ALBERT LEE

adl1vh@r.postjobfree.com 510-***-**** linkedin.com/in/albertlee0622es

EDUCATION

UNIVERSITY OF ILLINOIS AT URBANA-CHAMPAIGN

Master of Science in Computer Science, admitted student NEW YORK UNIVERSITY TANDON SCHOOL OF ENGINEERING

Master of Science in Financial Engineering, 3.85/4.0 GPA BOSTON UNIVERSITY QUESTROM SCHOOL OF BUSINESS

Bachelor of Science in Business Administration and Management, magna cum laude CHAMPAIGN, IL

EXPECTED: DEC 2022

BROOKLYN, NY

EXPECTED: MAY 2021

BOSTON, MA

SEPT 2014

PROFESSIONAL EXPERIENCE

NEW YORK UNIVERSITY TANDON SCHOOL OF ENGINEERING

Graduate Teaching Assistant

BROOKLYN, NY

SEPT 2020 – DEC 2020

Grade students’ projects for the course Econometrics and Time Series Analysis (FRE-GY6351) GRIFFISS INSTITUTE

Research Intern, Air Force Research Laboratory

ROME, NY (remote)

JUNE 2020 – DEC 2020

Implemented Neural Ordinary Differential Equations in Python based on award-winning research papers

Produced reports to share Python codes and references in adversarial machine learning with future interns VATECH AMERICA, INC.

Inventory Analyst

FORT LEE, NJ

APR 2015 – JAN 2018

Determined optimal level of on-hand inventory by collecting data and building regression models

Reconciled invoices, credit memos, and inventory records for periodic accounting reports

Contributed to the high-level design of the customer relationship management database system

Supervised team members and warehouse employees to maintain the customer service objectives

Set dealer/retail prices for parts based on markup pricing and price benchmarking ACADEMIC PROJECTS

Multi-Factor Trading Model Full Stack Application

Capstone Project, NYU Tandon School of Engineering (Python, HTML, CSS, JavaScript)

Built a trading platform using Flask for a client to introduce the multi-factor trading model, manually place orders to the market server, and perform algorithmic trading for 20 trading days

Constructed SQL database using SQLAlchemy to store historical stock price data and trading results

Developed a multi-factor trading model based on modern portfolio theory and quadratic optimization The Impact of Earnings Announcements on Stock Prices Team Project, Financial Computing, NYU Tandon School of Engineering (C++)

Implemented algorithms using C++ libcurl to retrieve historical stock data from Yahoo Finance

Developed algorithms to categorize stock symbols into groups based on quarterly earnings surprises and to perform a Monte Carlo simulation to approximate the average abnormal returns for each group

Implemented a method to plot average abnormal returns for each group using Gnuplot for analysis Time Series Analysis on Pair Trading Model

Team Project, Econometrics and Time Series Analysis, NYU Tandon School of Engineering (Python)

Implemented algorithms to select co-integrable pairs of stocks from the stock universe for a pair trading strategy SKILLS

Technical Training: Python, C++, SQL, MS Excel, C#, Visual Basic, R, Apache Spark, HTML, CSS, JavaScript Actuarial Exams (SOA): Probability, Financial Mathematics, Investment and Financial Markets Languages: English (fluent), Korean (fluent)

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