Master of Financial Math/CFA L1/FRM Holder /SAS Certified Programmer

Mimi Liu

** ******** *****, ******, ** *****

201-***-**** (c)

*****.***@*****.***

OBJECTIVE

To secure a position in Quantitative Finance / Risk Management that can utilize my knowledge and skills in quantitative analysis and modeling. (Willing to start with a non-paid internship).

PROFILE

• Solid knowledge in financial mathematics and quantitative risk analysis, expertise in computer programming, technical and detail oriented. (Certified SAS programmer, CFA L1, FRM Holder)

• Intelligent quick-learner and effective team-player.

• Dynamic and energetic hard worker.

• Excellent speaking/written English, native Mandarin.

EDUCATION

Master of Financial Mathematics/Financial Engineering, 2008-2010

North Carolina State University, Raleigh, NC, United States GPA: 3.93/4.00 Rank 1st/21

• Mathematics and Statistics: Martingale theory, Numerical solution of differential equations (ODE/PDEs), Probability and Stochastic process, Statistical inference, Applied time series (time domain and frequency domain);

• Economics and Finance: Capital investment economic analysis, Econometrics, Corporate finance, Asset pricing, Financial mathematics;

• Risk Analysis: Value at Risk (VaR) models, Market risk analytics, Credit risk analysis, P&L, Greeks, Stress-testing, Regression analysis;

• Computational Modeling Projects: Monte Carlo simulation and Numerical PDE methods; Price modeling for vanilla and exotic options (Chooser option, Barrier option, Bermudan option); Bond pricing with CIR model; Time series forecasting using ARIMA model; Volatility analysis using ARCH and GARCH model; Principal components analysis of foreign exchange rates time series; Multivariate GARCH analysis of conditional return and volatility spillover.

Bachelor Degree in Electrical Engineering, 2000-2004

Huazhong University of Science & Technology, Wuhan, China

WORK EXPERIENCE

Research Data Analyst (01/2005–05/2008) SUNY at Buffalo, NY, United States

• Analyzed the high throughput biological data with Origin and MS Excel. Successfully and independently proposed a novel model to simulate a biology system using Matlab.

• Analyzed genetic data using Perl and S-plus/R.

Research Engineer (07/2004–01/2005) Accelink Technologies Co., Ltd, Wuhan, China

• Independently designed a novel optical electrical regulatory module, which is in production and making profits.

PROFESSIONAL SOCIETIES

• Financial Risk Manager Holder (Passed 2009 FRM Exam Full);

• Passed CFA Level I Exam, 2009;

• SAS Certified Base Programmer for SAS 9.

TECHNICAL EXPERTISES

• Programming languages: C/C++, Matlab, Perl

• Modeling and analysis tools: SAS, Excel VBA, S-plus/R

• MS Windows, MS Word, MS PowerPoint, LaTeX

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