Management Project

Education

< Columbia University, Department of Statistics

New York, USA

Master of Arts in Statistics, GPA:3.6/4.0, Skilled in C++, VBA,

Python, Matlab, SAS, SQL Database 12. 2011

< Zhejiang University(ZJU), School of Economics & Chu Kochen Honors

College (3% Admission Rate) Hangzhou, China

Bachelor of Science in Economics; Major in Finance & Banking, GPA:

3.7/4.0 6. 2010

Minor in Public Administration

Relevant Courses

Mathematics & Programming

C++ & Matlab Programming, Analysis of Algorithms, Time Series Analysis,

Numerical Methods, Stochastic Process

Machine Learning and Data Mining, Neural Networks, Linear and Nonlinear

Regression, Bayesian Inference, Probability Models

Statistical Methods in Finance (GARCH, PCA, Copulas, Genetic Algorithm,

Simulation), Stochastic Methods in Finance

Finance

Corporate Finance, Econometrics, Foreign Currencies, Math Methods in

Finance (ODE, PDE, Fourier Transform, Complex Analysis)

Stochastic Finance (Brownian Motion, Ito Calculus, CAPM, Fixed Income,

Option Pricing, BS Model, The Greeks, Currency, etc)

Economics, Investment (Asset Allocation), Quantitative Methods in

Investment Management (VaR, Strategies, VBA Programming)

Work

Black Onyx Capital

New York, USA

Quantitative Research and Risk Management

10. 2011 - Now

< Support traders on the Excel tools of commodity and equity trading and

help to construct the automated trading system

< Construct various models(GARCH, Neural Networks) for returns and

volatilities of ETF indexes using Matlab, VBA and R

< Process SQL Database management and accomplish the backtest coding on

some trading strategies by using Matlab and Python

Columbia Business Schoool

New York, USA

Research Assistant, 'Carbon Trading Strategy Research'

7. 2011 - 9. 2011

< Collected and processed the fundamental financial data of 600 European

companies from Bloomberg and Worldscope Database

< Proactively engaged in the preliminary design and finalized data

analysis model using QDA Miner and Stata

< Coded and updated the data based on questionnaire from Carbon Disclosure

Project Website into an Excel format with VBA

CITIC Kington Securities

Jiaxing, China

Investment Advisory Division

7. 2009 - 9. 2009

< Performed research on Pharmaceutical Sector and focused on six

representative corporations in China Pharmaceutical Industry

< Provided advices for investors on some specific stocks from the degree

of fundamental analysis and technical analysis

< Conducted a statistical test about the validity of technical analysis by

using Excel VBA in China Stock Market

Project

Advanced Data Analysis, 'Measuring the extreme risk of market price'

Columbia University, New York

< Utilized various Extreme Value Theory from a bunch of theses to

calculate the potential extreme price daily return or loss

< Drew the conclusion that EVT can effectively measuring the risk of

extreme movement by coding in Matlab and R

< Undertook the analysis of the parameter sensitivity and came up with the

potential improvement of EVT application

Skills

< Stock Trading: Over 5 years' experience in stock market (about 10%

compounded annual growth), good at technical analysis

< Programming: Proficient in C++, VBA, Python, Matlab, SQL, SAS, Stata,

SPSS, Eviews, R

< Software: Linux, Microsoft Office Suite, Microsoft Visual Studio,

Photoshop, Bloomberg Terminal, Datastream

< Language: English (Fluent), Mandarin & Shanghainese (Native)

< Art: Chinese Calligraphy

Activities

Columbia Financial Investment Group, Basketball Team (Championship), School

Chorus (2nd Prize)

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