Objective: A position in a firm that requires a background in risk management, model design, statistical data analysis, quantitative research and business strategy operations.
• Machine learning experience with Decision Tree, Data Mining Algorithm, Clustering.
• Hands on experience on database including SQL Server, MySql, Postgresql.
• Developing experience with quantitative models in Stochastics, Linear& quadratic regression, Time Series Analysis.
• Data Visualization and Data Analysis experience with using R, Tableau, Matlab.
• Involved in Financial Markets & Products, Trading Strategy, Valuation Risk Models.
Tools: Visual Studio, Word, Excel, Prezi, Eviews, Tableau, Bloomberg
Operating Systems: Windows, Mac OS, Linux
Certificates: SAS9 Certified Base Programmer, FRM Level I candidate, Bloomberg Essentials for Equity and Fixed Income
Clipper Data, NYC, NY 06/15 – 04/16
Quantitative Data Analyst
• Utilized R, SQL, EXCEL and VBA to create databases from large petroleum industry datasets and developed procedures to verify data accuracy and identify data anomalies.
• Developed quantitative analysis and visual presentations of the petroleum industry.
• Formulated and lead a series of quantitative data-driven projects that evaluated statistical distribution of historical data to identify secular trends and assess risk.
• Developed a set of machine learning models in R and SQL to aggregate and interpret industry data to propose business solutions.
Offerlai Inc, NYC, NY 10/14 - 06/15
• Lead a team of developers to create web applications and commercial websites.
• Promoted online and marketing events for over three hundred clients within five months.
• Managed clients’ social media presence to promote brand awareness and increase brand equity.
American International Assurance Co. Ltd, Hong Kong 01/13 - 02/13
Financial Analyst Intern
• Coordinated with senior managers to develop quantitative analysis of the emerging markets.
• Analyzed client financial products and trading structures to evaluate client profitability.
• Presented a quantitative analysis of insurance products’ credit risk and their impact on the credit profile of the broader markets.
Correlation of Pension Liabilities to Risk Exposure (IAQF Competition) 01/15 – 02/15
• Formulated quantitative analysis using ARMA and GARCH models to forecast pension liability based on defined benefit plans’ calculated risk exposures.
• Constructed a portfolio with a blend of nominal and inflation-linked bonds for cash flow management.
Stevens Institute of Technology, Hoboken, NJ Anticipated 05/16
Master of Financial Engineering GPA: 3.9/4.0
Certificate in Financial Services Analytics
Zhejiang University Top 100 Undergraduate Dissertation Award (out of 5600+), adv: Prof. Heping,Ying
Coursework: Pricing and Hedging, Computational Methods in Finance, Design Pattern Derivative Price, Data Visualization Application, Foundation of Financial Data Science, Financial Risk Management
Zhejiang University, Hangzhou, China 08/10 - 06/14
Bachelor of Science in Physics
Indiana University, Bloomington, IN 06/12 - 07/12
Certificate of Exchange Student