Python, SQL, Neural Network, Investment, Machine Learning, Statistics

Felix Wong +1-515-***-****

*********@*****.***

Education

Stevens Institute of Technology Hoboken, NJ

Master of Science in Financial Engineering January 2017 – May 2018

• GPA : 3.89/4.0

• Honors: Awarded Research Assistantship from the School of Business Iowa State University Ames, IA

Bachelor of Science in Finance and Management Information Systems January 2013 – May 2015

• GPA : 3.51/4.0; Major GPA : 3.71/4.0

• Honors: Awarded Presidential Scholarship and International Student Ambassador Scholarship Certifications

CFA Program Candidate – Passed CFA Level I examination Neural Network and Deep Learning – Coursera

Work & Leadership Experience

Dimensional Fund Advisors Santa Monica, CA

Portfolio Management Analyst August 2018 – Present

• Assists PM team with implementation and execution in many dimensions of the investment process, such as cash flow management, security analysis, cash reconciliation, corporate actions, securities lending, and FX trading

• Enhanced firmwide securities lending revenue by doing competitive analysis and renegotiating agent contracts

• Created portfolio governance tool to monitor portfolio metrics, significantly increased PM’s efficiency

• Conducted research on Russell 2000 Value (R2V) vs DFA US Small Value Strategy, using R2V and internal constituent’s data, and concluded that the R2V index construction methodology does conform to DFA’s construction methodology

• Created Section 302 Tax analysis tool to provide forecasts on tax implications to make better corporate actions decisions, resulted decent cost savings benefits to the fundholders

• Created global holding dashboard tool to monitor daily custody holdings, data quality, and check for potential issues

• Recommend corporate action decisions range from stock dividends to full acquisition tenders, to maximize intrinsic value

• Performs portfolio attributions analysis on monthly/ad-hoc basis to the desks to help prepare client meetings

• Performs potential securities lending revenue analysis on open orders and restricted/recalled shares using SQL and Python

• Creates and maintains variety of spreadsheets, data query, corporate actions valuation models, reporting tools

• Complete ad-hoc analysis timely using available resources such as internal databases, Bloomberg, ISS, Glass Lewis Principal Global Investors - Equities Des Moines, IA Portfolio Management Associate – Full Time December 2015 – August 2016

• Assisted the Portfolio Management team by monitoring cash, entering trades, rebalancing portfolio, monitoring compliance, updating corporate actions, updating databases, and conducting research projects

• Assisted in winning a $200m mandate that indexes the carve-out of Pacific-Ex Japan fund

• Conducted buy recommendation on AirAsia Bhd and the stock price increased 50% within 4 months

• Implemented new reporting process that increased efficiency significantly from 180 minutes to 15 minutes

• Improved reporting process using Excel VBA that increased efficiency by 80%

• Produced periodic performance attributions, characteristic reports, commentaries, and responded to RFPs and ad-hoc

• Produced portfolio analytic reports and screenings for the Emerging Market team in Des Moines, NYC, HK, and SG

• Developed Emerging Market’s FX transactions settlement reporting process to accurately forecast realized cash flows ISU Investment Group Ames, IA

Investment Analyst Lead - Consumer Sector August 2013 – May 2015 Projects and Activities

Deep Learning Specialization Course - Coursera (2018-2019)

• Constructed multi-layer Neural Network from scratch by creating functions such as backward/forward propagation, cost functions, non-linear activation functions, gradient descent, initialization functions

• Implemented Adam optimization algorithm, batch normalization, and sized large datasets into mini-batches to increase training speed and prediction accuracy, increased out sample prediction accuracy from 70% to 94% Guest Speaker at Bloomberg Quant Seminar (2017)

• Articulated algorithmic arbitrage trading opportunities, and limitations in Cryptocurrency Markets to quants community G10/FICC Trading (2012-2014)

• Applied technical analysis including Fibonacci retracement, Japanese candlesticks analysis

• Raised $10,000 in year 2012 for USDJPY FX trading strategy and the fund appreciated to $30,000 at the end of year 2013 Skills

Quantitative: Neural Network, Linear Regression, Logistics Regression, Monte-Carlo Methods, Numerical Approximation, Stochastic Calculus, Probability, PDE Approximation Methods, Interest Rate Models, Machine Learning, Options Greeks Programming and Software: Python, SQL, VBA, R, Scala, Bloomberg, FactSet Language: English, Mandarin, Malay, Cantonese– Native fluency or bilingual proficiency

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