Research Associate

Will Chen, Ph.D.

**** *** ***, *** ****, NY *****

Email: ****************@*****.*** Tel: +1-765-***-**** US Permanent Resident EDUCATION

University of California, Berkeley - Haas School of Business Master of Financial Engineering, GPA: 3.5/4.0,

“Corporate bond pricing based on default probability forecast” (with Python)

“Cashflow analysis and pricing of asset backed securities (ABS) through waterfall and tranche of risk and amortization”

“Predict equity price movement based on news events” Purdue University, West Lafayette, Indiana, US

Ph.D., Mechanical Engineering, GPA: 3.9/4.0

Thesis: "Market investigation and semiconductor material development for sustainable and renewable energy harvesting” Tsinghua University, Beijing, China

Bachelor of Engineering, Materials Science & Engineering, GPA: 3.6/4.0 COURSES AND SKILLS

Finance and Economics: quantitative modeling, CFA Level 3 candidate, macroeconomics, real estate valuation, infrastructure, transport, ABS, MBS, fixed income, open-end fund, closed-end fund, portfolio optimization, investments, equity derivatives, behavior finance, financial statement analysis Data Science and Programming: probability and statistics, numerical methods, time series and empirical methods, machine learning, Python, R, VBA, SQL, and C++ CERTIFICATES AND PROFESSIONAL LICENSES

MIT Commercial Real Estate Analysis and Investment May 2019 FINRA Series 7 and 63

WORK EXPERIENCE

J.P.Morgan, New York Sep. 2018 – Present

Research Associate, Global Alternatives Investment Platform (real assets, private equity, private credit)

• Asset valuation modeling through fundamental and quantitative-driven (machine learning) approaches

• Asset allocation, portfolio construction and optimization

• Pitchbook and white paper preparation for institutional clients (insurance, pension, etc.)

• Risk factor models for asset performance under stress scenarios HSBC, New York Jan. 2018 – Sep. 2018

Quantitative Analyst, Global Markets

• Macroeconomy forecast using advanced machine learning techniques: gradient boosting machine (GBM) in R

• Equity option pricing models using Monte Carlo and Longstaff-Schwartz in Python Western Digital, San Jose, California May 2013 - May 2017 Staff Engineer, Semiconductor Material Process and Product Design

• Developed modeling framework to evaluate and help improve the energy conversion efficiency of next-generation semiconductor storage device using Python and C++

INTERNSHIP

Barclays Capital, New York Oct. 2017 – Jan. 2018

Quantitative Researcher

• Researched and implemented numerical algorithms to calibrate parameters of Student T Copula for VaR estimation RESEARCH

Predicting Market Reactions to Bad ESG News

• Collected news data using Python BeautifulSoup from news websites and RepRisk platform

• Performed time series clustering on cumulative returns to detect market reaction patterns and label news articles, trained BOW, random forest, LDA, LSA and NMF models to extract topics for each cluster of news and predicted subsequent market reactions to news update with SVM classification.

• Developed short and mid-term trading strategies coupled with sound macroeconomic and behavior finance theories.

AWARDS

Berkeley MFE Arthur Qi Scholarship 2017

Finalist of the Morgan Stanley Applied Finance Project 2018 Western Digital High-Five Award for Outstanding Engineering Performance 2015 SELECTED PUBLICATIONS

• L Chen, et al., "Shape and Temperature Dependence of Hot Carrier Relaxation Dynamics in Spherical and Elongated CdSe Quantum Dot", Journal of Physical Chemistry C, 115, 11400 (2011).

• L Chen, et al., “Raman Spectra of CdSe Nanocrystals: Effects of Size and Shape on Temperature Sensitivity”, Applied Physics Letters, 103, 083107 (2013).

• L Chen, et al., “Facile Synthesis of Ultra-Small Bi2Te3 Nanoparticles, Nanorods, and Nanoplates and Their Morphology Dependent Raman Spectroscopy”, Materials Letters, 82, 112 (2012).

• L Chen, et al., “Energy relaxation in CdSe nanocrystals: the effects of morphology and film preparation”, Optics express 21 (101), A15-A22 (2013)

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