Data Microsoft Office

Jingtao Chen

+1-347-***-**** ***********@***.*** 372 Bay Ridge Ave, Brooklyn NY, Apt 2

EDUCATION

NEW YORK UNIVERSITY Tandon School of Engineering Brooklyn, NY Expected May 2017

Master of Financial Engineering, 3.88/4.0

Courses: Stochastic Calculus, Regulation and regulatory models (Python), Algorithmic Portfolio Management (R) RENMIN UNIVERSITY OF CHINA School of Finance Beijing, China Sept. 2011-June 2015

Bachelor of Finance (3rd Place Scholarship, 3.58/4.00) Core Courses: Mathematical analysis, Higher algebra, Fixed Income, Statistics, Monetary banking, Corporate Finance

Hanqing-Harris Summer School, Co-program with the University of Chicago July 2014 Courses: Financial Simulation on VBA, Causal Inference SKILLS & CERTIFICATES

Computer Skills: Working proficiency: C++, R, Python, Matlab, MySQL, SQLite, VBA, Bloomberg, Microsoft Office Certificates: CFA Level 2 passed; FRM Part 2 passed, Bloomberg Essentials Certificate PROJECTS

Sentiment Analysis and Stock Movement Prediction Jan. 2017

Conducted natural language processing using NLTK functionality, converted words to sentiment scores with SentiWordNet

Quantified sentiment scores with Python functions, predicted Dow-Jones index movement with machine learning algorithms Lending Club Loan Data Analysis Aug. 2016

Explored records of more than 887,000 loan issues, assessed loan issue policy for each credit grade, measured time series data of default rates; selected features and used logistic regression and linear SVM for default rate prediction Web Scraping and Data Collection June 2016

Scraped web information using RVEST package, cleaned html-featured strings and input useful information to SQlite database

Developed web scraper with Python, automated information retrieving and cleaning process with BeautifulSoup Equity Abnormal Return Analysis by C++ April 2016

Identified stocks with earnings surprises from Bloomberg terminal, connected Yahoo Finance API to extract daily price data and calculated returns, benchmarked with ETF to obtain abnormal return using C++; presented and visualized results using Excel Eurozone GDP Growth Prediction by R April 2016

Extracted Eurozone GDP nominal growth and real growth from 1995 to 2013, using LASSO regression to predict real GDP growth before and after specific period, visualized results in Quantmod and ggplot packages PROFESSIONAL EXPERIENCE

Shoptaki New York, NY Oct. 2016-Present

Data Scientist

Employed ARIMA and LSTM network to predict sales trends, visualize data and prediction in interactive charts

Converted top news titles to sentiment scores, apply algorithms to predict historical Dow-Jones index movement directions CHINA SECURITIES Beijing, China July-Aug. 2016

Summer Intern, Dept. of Securities Investment

Backtested stock performance based on volume weighted price and other ratio on minute-level stock data of price and volume of more than 2800 stocks; discovered abnormal return based on stock selection rules, plotted daily gain and distribution in charts

Leveraged statistical algorithms including neural network, support vector machine, linear discriminant regression and k-means classifier to generate predictions of daily returns based on intraday price movement and trade volume changes CHUANBAO INVESTMENT Beijing, China June 2016

Market Data Intern

Developed web scraper to extract fund and product data from various open sources, cleaned and stored data into SQLite database;

Created SQLite database upon technical specification, integrate data from different sources using SQL inquires Detecon International GmbH Beijing, China March-June 2015 Big Data Intern

Researched development of international market for big data, built knowledge base for future big data consulting projects

Documented client specification for online data scraping and analysis platform, compiled user manual and tested data product

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