Xuan (Sean) Yu

**** *. ******* *****, *******, IL 60616 312-***-**** acu4xg@r.postjobfree.com

OBJECTIVE

Seeking an intern or full time job in quantitative analyst or data analyst area EDUCATION

Master of Science in Finance, IIT Stuart School of Business, Chicago, IL May 2016 Concentration: Trading Strategies and Quantitative Analytic GPA: 3.7/4.0 Recipient, Merit-Based Scholarship

Relevant Coursework: Financial Modeling, Computational Finance, Portfolio Management, Trading in Fixed Income Securities, .Net and Database Management, Equity and Equity Derivatives Trading Bachelor of Science in Computer Science, Sun Yat-Sen University, Guangzhou, China July 2011 Concentration: Algorithms and Data Structures GPA: 3.3/4.0 Relevant Coursework: Algorithms and Data Structures, Artificial Intelligence, Computer Networks, SQL SKILLS

Computer: C#, Python, Excel(VBA), Access, SQL, Machine Learning

Language: Speak fluent English and Mandarin, understand Cantonese

Use effective research, time management, problem solving skills and organization ability PROJECTS

Used SQL in .NET environment to store, graph, query, and manage real time exchange data

Built simple multi-threaded automated trading system with TraderAPI in C#

Using Antithetic Sampling, Importance Sampling and Control Variates techniques reducing number of simulations required for given accuracy; Calculating option and bond price with Explicit/Implicit finite differences schemes and Crank-Nicolson finite difference schemes in Python

Developed and optimized pair trading strategies achieved a 34% return in two years of paper trading

Developed back test programs using Pandas to find optimal variables in strategies

Performed a style analysis for the mutual fund PRMTX; built and tested an alpha model and analyzed the company’s strategies; determined fund’s effective assets with attribution techniques

Performed financial statement analysis for Kimberly-Clark and estimated a 3-year financial forecast

Pricing American callable Bond using the one-factor Vasicek/Cox-Ingersoll-Ross (CIR) model, and the two-factor Brennan and Schwartz model in Python

Pricing CDOs using multivariate Gaussian Copula function PROFESSIONAL EXPERIENCE

Trainee, Trading Technologies International, Chicago Mar.2016 – Apr.2016

Participated TT company’s trading competition from Nov.2015 to Jan.2016 and gave presentation in The Algo Showcase (January 22nd).

Won the opportunity to learn ProfessorAlgo ADL system design training program and achieved the First level ADL design certification

Built 6 Trading Algorithms: ‘Simple Entry’, ‘Sniper’, ‘Profit OCO Trailing Stop’, ‘Slingshot Engage’,

‘Chaser’, ’Time-Activated Liquid’ in ADL system

Marketing Project Assistant, Chicago Chinatown Chamber of Commerce, Chicago Jan. 2015 – Apr. 2015

Led a four-member team to develop an app blueprint for Chicago Chinatown

Worked extensively to locate data, develop content, organize information and provided weekly updates to the Executive Director

Translated English to Chinese that made the app usable by people from both cultures Part-time High school mathematics teacher, ENTI Education, Harbin, China Dec. 2012- May. 2014

Teach high school students mathematics, especially to students who will attend College Entrance Examination.

Effective one-to-one teaching skills and most students got more than 20% increase in grade.

One of them got 114/150 from 70/150 in 6 months.

High level mathematics solving skills and excellent communication skills

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