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We are pleased you are considering candidates from our Master of Science in Financial Engineering
Program at the University of Illinois. The resumes in this book are of students graduating in December
2019. These students will be available for internships as of May 15, 2019 and full-time positions after
December 20, 2019.
The University of Illinois’ MSFE degree is a three-semester program offered by the Departments of
Finance and Industrial and Enterprise Systems Engineering at the Urbana-Champaign campus. The
curriculum is drawn from topics in finance, stochastic modeling, optimization, computational methods,
and applied experience.
A key part of the MSFE Program is the Practicum course, which is based on real-world projects provided
by industry partners. In this course, teams of students will work on projects or problems posed by or
developed in cooperation with an industry partner. Several of the students represented in this book
have taken part in an early Practicum this spring or are currently working on a Practicum.
We look forward to working with you as you consider candidates from our program.
Please contact us if you would like additional information about the MSFE Program.
Sincerely,
Morton N. Lane, Ph.D. Emily Ziegler
Director Senior Associate Director
Masters of Science in Financial Engineering Master of Science in Financial Engineering
College of Business | College of Engineering College of Business | College of Engineering
University of Illinois at Urbana-Champaign University of Illinois at Urbana-Champaign
Phone: 217-333-3430 Phone: 217-300-5603
Email: [email protected] Email: [email protected]
www.msfe.illinois.edu www.msfe.illinois.edu
HAICHAO BO 1517 E. Florida Ave, Apt.203C Urbana, IL 61802 (217) 721-3170 [email protected]
EDUCATION
UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Master of Science in Financial Engineering, December 2019 GPA: X.X/4.0
SCHOOL OF EECS, PEKING UNIVERSITY Beijing, China Bachelor of Science in Computer Science, July 2017 GPA: 3.0/4.0
NATIONAL SCHOOL OF DEVELOPMENT (NSD), PEKING UNIVERSITY Beijing, China Double Major in Computer Science, July 2017 GPA: 3.5/4.0 Scholarship of CF40-RoadKing for Internet Finance in 2016
PROFESSIONAL & RESEARCH EXPERIENCE
SHENZHEN STOCK EXCHANGE Shenzhen, China Quantitative Researcher Intern August 2017 – March 2018
Downloaded comments from stock forums on the Internet using Internet worm program, transformed these comments into words with word segmentation program
Constructed investor sentiment Index by giving marks to every word to represent investors’ attitude to stocks
Examined the relationship between Investor Sentiment Index and stock performance, concluded that Investor Sentiment Index is significantly related to stock price change
RENMIN UNIVERSITY OF CHINA Beijing, China Quantitative Research Assistant March 2017 – June 2017
Conducted discussion of research publications about pair trading and realized trading methods utilized in these publications
Developed back testing program using Python coding, optimized trading methods and increase the revenue by 5%
JINHU QUANTITATIVE CORPORATION Beijing, China Quantitative Researcher Intern September 2016 – February 2017
Analyzed trading data from WIND platform and discovered trading signals in stock market
Constructed neural network model with factors that shows significant influence to predict trading signals
SKILLS
Language: Native speaker of Mandarin, fluent in English, fair in Japanese Technical: Proficient in C++ and Python, skilled in Stata and Matlab
ACTIVITIES/LEADERSHIP
Teaching Assistant, National School of Development, Peking University, Sep. 2016–Dec. 2016 Research Assistant, Theoretical Basis of Healthy China, Peking University, Mar. 2016–Jun. 2016
Biao BF Feng 305 E Green Street, Apt.009 Urbana, IL, 61820 (217)305-0521 [email protected]
EDUCATION
UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Master of Science in Financial Engineering, August 2018 GPA:0.00/4.00 Indiana University Bloomington Bloomington, IN Bachelor of Science, Applied Mathematics, December 2017 GPA:3.25/4.00 EXPERIENCE
JoinQuant Beijing, China Data Testing Internship, Technique Department May 2018-August 2018
Used requests and re module to crawl the list of public and private fund companies in China.
Compared the future data inside the local SSDB database with the crawled future data from the four China Futures Exchange to find the difference.
