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University of Chicago
Master of Financial Mathematics (Sept 2015 - June 2017)
Cumulative GPA: 3.7/4.0
Relevant coursework: Fixed Income Derivatives, Statistical Risk Management, Portfolio Theory, Regression Analysis and Quantitative Trading Strategy, Mathematical Foundation of Option Pricing, Stochastic Calculus, Numerical Method, Computing for Finance, Introduction to Finance and Market, etc.
BSc in Financial Mathematics (Aug 2013 - Aug 2015)
Cumulative GPA: 3.7/4.0
Relevant coursework: Macroeconomics, Business Finance, Mathematical Probability and Statistics, Ordinary Differential Equation, Computing Finance, Mechanical Fluid and Waves of Physics, etc.
Investment Banking Department (Internship) – City
- Worked with TMT sector team on a live private placement deal and a live FinTech IPO deal by creating and revising VIE re-structuring plan and conducting Due Diligence, contributing into prospectus revising, sorting Visual Data Room, helping to coordinate meetings with Clients, Lawyers and other JBRs.
- Researching and creating pitch-books on potential deals.
Investment Banking Department (Internship) – City
- Worked with M&A team on a live mining sector M&A deal by sorting and consolidating Visual Data Room, independently researching on reserve reports to further support company valuation.
- Worked with Financing team on a live debt Financing deal with deal size over 2 billion USD by credit memo revising, market news summary, comparable loans data running, similar privatization and M&A case analysis.
- Conducted independent research to build trading comparables and transaction comparables toward target company, analyzed key financial metrics to further construct company valuation model.
Fixed Income Department (Internship) – City
- Worked in team to develop European Option Pricing Model with Black Scholes, analyzed volatility factors, calibrate the model.
- Captured daily over-night big news by following and analyzing the market and presented to the team.
- Received exceptional evaluation and ranked as top two in performance check among all interns.
Financial Markets Department (Internship) – City
- Worked with team to design strategies to bid for large-size national debts based on marginal rate forecast.
- Helped senior trader to collect data and conduct data integration using Excel.
- A market neutral trading strategy enables profits regardless of market movement. Under the strategy, WTI - Crude Oil and Brent Crude, two highly correlated symbols are used to implement and generate the portfolio, appropriate legs are chosen to form spread on each symbol, spread of spread prices are calculated to determine entry/exit points on each price update.
Target Volatility Weight Allocation Strategy
- First forecaste the volatilities of a bond and 5 equity indexes(By using GARCH model and Exponential Moving Average to forecast the 13-week T-Bill return rate, which we used as the risk free rate), then allocate the weight in six assets by optimizing return with constraints and take positions accordingly. Our target volatility weight allocation strategy achieves a 143.31% return with a 15% annualized volatility target over a six year period, and obtained an overall Sharpe ratio of 1.27.
FinMath Trading Club
Co-founder (University of Chicago, 2015 - Present)
- Won the third place with own-built portfolio in three-round mock trading competition (equity, futures, and bond).
- Held weekly meetings to share opinions about the market and financial industry experience.
- Represented the club and won the second place in Texas-Hold'em tournament hosted by Booth Business School.
The BlackSwan Investment Group
Vice President (Ohio State University, 2013 - 2015)
- Conducted real-world business case studies and delivered presentation to the whole club.
- Worked with social team to invite alumni and faculty to share experience and discuss with financial industry.
Student Committee of Math Department
Chairman (Harbin Institute of Technology, 2011 - 2013)
- Led Student Committee of Math Department to organize academic seminars and annual event over 500 people.
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Resume Overview
School Attended
Job Titles Held:
- CICC
- ICBC International
- BNP Paribas
- Bank of China (Head Office)
Degrees
- Ohio State University
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