Software Engineer Assistant

Bo Shi

***B South Trenton Ave Email:*******@*****.***

Pittsburgh, PA 15221 Cell: 412-***-****

Education

PhD in Mathematics, expected Dec 2011 GPA: 3.99

University of Pittsburgh

Master in Mathematics, graduated May 2006 GPA: 3.78

University of Hawaii at Manoa

Master's thesis: "Normality" of the stock prices

Bachelor in Mathematics, graduated July 2002 GPA: 3.5

Beijing Jiaotong University, China

Core Courses: Math Finance I-IV, Financial Modeling, Financial Project, Applied Advanced Timing Series, Probabilities, Partial Differential Equations (PDE), Numerical Solutions to PDE, Numerical Analysis, Real Analysis, Complex Analysis, etc

Experiences

University of Pittsburgh Research Assistant 2007-2011

Conducted independent research on credit default model with randomness under structural model

Executed quantitative analysis for the structural models and intensity models with MATLAB and Monte-Carlo Simulation

Supported research on estimating and calibrating the parameters of the Black-Scholes Model to fit the credit spread curve.

Using C++ to implement the Binomial estimation of Option pricing

HSBC, China Internship/Global Markets 07/2010-09/2010

Conducted and Updated KYC (Know Your Customer) intranet profile in order to start/continue interbank business with HSBC’s counterparties

Evaluated and Analyzed HSBC’s counterparties’ operation based on financial reports and Moody’s risk advisory spreading

Proposed credit risk reports including credit initiating and credit increasing in order for approvals from CRM in shanghai and CRF in London

Lenovo, China Software Engineer 07/2002-07/2004

Developed new online Tax-Claim system with JAVA and ORACLE for Jiangxi, Xiamen, Neimenggu and other places

Debug and diagnosed the bugs in the algorithm dealing with the tax calculations

Designed intranet management web service using JSP and JAVA Script for local Tax Bureau

Honors

President of Chinese Students and Scholars Association in University of Hawaii

Second Prize Award, College Mathematical Modeling

Computer Skills:

Programming: MATLAB, Java, C/C++

Statistics: R

Others: MS Offices

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