Used hgetall, hscan linux commands to retrieve data from SSDB database.
Wrote the python script relying on pandas module and then use it to fix missing values and exception values.
Indiana University Bloomington Bloomington, IN Undergraduate Grading Internship August 2017-November 2017
Helped a professor to proctor 2 math exams and organize exam sheets after exams.
Gave math students advice to help them finish the homework to increase their understanding in office hour.
Cloud Hand Trading Beijing, China Analysis Intern May 2017 – July 2017
Collected data in MT4 and used the data to calculate rate of return by writing python script.
Searched and sorted economic news to post them on company website.
Communicated with traders and shared their trading ideas to other traders on the blog.
Learned foreign exchange and used MT4 demo account to trade. Self Employed Stock Trader Bloomington, IN Member October 2016 – Jan 2017
Understood basic knowledge about stock trading.
Used two hundred dollars to traded stocks in Scottrade account, like Macy’s and Nike inc, in Scottrade account, and earn 10 percent profit.
SKILLS
Language: Native speaker of Chinese, fluent in English Technical: Proficiently use Microsoft Word, Excel, and PowerPoint. Skilled in Python and MATLAB. ACTIVITIES
Coordinator, Association of Chinese Student Scholarship, Confucius College, September 2014 – May 2015
QI GUO 1601 N LINCOLN AVE, Apt. # N-2031 • URBANA, IL 61801 • (XXX) XXX-XXXX • [email protected]
EDUCATION
UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Master of Science in Financial Engineering, Dec 2019
RENMIN UNIVERSITY OF CHINA Beijing, China Bachelor of Science in Finance, Jun 2018 Bachelor of Science in Mathematics, Jun 2018 Mathematical Contest in Modeling (MCM), Meritorious Prize Mathematical Contest in Modeling of Chinese Undergraduate (CUMCM), Second Prize Renmin University of China, Scholarship of Social Work and Volunteer Service 2016 College Innovation Experimental Projects, Beijing Metropolitan Funding
EXPERIENCE
DELOITTE CHINA Beijing, China Intern, Risk Advisory Dept. SEP 2017-FEB 2018
• Mercedes Benz Project: Collaborated with Thomson Reuters for business intelligence collection and analysis; generated risk management report on Benz franchisers in East China region; identified defects of risk assessment model and made several improvements.
• BMW Project: Conducted compliance investigation, risk assessment and management for new franchise applications; provided independent marketing advises to BMW.
GUOTAI JUNAN SECURITIES Beijing, China Intern, Department JUL 2017-SEP 2017
• Assisted the establishment and updates of company valuation models for 16 leading real estate companies; Analyzed RNAV, PE, EPS and other strategic investment data.
• Predicted development trend of China’s real estate industry through evaluating inventory level, market duration calculation and valuation with tools such as STATA and Python.
• Drafted industrial reports including Current Development of REITs in China and The Development and Influence of Chinese Real Estate Rental Market.
STATE DEVELOPMENT INVESTMENT CORP. Beijing, China Intern, Department JUL 2017-SEP 2017
• Led yields calculation for numerous Trust projects.
• Provided data evidence for investment decisions.
