JI WU

adjyra@r.postjobfree.com 646-***-**** linkedin.com/in/JiWu-NYU/

EDUCATION

NEW YORK UNIVERSITY, TANDON SCHOOL OF ENGINEERING Brooklyn, NY Master of Science in Financial Engineering, GPA: 3.9/4.0 05/21 CENTRAL UNIVERSITY OF FINANCE AND ECONOMICS (CUFE) Beijing, China Bachelor of Arts in Financial Engineering, GPA: 90.5/100.0 06/19

PROGRAMMING / TECHNICAL SKILLS / CERTIFICATIONS

• Skills: Python, MATLAB, C++, R, Cypher (Neo4j), SQL, VBA, STATA, SAS, Bloomberg, Wind

• Certifications: Bloomberg Market Concepts, Global SAS Base, Securities Qualification Certificate (China) COURSEWORK HIGHLIGHTS

• Mathematics & Statistics: Probability Theory, Stochastic Processes in Finance, Quantitative methods in Finance, ODE

• Finance and Economics: Fixed Income Securities, Model Risk Management, Derivative Securities

• Programming: Machine Learning & NLP (Python), Financial Computing (C++), R in Finance, Algorithm Portfolio Management EXPERIENCE

CraniumUP, Reston, VA 06/20 – 12/20

Summer and Fall Intern, Data Science

• Completed link prediction of biopharma company via relationship mapping with graph database and Python

• Explored data on cronyism of players in biopharmaceutical industry with Bloomberg, Signals Analytics, NIH, etc.; and helped build a database for the prototype, Novavax Inc.

• Processed research data from different platforms with Snowflake (SQL); and built logistic model (accuracy of 92.5%) to distinguish between prominent and non-prominent targets within the oncology research space BANK OF AMERICA, QUANT WEALTH & INVESTMENT MANAGEMENT(QWIM) New York, NY 06/20 – 08/20 Industry Project for Capstone Credit: Portfolio Selection Under Systemic Risk

• Researched, analyzed, and implemented systemic risk measures for US financials, such as SRISK, CoVaR and MES

• Applied Conditional Sharpe Ratio (CoSR) with GARCH-Copula to optimize portfolios under systemic risk; benchmarked them against optimized SR and equally weighted portfolios

• Collaborated on result visualization and interactive dashboard depicting portfolio performance metrics through Python Dash; received feedback from the Quantitative Wealth & Investment Management (QWIM) to enhance the dashboard with R Shiny HUATAI SECURITIES, Guangdong, China 10/18 - 01/19

Fall Intern, Quantitative Research

• Constructed a strategy to identify state of stock market based on Hidden Markov Model (HMM), resulting in a 30% higher annual return and 18.4% lower volatility than China Securities Index 300

• Calculated daily VaR and CVaR of FX forward, option, bond and equity using Monte Carlo, Historical, and Variance-covariance methods with C++, back-tested the VaR model with different confidence levels

• Reduced workload of classifying 1,000 fund contracts by 80% using natural language processing RESEARCH

NYU, Tandon school of Engineering, Brooklyn, NY

Project: Mechanism of Systemic Risk Contagion (Adviser: James Adams, JP Morgan, Managing Director) 03/20 – 04/20

• Optimized the model of fire sale and price mediated contagion of banks (Greenwood, 2015), considering multiple rounds of contagion and the order of liquidity in asset sales (MATLAB)

• Verified the model with Chinese banking data from 2009-2019, accurately recognizing the two big shocks in the banking system; observed the prisoner’s dilemma during an asset fire sale. CUFE, School of Finance, Beijing, China

Project: China’s banking systemic risk (Yi Fang, Professor, CUFE) 06/17 - 06/19

• Combined non-core liabilities and tail dependence model together to construct Chinese banking systemic risk indicator, effective in capturing impacts of shocks, reflecting feature of size, and excluding noise information

• Completed a 30-page paper published on Journal of World Economy, ranked 3rd journals (CNKI) on Economics in China HONORS / COMPETITIONS/ EXTRACURRICULAR ACTIVITIES

• Teaching Assistant for Derivative Strategies in Financial Risk Management, 2021

• 2019 US University Trading Challenge, 3rd Prize among 50 teams

• CUFE Go Chess (WeiQi) Club, President, 2017

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