Assistant Engineer

Yiwen Jiang, Ph.D.

**** *. ******* ***., *******, IL 60616

*******@*****.*** 816-***-****

Education

Master in Mathematical Finance, Illinois Institute of Technology 5/2011

Relevant courses: Financial Mathematics, Risk Management, Monte Carlo Simulation, Fixed Income Modeling

Ph.D. in physics, Shanghai Jiaotong University 7/2008

Bachelor in Applied Physics, Shanghai Jiaotong University 7/2004

Professional Experience

Teaching Assistant for Prof. Jiong Sun 1/2010–5/2010

Teaching assistant for Operation System Design and Supply Chain Management

Research Assistant for Prof. Siva K. Balasubramanian 8/2009–12/2009

Work on a research for consulting firm about influence of demographics on grocery stores around Chicago area

Internship experience

Intern at China Business Network (CBN) Institute 8/2007–6/2008

• Prepared live excel spreadsheets that provided information pertaining to SSE and SZSE composite index

• Implemented automatic trading systems with excel and Matlab, based on technical analysis theories

• Analyzed firm values using WACC, DCF, EVA and relative valuation methods

Intern at China Asset Management Co., Ltd (Shanghai) 7/2006

• Collected daily equity data, maintained and updated business and technical documents of the equities

• Conducted fundamental equity analysis for buy/sell recommendations

Graduate Academic Projects

• Performed analysis on local volatility models and stochastic volatility models. Compared these two models, compiled codes and applied to real data.

• Priced Vanilla option and Exotic option, simulated single period models, multi-period models, option pricing and hedging, Risk Neutral Pricing in Matlab using Monte Carlo Simulation.

• Built convertible bond pricing model, options pricing, term structure fitting and interest rate derivative models.

• Constructed AR, MA, ARMA, ARCH models for S&P 500 time series data in Matlab and Excel, generated GARCH volatility together with neural network approach.

Skills

• CFA level I candidate

• Microsoft Certified Systems Engineer & Microsoft Certified Database Administrator

• Advanced C ++, Python, Matlab, Mathematica, SAS, R

Award

• Merit Scholarship from Stuart School of Business

• Founder's Scholarship for Leadership Excellence by the Asian American Chamber of Commerce

• LinYang scholarship for outstanding doctoral student

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