quantitative analysis

Xuan Ning

** **** ****** *** **, Worcester MA ***09

774-***-****, ************@*****.***

OBJECTIVE: Full-time Position in Quantitative Analysis EDUCATION:

Worcester Polytechnic Institute (WPI), Worcester, MA Master of Science in Financial Mathematics, GPA 3.88/4.00, May 2017 University of Shanghai for Science and Technology (USST), Shanghai, China Bachelor of Science in Mathematics and Applied Mathematics, 3.80/4.00, June 2015 EXPERIENCE:

Project Assistant, Mathematics Department, WPI, August-September 2016

• Supported professor by providing step by step solutions to 150 calculus questions

• Collaborated with colleague to transfer all revised questions into a computer database

• Fostered mutually beneficial relationships between undergraduates and professor Assistant Manager Intern, China Bohai Bank, Yantai, China, January-March 2015

• Performed quantitative research to help create marketing strategies to promote Bohai Bank financial products in the local area

• Helped organize weekly conferences to readjust the trading decisions. Managed document examinations and customer feedback

• Negotiated with customers to encourage purchase of $50,000 worth of finance products PROJECTS:

Portfolio Valuation and Risk Management, WPI, October-December 2016

• Investigated and constructed a portfolio of 20 different assets on Interactive Brokers

• Used MATLAB programs to rebalance the portfolio every week to maximize the profits

• Gained a profit of 15% and improved the portfolio performance by factor model

• Presented findings to class of peers and professor Computational Methods of Financial Mathematics, WPI, February-April 2016

• Constructed a portfolio of 30 different assets and collected basic information for each asset

• Used MATLAB programs to price American call and put options, as well as hedged the portfolio with covered calls and protective puts

• Reported risk and lowered the Value-at-Risk by 30% after hedging Market and Credit Risk Models and Management, WPI, September-December 2015

• Created a pool consisting of 20 bonds and set three tranches (Equity, Mezzanine, Senior)

• Programed R scripts to calculate the hazard rates and expected present values for Gaussian copula and Student-t copula

• Determined the credit risk spreads for three tranches and plotted the dependency of risk premiums Thesis: City Competitiveness on Multivariate Statistical Analysis, USST, February-May 2015

• Collected quantitative data on various factors for 20 cities that would affect the cities’ development

• Performed statistical analyses by SPSS based on the chosen factors

• Ranked the 20 cities and the result was consistent with the questionnaires sent before SKILLS:

SPSS, SQL, MATLAB, R, Visio, Bloomberg, Microsoft, CFA Level I Candidate

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