Jiaming Chen

*** *. *******, *******, **, ***** 714-***-**** acyfnx@r.postjobfree.com

Summary

Passionate in applying mathematics to data analysis and dealing with the challenging issues in the quantitative eld. With my strong background in mathematics, nance, and programming, I hope to apply the cutting-edge methods to the dynamic world of quantitative nance. Seeking full-time job in quantitative analysis, portfolio management, option pricing, or programming to analyze big data. Education

NEW YORK UNIVERSITY New York, NY

Master of Science in Mathematics Expected Dec 2016 Coursework: Risk and Portfolio Management, Time Series, Derivative Security, Stochastic Calculus, Continuous Time in Finance, Computational Method for Finance, Java, Partial Di erential Equation. UNIVERSITY OF CALIFORNIA, BERKELEY Berkeley, CA

B.A in Statistics, B.A in Pure Mathematics May 2015 Coursework: Advanced Matrix Computation, Measure Theoretic Probability Theory, Numerical Analysis, Experimental Mathematics, R, Python, Concept of Probability, Concept of Statistic, Stochastic Process, Machine Learning.

Experience

Saviliter Technology LTD Beijing, China

Data Analyst Intern Jun 2014 - Aug 2014

Applied R to integrate and calibrate data by perturbation analysis cuto .

Constructed a nancial model by numerical method to make suggestions for the future. Citi Bank Beijing, China

Financial Analyst Intern Jun 2013 - Jul 2013

Worked on stock price prediction, investment portfolio management, and quantitative trading. Research and Honor

Machine Learning about Trading Strategy Dec 2016

Designed and tested trading strategies based on machine learning models in Python’s scikit-learn module.

Selected suitable features, uesd as factors in the model, to generate accurate buy and sell signals. These signals are used to calibrate and later test the model as well as the strategies. Time Series Analysis and Prediction on Google’s Stock Price Dec 2016

Constructed the simple ARIMA and GARCH model that minimized the AIC and satis ed the stationary residual condition, making a reasonable stock price prediction for further trading strategy. Research Project about Tra c Jam Guided by Hallgrimsdottir, Ingileif Dec 2014

Initialized a square matrix with 0 and 1 to construct a virtual tra c scenario by given regulation and tra c density and simulate a tra c jam graphically.

Mathematics Competition in Modelling Mar 2014

Participated in the modeling competition that undergraduate teams use mathematical modeling method to present their solutions to the real world problems and won the successful participant award in 2014. William Lowell Putnam Mathematical Competition Dec 2013

Ranked 441 out of 4113 participants(top 10%) in the mathematics competition for undergraduate students in North America in 2013.

Additional Information

Programming Language

Matlab, R, Python, HTML, SQL, XML, C++, Java

Software Framework

MS Excel, MS Word, MS PowerPoint, LaTex