Mengyun Chu 585-***-**** • ******@********.***
*** *. **** **. *** York, NY, 10019
Education
Columbia University New York, NY
Master of Science in Operations Research Anticipated Dec. 2016
• Cumulative GPA 3.4 out of 4.0
• Relevant courses: Business Analytics, Python-Based Data Analytics, Revenue Management, Simulation, Asset Management, Introduction to Financial Engineering, Deterministic Models, Stochastic Models, Global Capital Market University of Rochester Rochester, NY
Bachelor of Arts in Financial Economics Aug. 2011-May 2015 Bachelor of Science in Applied Mathematics Sept. 2011-May 2015
• Cumulative GPA 3.9 out of 4.0
• Certificate in Actuarial Studies; Certificate in Mathematical Modeling Work Experience
Westlake Financial Services Los Angeles, CA
Data Science intern Jun. 2016-Aug. 2016
• Acted as the leader on a credit data parsing loan project in Sqlyog and transformed raw data provided by credit bureaus into contributable inputs for various project groups and evaluated the model performance by using Kolmogorov-Smirnov chart
• Compiled time series data from the federal reserve database and analyzed relationships between economic data and company equity performance by using python; including data cleansing, feature selection, dimensionality reduction and model training to help company forecast expected loss by analyzing the trends of macroeconomics indicators Sincere Finance Holding Limited Hong Kong, China
Financial Analyst Intern May 2014-Aug. 2014
• Analyzed local and global markets from Bloomberg and Netdania by using indicators moving average, Bollinger bands and relative strength index etc to propose gold trading strategy
• Organized client meetings to address raised issues including scenario analysis and provided professional guidance
• Received Second Runner-Up Prize in company-wise Mock Trading Competition Industrial and Commercial Bank of China Suzhou, China Financial Analyst Intern May 2013-Jul. 2013
l Provided financial advisory and investment strategies for clients, with an 90% satisfaction rate l Assisted in deal origination and execution stages of joint venture projects with major financial institutions l Facilitated client events to provide investments portfolio and current market trends analysis Research and Project Experience
“Business Analytics on Box Office Sales Forecast” Project New York, NY Project Member Sept. 2015-Dec. 2015
• Collected and processed data from websites (Facebook, Twitter, IMDB, Wikipedia) and built data warehouse
• Fitted regression and classification models to training data, using algorithms such as lasso and decision Tree, and evaluated the predictive power of the models based on testing data; resulted in a model with 76% accuracy
• Developed strategies for movie production investors in selecting movie scripts and casts, and guided theaters in arranging screening schedules for movies.
“Movie Recommendation System Engine” Project New York, NY Project Leader Nov. 2015
• Utilized MySQL, Python and web crawling tools to gather and analyze raw movie attributes data
• Conducted sentiment analysis and movie recommendation test using Nltk and conducted similarities counting algorithm
• Established web-based movie recommendation engine based in MySQL database, with an 80% accuracy rate
“Statistical Analysis on Stock Performance” Project New York, NY Project Member Nov. 2015
• Designed randomness, chi-squared, two sample, linear regression tests in R for investment portfolio from 3 GICS sectors
• Analyzed investment portfolio correlations, beta, alpha, idiosyncratic risk and Sharpe Ratio for investment considerations
• Created R-shiny App for effective investment strategies based on client customized financial situation involving 40 stocks Additional Information
• Languages: Native fluency in Mandarin
• Technical Skills: SQL, Stata, Excel, R, RStudio, Minitab, HTML, Shiny, Python, MATLAB, Gurobi, RapidMiner
• Awards: Magna Cum Laude in double majors; Dean’s list from 2011-2015
• Extracurricular Activities: Phi Beta Kappa Honor Society; Golden Key Honor Society; Female badminton club