January 2012 to March 2012Monte Carlo Simulation in MATLAB － NY
Jump-Diffusion Modeling in Stochastic Calculus for Credit Risk, NY, U.S. 05/2012 Find out the defaultable bond price and the corresponding credit spread versus the maturity date by using Monte Carlo simulation and MATLAB programming Assume the write-down of a defaulted bond is a linear function of firm value upon default, and Black-Scholes frame holds Compute the price of Asian option and a Spread option on two assets, assume that two assets' prices are modeled a geometric Brownian motion in 2 dimensions Use the option on the geometric average as a control variate to reduce the variance of the simulation estimate for the Asian option on the arithmetic average Apply the variance reduction technique "importance sampling" to the Asian option on the arithmetic average.
Research Associate Intern February 2011 to March 2011Ping An Insurance (Group) Company of China, Ltd － Nanjing
Process the statistics of several datasets and basic daily data by R to investigate some information such as customers' preferences and feedbacks.
Categorize and input all the insurance records into computer database.
Bookbinding and label insurance documentations and files for the past two years.
Data analysis, documentation organization and categorization.
Lobby Manager Intern May 2010 to November 2010Bank of Communications － Nanjing
Learn the policy and procedures of personal loan and financial tools.
Read through case studies.
Assist clients with their transactions; make phone calls to inform clients about financial products* Learn and assist customer manager in daily work, document processing and dissemination, assist to complete the deals worth ¥50,000 within two weeks Distribute clients according to the business they attend, assist clients in their transactions such as online banking and financial consultation* Simulate trading value and volume model with MATLAB, give some theoretical reference Forecast stock price with Monte Carlo simulations by using MATLAB.
May 2013New York University Polytechnic School of Engine
Master of Science : Financial Engineering, 05/2013New York University Polytechnic School of Engine － New York City, NY U.S.
Pass SOA Exam P (Probability) and MFE (Models for Financial Economics) 11/2012, 07/2013
* Complete Bloomberg Essentials Training Programs in Foreign Exchange, Fixed Income, Equity, and Commodity Essentials : 01/2013NYU
Bachelor of Science : Mathematics International Finance, 07/2010Nanjing University － Nanjing, China
May 2013 Master of Science : Financial Engineering , 05/2013 Pass SOA Exam P (Probability) and MFE (Models for Financial Economics) 11/2012, 07/2013
* Complete Bloomberg Essentials Training Programs in Foreign Exchange, Fixed Income, Equity, and Commodity Essentials : 01/2013 Bachelor of Science : Mathematics International Finance , 07/2010
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