Matlab, R, SAS, Python, C, Excel and VBA, Word, PowerPoin

NANTAO YING

**** **** ******, ********, *** York, NY,11377

310-***-**** **********@*.****.***

EDUCATION

UCLA Anderson School of Management (Los Angeles)

Master of Financial Engineering December 2016

• Carried out CAPM linear regression model, time series analysis model and constructed statistical arbitrage models in R

• Programmed derivative pricing models using binomial trees, Monte Carlo simulations, and PDEs in MATLAB

• Coursework included risk management, fixed income markets, derivatives markets, credit markets, asset allocation models, corporation finance, stochastic calculus, econometrics and computational method in finance application UCLA Henry Samueli School of Engineering and Applied Science (Los Angeles) Master of Science, Materials Science and Engineering September 2015

• Coursework included electronic markets, Monte Carlo simulations, Fourier transformations, electronic device processing, and project experience on XRR background noise elimination and XRD analysis University of Science and Technology Beijing (Beijing) Bachelor of Engineering, Metallurgical Engineering June 2013

• USTB Excellent Graduate award recipient

EXPERIENCE

Universa Investments L.P. (Miami)

Applied Finance Project-VIX Future Pricing May 2016 – December 2016

• Constructed portfolio to estimate the VIX index price based on underlying S&P 500 option and replicated portfolios through time, then applied convexity adjustment methods to price VIX future from forward VIX price in Python and R

• Applied model testing with live data to identify any possible mispricing patterns during extreme conditions and developed an analytical framework to estimate VIX futures price sensitivity to underlying S&P500 for further research

• Observed the VIX ETF market and extracted information to improve the VIX Futures pricing model to reduce error TruValue Asset Management Co., Ltd. (Shenzhen)

Index Business Associate Intern Jun 2016 – September 2016

• Executed smart beta/single factor strategies research and index products development based on China A share market

• Designed low volatility index, momentum index and value index strategies by identifying factors performance under Chinese A share universe following with back testing in SAS/SQL and compared performance with CSI 300 index

• Cleaned big data set and designed GUI system for building firm’s own index and portfolio R&D platform in MATLAB Orientas Investments (Beijing)

Researcher September 2013- February 2014

• Developed and executed European quartz stone pricing and investment research for Prestyle Building Material and Technology Co., Ltd under certain EU regulation requirement and assessed the project’s investment risk for the client

• Built communications between Chinese customer and European quartz stone industry and provided consulting service

• Collected data and information for different investment strategies in Excel, realized scenario analysis for each strategy and improved data visual presentation and data analysis method efficiency for finance research by using MATLAB PUBLICATION

Bo Jiang, Nantao Ying, “Structural and Thermodynamics Properties of TiC1-xNx–TiO1-xNx Solid Solutions: Experimental and First-Principles Approaches” Journal of the American Ceramic Society 97.4 (2014): 1288-1295 ADDITIONAL

CFA Level I candidate

Fluent in English and Chinese bilingual environment Working knowledge of C++, Python, MATLAB, SAS/SQL, R, and Excel VBA

Contact this candidate