SKILLS
Language: Native speaker of mandarin, fluent in English Technical: Skilled in Microsoft Office, C++, Python, MATLAB, STATA, EViews, SPSS
ACTIVITIES/LEADERSHIP
Minister, Student Association Union, Renmin University of China, SEP 2015–SEP 2016 Project Manager, National Student Innovation Program, Beijing GOVT, SEP 2015–SEP 2016 Volunteer, The American University in Cairo, AIESEC, JAN 2016-FEB 2016
BINGJIE HAN
1601 N. Lincoln Ave. Urbana, IL 61801 (217) 550-1813 [email protected]
EDUCATION
UNIVERSITY OF ILLINOIS Urbana-Champaign, IL
Master of Science in Financial Engineering, Sep. 2018
SOUTH CHINA UNIVERSITY OF TECHNOLOGY Guangzhou, China
Bachelor of Finance, Jun. 2018 GPA: 3.9/4.0
Third-Class University Scholarship (Top 10-20 out of 135) in 2016
Second-Class University Scholarship (Top 5 out of 135) in 2015
INTERNSHIP EXPERIENCES
GF FUND MANAGEMENT CO., LTD. Guangzhou, China
Intern, Quantitative Investment Department Mar. 2018 – July 2018
Wrote 28 rotating investment strategies via Python and tested them with historical data of CSI300 and CIC500
resulting in 40% excess return and 15% max drawdown
Calculated Tracking Error of 20 ETFs and conducted MA-based smart Fixed Fund Investment (FFI) via Python and
Wind Finance API saving report-writing time by 60%
Analyzed returns of ETF-FFI products, P/E ratio, and capital scale to write weekly recommendation reports and
recommended products contributing to increasing department fund scale by 10%
Wrote 10 investment value reports on Military, Media, and Healthcare industry as reference for fund managers
ESSENCE SECURITIES CO., LTD. Guangzhou, China
Intern, Marketing Department July 2018 – Sep. 2018
Conducted more than 50 cold calls per week to encourage clients to purchase our asset management products
succeeding in 20% of them
Managed 18 interns to complete customer services and develop new clients, assigned daily tasks, and
conducted business instruction, contributing to introducing 3 large net worth customers
BOSHI SCIENCE AND TECHNOLOGY CO., LTD. Guangzhou, China
Intern, E-Commerce Department July 2016 – Sep. 2016
Established company’s website database including more than 500 research projects and results, as well as
approximately 180 experts’ information based on statistical analysis via Excel
PROJECT HIGHLIGHTS
Independently, Optimization of R-Breaker futures trading strategy based on GARCH model May 2017
Developed Python Program to attain 700 futures samples from Wind Finance API
Constructed GARCH model to predict the 30-day-circle volatility of rebar main contract, filtered the low-
volatility market to optimize R-Breaker strategy, and tested the σ-optimized R-Breaker strategy on Multicharts
Research Assistant, Research on Finance Openness Innovation and Risk Jan. 2017 – Mar. 2018
Prevention Strategy of Free-Trade Area in Guangdong Province
Assisted professor in sorting out financial innovation policies, extracted key points and build policy framework
based on comprehensive analysis of 22 Chinese FTA
Presented suggestions to formulation of financial policy and risk prevention in Guangdong FTA by comparative
analysis for improvement combining Guangdong’s location and trading situations
Design of China's Stock Market Sentiment Indicator Nov. 2016 – Dec. 2016
Created Sentiment Indicator using PCA method via MATLAB and performed Linear Regression on the most
influential PCA elements and China’s Stock Composite Index by SPSS based on Chinese Stock Market data
ACTIVITIES/LEADERSHIP
Vice Chairman, 8+Recuritment Association, South China University of Technology Nov. 2014 – May. 2016
Planned and organized 5 volunteer activities, competitions and trainings each year covering about 4000 persons
Led the daily operations of the association and cooperated with 3-4 other school organizations
SKILLS
Language: Native speaker of Mandarin, fluent in English
Skills: PYTHON, MATLAB, C++, EVIEWS, SPSS, MS Office
WENNING LI 1601 N. Lincoln Ave., Apt. 2031 • Urbana, IL 61801 • +1(217) 721-6766 • [email protected]
Education
University of Illinois- Urbana Champaign Aug. 2018—present Major: Financial Engineering Urbana, IL
Shanghai University of Finance and Economics (SUFE) Sep. 2014—Jun. 2018 Bachelor of Economics, Banking and International Finance, GPA 3.69/4.0 Shanghai, China
University of Cologne (Exchange Program for Outstanding Undergraduates) Mar. 2017—Jul. 2017 Major: Management, Economics & Social Sciences, GPA 1.14/5.0 (1.0 the best) Cologne, Germany
Professional Experiences
Zhongtai Securities Co., Ltd. & Guosheng Securities Co., Ltd. Sep. 2017—Aug. 2018 Research Analyst Intern, Non-metal Materials Industry Shanghai, China Conducted intensive research on 14 listed companies and their corresponding industries (including gypsum
board industry, ceramic industry, and etc.): estimated the market capacity and growth rate of the industry using data from Wind; built financial models with Excel to value the target company
Composed 6 in-depth research reports of over 10,000 words illustrating our recommendation logics and assumptions of evaluation: Beijing New Building Material Co., Ltd., Oriental Yuhong Co., Ltd., Kangxin New Materials Co., Ltd., and etc.
