Chunjie Gu

**** ******* ******, * ******* Park, #48C, Long Island City, NY 11101

ad0rhs@r.postjobfree.com 805-***-**** www.linkedin/in/chunjie-gu-12a781229 EDUCATION

Columbia University New York, NY

M.S. in Operations Research, GPA: 3.62 Expected Dec 2023 Coursework: Applied Analytic, Simulation, Stochastic Models, Computational Models in supply Chain, Deep Learning for OR and FE

University of California, Santa Barbara Santa Barbara, CA B.S. in Financial Mathematics and Statistics, GPA: 3.69 Jun 2022 Honors: Dean’s Honor (Winter 2020), Dean’s Honor (Winter 2021), Dean’s Honor (Spring 2021) Coursework: Methods of Analysis, Probability and Statistics, Regression Analysis, Financial Mathematics PROFESSIONAL EXPERIENCE

CITIC Wealth Management Corporation Limited Shanghai, CHN Summer Intern - Wealth Management department, Fixed Income Line Jul 2023 - Aug 2023

● Exercised advanced statistical methods, like linear regression, to assess how 13 key variables affected Wuxi Convertible bond performance; Detected and quantified significant multicollinearity by showing that most of the valuable variables came from the bond side and they presented high VIFs with each other.

● Implemented data-driven criteria (duration, downside risk, volatility, yield) to select short-term and medium/long-term pure bond funds across different timeframes; Secured a 300M Chinese Yuan investment in one chosen fund.

CITIC Securities Zhejiang, CHN

Summer Intern - Institutional Clients department, Bond Line Aug 2021 - Sep 2021

● Developed and presented comprehensive financial solutions, customizing capital structures for the New Energy Vehicle Business, particularly in the realm of Lithium Battery technologies; Conducted an extensive analysis of the electric vehicle battery industry's entire value chain divided into upper stream: Mineral Resources, midstream: Lithium Battery Materials and Lithium Battery Manufacturing, and Downstream: Key Components and Vehicle Manufacturing for New Energy Vehicles.

● Cultivated and managed strategic partnerships with leading financial institutions, including Zhejiang Energy Group Finance Co. Ltd, Zhejiang Mintai Commercial Bank, and Zhejiang State Owned Capital Operation Co. Ltd, exploring their future financing needs. Provided a bond prompt worth 30M Chinese Yuan.

RESEARCH EXPERIENCE

JPMorgan Chase & Co. Quantitative Research Virtual Experience Program on Forage Sep 2023 - Sep 2023

● Conducted a gas price prediction simulation using regression in Python using data from Oct 2020 to Sep 2024 (data partially generated from another model); Utilized logistic regression to analyze a loan portfolio and estimate expected losses attributed to customer default probabilities.

● Employed maximum likelihood estimation to categorize FICO scores and predict defaults in Python. AB Test For GreatPlants - Columbia University Apr 2023 - May 2023

● Performed an AB test of 2 weeks, between 2023-03-20 and 2023-04-02, on 1201 leads to assess the impact of deploying a new landing page for GreatPlants; Undertook thorough experiment planning, encompassing platform selection, randomization units, group allocation, definition of success metrics, power analysis, data logging, and other crucial experiment parameters.

● Merged experiment data through SQL and conducted power analysis on metrics 'signed-up rate of new leads' to identify statistically significant variances between the Control and Treatment groups. Showed that this new landing page has a significant positive impact on the signed-up rate of new leads. (An increase of 0.124)

Australia’s electricity generation prediction Projects - UCSB Nov 2021 - Dec 2021

● Generated an analytical report forecasting Australia's quarterly electricity generation spanning from September 1994 to December 1995. This projection was derived from historical data encompassing March 1956 to September 1994, utilizing R.

● Created a Seasonal Autoregressive Integrated Moving Average (SARIMA) model with R to make one-year-ahead predictions of quarterly electricity generation in Australia. SKILLS

● Programming language (Python, R, SQL)