Miss

WENQING (WINKY) CHEN

******@***.*** 347-***-**** https://www.linkedin.com/in/wenqingch

EDUCATION

NEW YORK UNIVERSITY, TANDON SCHOOL OF ENGINEERING Brooklyn, NY Master of Science in Financial Engineering Expected 05/21 GPA: 3.8/4.0

GUANGXI UNIVERSITY Nanning, Guangxi, China

Bachelor of Science in Mathematics and Applied Mathematics GPA: 4.1/5.0

06/19

PROGRAMMING & TECHNICAL SKILLS

• Skills: MATLAB, C++, Python, R, SQL, Advanced Excel (VBA) COURSEWORK HIGHLIGHTS

• Mathematics & Statistics: Advanced Algebra, Quantitative Methods in Finance, Stochastic Calculus.

• Programming: Algorithmic Portfolio Management, Machine Learning in Financial Engineering, Financial Computing.

• Finance and Economics: Financial Risk Management, Valuation for Financial Engineering, Static and Dynamic Hedging. EXPERIENCE

LIBERTY INSURANCE, Chaoyang, Beijing 07/18 - 08/18 Intern, Actuary

• Created weekly value-added tax monitoring reports using VBA based on original data from all over China.

• Analyzed data convergence of cases involved in casualties, classified cases into different claim levels and evaluated the probability as well as amount of claim with Analytic Hierarchy Process and Monte Carlo Simulation.

• Wrote SQL queries to fulfill initial data cleaning, classification and summarizing, checked key-performance indicator report to see the company’s profit and loss overall and in different aspect for past quarter. HUAFU SECURITIES, Taizhou, Zhejiang 07/17

Intern, Marketing

• Analyzed behavior of several portfolios constructed by the company with R, visualized the prediction and made report in weekly meeting, considering the expected moving trend and volatility of portfolios.

• Communicated with and recorded information for local clients, informing them of their intended investments’ current performance and potential future risks.

• Participated in test and optimization of Huafu’s mobile app, considering customers’ user experience, different functions of Huafu’s mobile app, easy access to create and log in an account as well as account security. RESEARCH / ACADEMIC PROJECTS / FINANCIAL MODELLING NYU TANDON SCHOOL OF ENGINEERING, Brooklyn, NY 06/20 - 08/20 Portfolio Construction with Artificial Intelligence Genetic Algorithm, Song Tang

• Select 10 stocks from S&P 500 constituents for an investment portfolio with genetic algorithm using C++.

• Download data from EOD Historical in Json format with libcurl, use SQL for data storage and stock daily return calculation, then use Rolette Wheel Selection to select parents, perform crossover and mutation to generate new generations.

• The portfolios obtained successfully outperform the market with Sharpe ratio around 0.09 and volatility around 0.008 on a daily basis, all portfolios guaranteed positive returns during July 2020. NYU TANDON SCHOOL OF ENGINEERING, Brooklyn, NY

Predicting the Return of AAPL Stock with Python, Kenneth Perry 05/20

• Apply machine learning skills and build neural networks, reconstruct original features with Principal Component Analysis.

• Use Long Short-Term Memory pipeline with different combinations of parameters to see which has better in-sample performance.

• The model performs the best has an in-sample loss of 0.01, out of sample plot has shown the model did successfully predict the moving trend of the stock return.

HONORS / AWARDS / COMPETITIONS

• NYU Scholarship, 2019 - 2020

• Mathematical Contest in Modeling, Honorable Mention, 2018

• National 3D Innovative Design Competition, The Second Prize, 2017

• Chinese College Students Math Competition, The Second Prize in Guangxi Province, 2017 EXTRACURRICULAR ACTIVITIES

• NYU Tandon School of Engineering Financial and Risk Engineering Department, Teaching Assistant, 2020

• China-ASEAN Exposition, Translation volunteer for the Guangxi Bureau of Reclamation, 2017

• League Committee Office of Mathematic and Information College of Guangxi University, Deputy Director, 2016 - 2017

Contact this candidate