Xue, Yuqian

Pudong, Shanghai, ****** +86-166******** addnpm@r.postjobfree.com

Education

Temple University, Fox School of Business, Philadelphia, USA Aug 2016-May 2018 MSc in Quantitative Finance GPA 3.95

Main Courses: Stochastic Calculus, Financial Time Series, Structured Products, Asset Pricing, Financial Econometrics, Quantitative Optimization

Dalian Maritime University (DMU), China Sep 2003-Jul 2007 BS in Engineering -Logistics GPA 3.83 GMAT 710

Main Courses: Advanced Mathematics, Linear Algebra, Probability Theory and Mathematical Statistics, Forecasting Techniques and Methods, Economics

Work Experience

Developer, Standard Chartered Bank (Financial Market-Tech Department) Feb 2019-now

Developed C++/Java code for banking application with data collection

Implemented queries to verify the functions of application, with NoSQL(ElasticSearch) and SQL(OracleDB) tools

Designed automation test of web UI, with web crawling API (Selenium) Engineer/Analyst, Maritime Safety Administration (MSA), China Aug 2007-Mar 2016

Developed database queries and analyzed data to understand traffic flows and cargo flows of merchant vessels.

Enhanced capability of monitoring traffic risks by data analysis, with Excel Projects

Machine learning: Prediction of intraday trading profits with SVM

Structured products: Constructed leveraged FRN, inverse FRN and principal-linked notes using selected options, swaps and vanilla bonds

C++, python: Options valuation, cryptocurrency algorithm trading Other Skills

Computer: Excel, MATLAB, Linux (Command line and Shell scripting)

Machine Learning:

Financial Analysis:

Common models like Logistic regression, SVM, Decision tree, PCA, etc. CFA level-1 passed, with proven knowledge in financial accounting, financial product valuation and economics

Financial Risk: FRM Designation candidate (all-level exam passed), with proven knowledge in modeling financial risk

Derivatives: Pricing and risk management (Black Scholes, Monte Carlo simulation, Tree methods, Finite difference, VaR, Greek letters, Stochastic Volatility Stress testing)

Futures/Forwards: Hedging

Awards

Scholarship Dean`s Scholarship, Temple University, 2016-2018 Award Dean`s Certificate of Excellence, 2018

Award Excellent Employee, MSA, 2012

Scholarship Honor Student Scholarship, DMU, 2004-2006 Society Beta Gamma Sigma Honor Society

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