C++, Python, Financial Modeling

*

YINAN LI

** ***** **** *** **, New York, NY **044

929-***-**** ***********@*****.***

TECHNICAL SKILLS

• Programming Languages: C++, Python, MATLAB, R

• Technical Skills: Object-oriented Programming (C++), Machine Learning (Python), Simulation, Database EDUCATION

2018-2020 Fordham University, Gabelli School of Business New York, NY MS, Quantitative Finance, Expected May 2020, current GPA 3.9

• Relevant Coursework: Machine Learning (Python), Computational Finance (Python), Advanced C++ for Finance, Financial Econometrics (MATLAB), Risk Management, Stochastic Calculus, Adv Financial Modeling

(MATLAB), Algorithm Trading and Market Making, Simulation Applications (R) 2014-2018 Nankai University Tianjin, China

BS, Economics, GPA 3.82, Ranking 5/43

• Relevant Coursework: Adv Macroeconomics, Adv Microeconomics, Econometrics, Time Series Analysis, Money and Banking, Investment, Risk Management, Game Theory

• Scholarships: The First-class Scholarship (Top 5%) (2014-2015 & 2015-2016 & 2016-2017)

• Awards: Meritorious Winner in 2017 MCM/ICM, The First Prize in 2015 & 2016 National Mathematics Contest for College Students (Top 1%)

Spring 2018 Temple University Philadelphia, PA

Finance, GPA 4.0

• International Exchange Program for Excellent Undergraduates funded by China Scholarship Council

• Relevant Coursework: Derivatives and Financial Risk Management, Fixed Income and Analysis, Game Theory and Behavior Strategy, Mathematical Economics

EXPERIENCE

Summer 2019 Fordham University, Gabelli School of Business New York, NY

-Present Teaching Assistant

• Help professor conduct two courses: Machine Learning for Finance, Financial Econometrics Feb. 2019 Rotman International Trading Competition Toronto, Canada Competitor representing Fordham University

• Competed in 4 cases: Algorithm trading case, MATLAB volatility trading case, ETF case, quantitative outcry

• 4th

place in algorithm trading case: develop trading algorithms in MATLAB to detect arbitrage opportunities accurately and trade accordingly

Summer-Fall Shenwan Hongyuan Securities Beijing, China 2017 Summer Intern (extended to fall), Fixed-income Trading Department

• Drafted and checked bond distribution agreements, roughly 30 agreements daily valued at one billion CHY

• Assisted in trading; contacted traders from partner firms and associations

• Maintained records and did analysis of trade data in database; participated in training of other departments PROJECTS

Apr. 2019 Option Pricing by Finite Difference Method in C++

• In C++, implemented Finite Difference Method for solving parabolic partial differential equation, involving Euler Explicit, Implicit and Crank Nicolson method

• Further developed the program for vanilla and exotic option pricing. Results turn out to be fast and accurate Mar. 2019 Empirical Study of Federal Funds Rate Using Markov Regime Switching Model

• Implemented Markov Regime Switching Model and its Maximum Likelihood Estimation in MATLAB

• Applied model to 10-year Federal Funds Rate, estimated parameters and tested results. Parameters estimation makes great economics sense

Feb. 2019 Study on Impact of President Trump’s Twitter On S&P 500 Price Using Naïve Bayes Classifier

• Programming in R, connected 2009-2018 Twitter messages to S&P 500 historical price, parsed text data with Text Mining and Word Cloud packages. Trained the model, which is 54.5% accuracy in prediction

• Built a trading strategy around Trump’s Twitter, simulated using 2018 S&P 500 price. Return from the strategy was much higher than S&P 500 return

ADDITIONAL

• Languages: Native Mandarin; Fluent English

• Interests: Scuba diving (certification of Advanced Open Water by PADI), Running (accomplished three full marathons with a personal best record of 4 hours 27 minutes), Piano

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