Siyuan Lucas Chen Email: aczdcs@r.postjobfree.com

aczdcs@r.postjobfree.com

Telephone: 504-***-****

Address: *** ********** ****, ****** ****, NJ 07310

EDUCATION

Tulane University, A. B. Freeman School of Business New Orleans, LA

Master of Finance (STEM) December 2016

Shanghai Ocean University Shanghai, China

Bachelor of Economics: Finance and Banking July 2015

WORKING EXPERIENCE

Lanchid LLC New York, NY

Financial Analyst intern February 2017-present

s Updated financial models of target companies in the portfolio

s Analyzed 10-K, 10-Q and other related financial reports to provide solid information for company valuation

s Wrote equity research summary for supervisor based on sell-side reports

s Create M&A teasers and help with M&A transaction analysis

s Conduct analysis on non-cash incentive industry based on database and research reports

Koyfin New York, NY

stock research analyst (part-time) January 2017-present

s Used fundamental analysis to predict the trend of Facebook stock price;

s Conducted research on companies in oil and gas industry with Technical Trend Analysis;

s Created a ranking spreadsheet in excel of XLE and XOP constituents with vlookup function based on Technical Analysis;

Freeman Reports New Orleans, LA

Equity Research Analyst January 2016-May 2016

s Co-published an equity research report on Chesapeake Energy Corporation (CHK-NYSE), an upstream company in E&P

Industry with four team members;

s Built an Excel financial model to forecast the oil and gas reserve, production, revenue and cash flow of Chesapeake;

s Conducted the valuation of Chesapeake and forecasted a 12-month target stock price of Chesapeake with Discount Cash

Flow method and Multiples method (EV/BOE/d, EV/Reserve);

Bayer Business Service-Finance & Accounting Shared Services Center Shanghai, China

Intern, Vendor Master Data Team June 2014-October 2014

s Collected vendors background information to support credit analysis and evaluation;

s Checked and modified payments information and established new vendor payments files on SAP system;

s Maintained SharePoint platform with updating vendors information and tracking invoices;

China Communist Youth League Shanghai Committee Shanghai, China

Project Intern July 2013-August 2014

s Took part in the seminar to confirm the theme and schedule;

s Collected and analyzed sponsors information to provide potential sponsors research report to the committee;

s Established a group with volunteers and interns to support the project;

China Guangfa Bank Shanghai, China

Intern, Credit management July 2012-August 2012

s Participated in background check of companies to provide credit support;

s Inputted financial data into internal information system and updated client profile of existing corporate clients;

s Reviewed the applications of credit cards with line managers;

Siyuan Lucas Chen Email: aczdcs@r.postjobfree.com

aczdcs@r.postjobfree.com

Telephone: 504-***-****

Address: 610 Washington Blvd, Jersey City, NJ 07310

EXTRACURRICULAR ACTIVITIES

Tulane Algorithmic Trading Club New Orleans, LA

Member September 2015-September 2016

Stock market prediction: machine learning

s Collect s&p500 data (2015-2016) from yahoo finance and manipulate the data in Matlab;

s Build a BP neural network with Matlab to predict next day s&p500 index based on the data of today;

Long-short strategy: pair trading

s Selected two stocks with high correlation (an oil and gas company and an oil ETF) based on cointergration test in Matlab;

s Back tested the pair trading strategy on data in train set by Matlab with a 3.05 sharpe ratio;

Sociological Research in America (SRA) Los Angles, CA

Team leader January 2014 -February 2014

s Compared the similarities and differences in application process, funding sources and curriculum design between graduate

schools in China and USA;

Student Union(SHOU): Shanghai, China

President September 2013-March 2015

s Designed a survey with professional survey firm on the academic performance of student union leaders in SHOU;

s Helped SHOU SU get five-figure sponsor contract with Hainan Airline for Campus Top Ten Singers event;

s Initiated a Focusing on Two Hours campaign to encourage student outdoor activities;

Volunteer experience: Shanghai, China

s Participated in the centenary of SHOU anniversary; November 2012

s Arranged a ten days Shanghai tour for poverty primary students from Guiyang province; August 2013

ACADEMIC PROJECT EXPERIENCE

Tulane university New Orleans, LA

Application of Altman Z-Score model to default risk of S&P 500 companies September 2016-October 2016

s Inputted balance sheet data of S&P 500 companies in SAS database;

s Built Altman Z-Score model with data step/SQL programming in SAS;

s Calculated the Altman Z-Score of each company in SAS;

Application of Option-Implied Information to the Stock Market Motivation March 2016-April 2016

s Calculated monthly realized variance(RV) using daily return of S&P 500(1990-2015) and monthly implied variance(IV)

inferred from VIX within a month by Excel and Matlab programming;

s Computed Variance risk premium(VRP)with Excel, which is the difference between IV and RV;

s Predicted VR of stock market of next two months with VRP based on different regression models and data tests in Views;

SKILLS

Language skills: Chinese, English;

Computer skills: MS office: Excel (financial modeling); VBA;SAS/SQL(data analysis); Eviews (statistical models); Matlab

(quantitative trading); Bloomberg;

CERTIFICATIONS

FRM PART II candidate; CFA level I candidate;

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