Wrote comments on company’s financial performances and current operating conditions based on annual reports and quarterly reports
Collected data and analyzed relationships between economic variables using regression or co-integration test with R and Excel (e.g. how exports and production of fiberglass are correlated)
Wrote daily and weekly reports, and updated database of cement, glass and fiberglass industry Nike (China) Sep. 2016—Jan. 2017
Intern, Financial Department Digital Team Shanghai, China Updated transaction details and cash reports: downloaded, imported, cleaned and transformed over 1000 data
each day with Excel; made vouchers accordingly Coordinated with other departments concerning manual refund through third-party payment platforms
Activities + Leadership
National Mathematical Modeling Competition Sep. 2017 Collaborated with 2 teammates in task pricing project: erased the outlier; conducted regression analysis to study
the pricing rules; simulated the task-choosing process of the members adopting clustering method Used R language to write the main modeling program and visualized the model by Matlab
International Volunteering Work at Nusa Penida, Indonesia Aug. 2016—Aug. 2016 Teaching English to about 20 kids; Building construction; gardening
Academic Department, Student Union of School of Finance, SUFE Sep. 2014—Jun. 2015 Organized and hosted campus-wide lectures on foundational financial knowledge with an audience of over 200
on multiple occasions Interviewed professors and industrial experts and wrote correspondence for the student union publication
Aerobics Team of SUFE Sep. 2014—Jun. 2018 First Prize in the National Cheerleading Competition (Shanghai, Jazz Group) Second Prize in the Shanghai College Student Sports Meeting (Set Routine, Apparatus Group)
Honors + Awards
Full scholarship of China Scholarship Council in the Exchange Program Oct. 2016 People’s Scholarship from SUFE: Third Prize, Second Prize Oct. 2015 & Oct. 2016 CITIC Scholarship for outstanding academic performance (5% in the grade class) Oct. 2016 Second Prize in Annual Mathematics Modeling Competition in SUFE May. 2016
Skills and Proficiency
Technical skills: R; Matlab; C++; Eviews; Wind; Bloomberg; Microsoft Office Qualifications: FRM Level 1 (Awarded by Global Association of Risk Professionals) CFA Level 1 (Awarded by CFA Institute)
Certificate of Accounting Professional (Issued by Ministry of Finance, P.R. China) Securities Qualification Certificate (Issued by Securities Association of China)
YUEZHI LI 302 E John St, 801 Champion, IL 61820 (312) 937-5055 [email protected]
EDUCATION
UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Master of Science in Financial Engineering, August 2018 GPA: X.X/4.0
UNDERGRADUATE INSTITUTION New Concord, OH Bachelor of Science, Mathematics, August 2014-May 2018 GPA: 3.89/4.0 Dean’s list Summa Cum Laude Annual Academic Award--Top Five Percent The Muskingum University Distinguished Scholar Award Doris Anderson Memorial Award in Humanities and Language James L. Smith Awards in Mathematics
EXPERIENCE
HUAAN Securities Lanzhou, China Intern, Department July 2017 – August 2018
Reviewed and updated documentation of policies, procedures, standards, and guidelines
Researched products market development financial product innovation trend
Evaluated applications and services for users by the institution
Assisted with HUAAN Mobile App.
