, MATLAB, Java, SQL, Python, VBA

Software: Xcode, Eclipse, Bloomberg, Interactive Brokers, MySQL, Tableau

Models: ARIMA Model, Random Forest, Linear Regression Model, AML Model, etc.

EXPERIENCE: Ecom Trading, Manhattan, NY Contract System Developer Feb 2016 - Present

Developed a Front-End System including Trading Desk Excel UI with Trading Structure Priced, Clients' and Company’s Financial Report, History Database, and Internet Pricing Quote Request

Understood Company’s Trading Procedure and Utilized Old System Functions to Achieve the Goal

XCG Design Corp, Manhattan, NY Intern Financial Analyst Sep 2015 – Feb 2016

Supported Decision Making, Developed Monthly Statement and Analyzed Weekly and Monthly Results

Assisted Senior Management Team in Developing Quarterly Guidance and Forecast

Aponia Data Company, Manhattan, NY Intern Data Analyst Feb - May 2015

Performed Deep Analytics on 3 years of Historical Medical Data, using SQL and R

Operated Data Generation and Data Cleaning with MySQL queries

Calculated Weight Loss Speed and Cumulated Weight Loss Curve under Different Filter Condition

Accenture Project: Brand Sentiment Monitoring, Manhattan, NY Developer Feb - May 2015

Designed a Financial Services Brand Sentiment Index with Text Mining Technology for BofA and Chase

Performed Statistical Analysis on 3 years of BofA and Chase’s Data from Tweets and Bloomberg

Analyzed and Compared the Same/Difference Score Trends between Tweets and Bloomberg

Agriculture Bank of China, Risk Department, China Risk Manager Aug - Dec 2013

Understood the Credit Process and Causes for Bad Debts and Audited Corporate Loans

Utilized Mathematical Modeling Methods to Assess Enterprise Situations

PROJECTS: Emerging Market Research Aug - Dec 2014

Stevens Institute of Technology, Hoboken, NJ

Explained PnL of Option Portfolio with Option Greeks in Spreadsheet and VBA

Calculated Gain and Loss of Collateralized Xborder Loan in Different Conditions

Used Ito’s Lemma to Calculate FX Inverse Process and FX FWD Arbitrage Pricing

S&P 500 Data Research Aug - Dec 2014

Stevens Institute of Technology, Hoboken, NJ

Created Minimum-Variance Portfolio and Tangency Portfolio with Frontier Efficiency Graph

Applied Principle Component Analysis in Linear Regression Model for S&P 500

Utilized Shrinkage Method and Black-Littleman Model to Create Optimal Portfolio

Implementation of Financial Derivatives Models and Initialized Documents Feb - Apr 2014

Stevens Institute of Technology, Hoboken, NJ

Applied Term Structure (CIR, Vasicek, Hull-White) Models to Price Interest Rates Derivatives

Simulated Jump Process Distributions in Monte Carlo Method to Price Options

Analyzed the Influence of Term-Structure, Implied Volatility in Each Models

Calculated CDO and CDS Price and Constructed their Curve

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