Jinglei (Jenny) Shen
*** **** ******, ********, ** 11220 646-***-**** *******@********.****.***
OBJECTIVE
To obtain an internship
EDUCATION
Polytechnic Institute of NYU Brooklyn, NY
M.S. Financial Engineering (expected-May 2011) GPA: 3.9/4.0
Mathematics: Stochastic Calculus, Black-Scholes model, Binomial tree, Risk-neutral Valuation, Econometrics
Asset Pricing and Finance: Fixed Income Securities and Interest Rate Derivative, Applied Derivative Pricing ,Financial Accounting, Corporate Finance
Risk Management: CAPM, Greeks, VAR, Mean-variance, GARCH volatility, Optimization
Foshan University Foshan, China
B.S. Finance (2005-2009) GPA: 3.8/4.0
Construction of financial crisis forecasting system paper
College investment competition (Guangdong province)
PROJECTS
2009 Financial Accounting Course Project
Analyzed last three years financial statements of a manufacturing company
Used financial analysis tools to perform cash flow, liquidity and profitability analyses
2009 Nelson-Siegel Model Course Project
Estimated the Nelson Siegel Model’s parameters using Ordinary Least Square Regression Optimization Method
Implemented the optimization on data from 2006 currency swaps
2009 Options Pricing Course Project
Priced European Binary Options (cash or nothing call/put options and asset or nothing call/put options) by using Black Scholes Model
Monte Carlo Simulation of Option Price in R and Excel
Priced the Binary options using Heaviside function. Compared prices obtained by two methods
2008 Project on College Tuition Price Modeling
Established income-cost equilibrium model to price college tuition fee
Used cost accounting method to analyze unit educational fee
Implemented model on data from 11 Chinese provinces using MATLAB. Extended the pricing model to different majors within Foshan University
EXPERIENCE
03/10- present Polytechnic Institute of NYU Brooklyn, NY
Administrative Assistant
Supervised front desk and informed students about tutoring and writing programs
Updated and maintained writing center schedule and data
Collaborated with writing consultants on “Conversation Cafe” program
Assisted professional staff with organizational projects
03/09-05/09 Standard Bank Zhuhai, China
Intern Financial Advisor
Assisted manager on providing financial plans for existing clients by assessing client assets, liabilities, cash flow, insurance coverage status and financial objectives
Analyzed investors’ risk preference and investment strategy using the Asset Allocation Model
Participated in trainings of financial markets and products platforms
Solicited new clients through telephone marketing (successfully developed seven clients in two months)
SKILLS
Programming Languages: C++, MATLAB, R
Other Software: MS Visual Studio .NET, EVIEWS, GAMS, Excel, Word, PowerPoint
Language: Mandarin (fluent), Cantonese (native)