Xudong (Tony) Wang

217-***-**** acytgi@r.postjobfree.com https://www.linkedin.com/in/xudongwang/

SUMMARY

Strong analytical skills with ability to collect, organize, analyze massive datasets. Proficient in machine learning algorithms and

data mining techniques. Experienced in data visualization. Programming languages: SAS, SQL, R, Matlab, Excel/VBA, Python

Certification: SAS Certified Base/Advanced Programmer for SAS 9 SAS Certified Statistical Business Analyst Using SAS 9

FRM II candidate (May 2017) CFA II candidate (Jun 2017)

EDUCATION

University of North Carolina at Chapel Hill Chapel Hill, NC

Master of Science, Economics, Financial Econometrics Field 08/2014-12/2016

Teaching Assistantship (covers full tuition and stipend) Took Econ and Statistics PhDs core courses

Relevant Coursework: Time Series Econometrics, Empirical Finance, Financial Economics, Probability Theory, Advanced

Econometrics(I-III), Advanced Macroeconomic Theory(I/II), Advanced Microeconomic Theory(I/II), Real Analysis

University of Chicago Chicago, IL

Master of Science, Financial Mathematics 09/2013-06/2014

Built very strong financial modeling and C++ programming skills

Relevant Coursework: C++ Programming I - III, Option Pricing, Statistical Risk Management, Portfolio Theory, Foreign

Exchange, Quantitative Trading Strategies, Stochastic Calculus, Fixed Income Derivatives, Numerical Methods of Asset Pricing

University of Illinois Urbana-Champaign Urbana, IL

Bachelor of Arts, Economics and Mathematics with High Distinction, Minor in Statistics 01/2010-12/2012

Deans List (Spring 2010, Fall 2010, Fall 2011) Graduate in distinction

Relevant Coursework: Applied Econometrics, Methods of Applied Statistics, Differential Equations, PDE, Real Analysis

EXPERIENCE

Piper Jaffray Chicago, IL

Risk Analyst Intern 01/2014-06/2014

Developed models to: i) Forecast optimal asset allocation among proprietary trading desks;

ii) Predict maximum return possible given the companys risk profile;

iii) Dynamically adjust trading limits, strategies and risk parameters expectation.

Conducted Monte Carlo simulations of interest rates and equity price movements using Vasicek model and forecast covariance

matrix using GARCH-DCC model

Optimized the asset allocation through generating efficient frontier based on expected return for each desk and covariances under

various constraints; fine-tuned the asset allocation according to DV01 limits and exposure limits

KingFortune Asset Management Shanghai City, China

Quantitative Analyst Intern 05/2013-08/2013

Developed an equity investing scoring model that incorporated historical statistics, macroeconomics and policy factors to

provide binary directional trading guidance and numeric signal strength

Implemented models to predict short term stocks' movement using various algorithmic learning techniques and optimized trade

entries and exits for existing strategies based on the predictions

Built automation for data extraction, cleaning and standardization that accelerated analytics and conducted extensive back-tests

Citibank Shenzhen, China

Credit Risk Analyst Intern 06/2012-07/2012

Structured 10 million RMB loans for small and medium enterprises (SMEs)

Reduced the occurrence of bad debt and doubled the loans issued throughout the internship

Developed models to conduct quantitative analysis on clients credit risk from financial, macroeconomic and industrial data sets

Performed qualitative analysis to determine whether to issue a loan and the loan size

PROJECTS

Machine Learning and Data Mining Projects 09/2016-12/2016

Credit Risk Analysis Project: predicted delinquency using logistic regression, decision trees and random forests

Sales Prediction Project: predicted drug sales using linear regression, support vector regression and gradient boosting

Portfolio Management Project: optimized the portfolios using recurrent reinforcement learning

Panel Data Analysis Project: The Costs of Sovereign Debt Crises 06/2016-08/2016

Estimated impacts of sovereign debt defaults by fixed effects regression model and constructing impulse response functions

Modified the model specification to test the impacts of debt crises with different lengths and compared with other type of crises

Addressed the issue of endogeneity by modifying the model specification and estimating a probit model

C++ Project: MA-GARCH Trading Strategy 04/2014-06/2014

Developed and implemented an automated trading strategy which traced the real price curve of the underlying instrument by

moving average of a rolling window and dynamically adjusted the trading level by estimating GARCH (1,1) model

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