Joshua Ni

*** *** **** ***, ****** City, NJ ***** Cell: 201-***-**** Email: acz365@r.postjobfree.com

EDUCATION

Stevens Institute of Technology, Hoboken, NJ

Master of Financial Engineering GPA 3.8 Expected 05/2017

Kunming University of Science and Technology, Kunming, China

Bachelor of Science in Materials Science and Engineering 06/ 2014

SKILLS

SQL, R, Python, C++, Java, Advanced Excel modelling, Pivot Tables, Bloomberg Terminal, Data mining

EXPERIENCE

QT Technologies, Inc. 09/2016-11/2016

Data analyst assistant

Developed the queries and stored procedures with SQL Server, manipulated large structured/unstructured datasets to extract insights from large datasets, analyzed different user cases to improve relative technique

Worked on various tasks related to industrial data extraction, data modeling, created Pivot Tables & Charts, diagrams and graphs with Excel to visualize primary data and support weekly and monthly market reports

Developed SQL queries with “Select”, “Join”, “Where” and “Update” functions to migrate data from one or more disparate sources to a single format integrated dataset every week

ELEMENT CAPITAL MANAGEMENT 06/2016-08/2016

Summer Analyst

Created option volatility relative value analytics spreadsheet with data from Bloomberg and automated by Excel

Computed the price of swaption using Monte Carlo path and calculated the correlation of different swaption

Developed R programs to automatically retrieve market data for colleagues

Project

A Data-Mining Approach to Analyse the Financial Data 01/2017 – 03/2017

Analyzed financial data from Bloomberg with Excel (using functions like “NORMSINV”, “KURT”, “SKEW”, “CORREL”, “COVAR”, “VLOOKUP”, “HLOOKUP”)

Loaded SQL driver, made connections between R and SQL, implemented Data extraction (Functions like “dbSendQuery” and “dbFetch”) using different APIs to get the financial data

Plotted data, prepared plot dataset, text dataset and rectangle dataset for “ggplot”, plotted data using packages like “ggplot2”, “ggdendro”

Pricing of Put Options and Other Derivatives 09/2016 - 12/2016

Examined drift and volatility terms of Ho Lee Model using MATLAB

Priced an American Up and Out put option and interest rates derivatives, modelled the short rate using various term structures based on the Stochastic processes and PDE models

Credit Derivatives Risk Analyses 01/2016 – 05/2016

According to par CDS spreads, continuously compounded interest rates, recovery rates, and day count conventions to calculate the hazard rates, calculating the “VaR” and “CVaR”

Different regulations and its effects, CCR RWA calculating methods as well as the Market Risk RWA calculating

Basel III and Basel II knowledge

Regression and Clustering 09/2015 - 11/2015

Performed Linear Regression, Logistic regression and added regression line, used function “cut” to convert variable and set break point, renamed the levels and used functions like “table” and “ftable” to get the relationship between variables

Created scatterplot matrix using “pair” function and used “regsubsuts” to get the important variable affecting one specific event, Compute the confusion matrix and overall fraction of correct predictions

Predicted sales using regression trees and related approaches, plotted the tree

Performed Classification and Linear Model Selection, Regularization as well as methods for resampling

Awards

Outstanding Student Leader (top 1%) 11/2012

Social Work Award (top 2%) 09/2012

Outstanding Student in Mathematics Modelling Competition 01/2014

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