Forcome Co., Ltd. Shanghai, China Marketing Assistant, Sales & Operation May 2016 – July 2016
Performed market research and analysis while utilizing databases to assist with product development
Created and edited marketing content for the catalog, website, and merchandise displays
Designed products displaying plan for marketing sale
SKILLS
Language: Native speaker of Chinese, fluent in English. Technical: C++
ACTIVITIES/LEADERSHIP
Vice President, Chinese Students & Scholars Association, Muskingum University, September 2016 – September 2017 President, Confucius Club, Muskingum University, September 2016 – September 2017
YI LIU 1010 W Green St • Urbana, IL 61801 • 3095338669 • [email protected]
EDUCATION
University of Illinois Urbana-Champaign, IL
MS of Financial Engineering 08/2018-05/2020
Concentration in Computational Science and Engineering 08/2018-05/2020
• Courses in Progress: Machine Learning, Statistics Methods in Finance (with R), Financial Computing (with
C++)
Illinois Wesleyan University Bloomington, IL
Bachelor of Arts, Major in Mathematics 08/2014-05/2018
Double Major in Financial Services 08/2014-05/2018
• Cum Laude. Math GPA: 3.95/4.00. Finance GPA: 3.78/4.00.
• Core Courses: Differential Equations, Real Analysis, Complex Analysis, Modern Algebra, Numerical
Analysis, Wavelet Analysis, Regression and Time Series Analysis (with R), Portfolio Management
EXPERIENCE
CITIC Securities Beijing, China
Intern, Investment Banking 06/2017-08/2017
• Participated in preparation for the IPO of Bank of Qingdao: Checked accuracy of information with Bank of
Qingdao’s clients
• Collected information of over 100 securities companies in Mainland China and arranged them in Excel to
compare historical P/B valuation patterns
• Helped with PowerPoint improvement for VP’s presentation
ACADEMIC PROJECTS
FIS409: Portfolio Management 01/2017-04/2017
• Conducted fundamental analysis on Boeing, Honeywell, and Lockheed Martin. Evaluated economic moats,
analyzed financial statements and ratios, and gave valuation using P/E, PEG, and DDM methods. Wrote 10-
page reports on each of the companies and presented recommendations to the IWU Board of Trustees.
SKILLS
Language: Mandarin (Native), English (Proficient)
Technical: R, Latex, Python, Mathematica
HONORS
• IWU Dean’s List: 6 out of 8 semesters
• Wesleyan’s Alumni Scholarship Recipient
Yue Liu 209 E University Ave. APT 225• Champaign, IL 61820 • (217) 361-6453 • [email protected]
EDUCATION
University of Illinois Urbana-Champaign, IL
Master of Science in Financial Engineering, Expected Dec 2019 GPA: XX/4.0
Bachelor of Science in Industrial Engineering (Economics and Finance Track), May 2018 GPA: 3.63/4.0
Awards: Dean’s List of Fall 2017, Spring 2017, and Fall 2015
Computational Science and Engineering Certificate
WORK EXPERIENCE
Black Wing Asset Management Co., Ltd. Beijing, China
Summer Intern, Asset Management Department July – August 2018
• Participated in determining the suitable financial products for corresponding customers and their assets using
concepts of multi-factor stock selection, Commodity Trading Advisor (CTA) strategy, and combined with
index futures for hedging.
• Incorporated Capital Asset Pricing Model in the process, helped determine the alpha values of the portfolios.
China International Futures Co., Ltd. (CIFCO) Beijing, China
Summer Intern, Trading Department May – June 2018
• Studied and analyzed past cases that incorporates different spreads and combinations, such as bull spread, bear
spread, strip, strap, straddle, etc., and evaluated their effectiveness.
• Helped prepare and participated in the 2018 Iron Ore International Trend Seminar.
China Merchants Bank (CMB) Beijing, China
Six Sigma Intern, Risk Management Department June – August 2017
• Participated in a Six Sigma project that evaluates how well the requirements are set for approving home loans.
• Led a team of three other interns on the project, in which we evaluated the effectiveness, risk, and profitability
of criteria set for approving loans based on the company’s historical loan data.
ACADEMIC EXPERIENCE
University of Illinois Urbana-Champaign, IL
Financial Engineering January – May 2018
• Using Python to analyze European options under the Black Scholes Model and American options under the
Binomial Model.
• Build an options pricing model based on the Binomial Model using given option style, underlying asset
price, strike price and risk-free interest rate, etc.
Senior Design Project January – May 2018
• Asked by Nokia U.S. to decrease the labor cost in the process of Value Stream Mapping (VSM)
Workshops, our group incorporated the concepts of Machine Learning and with the functionalities of Excel
Macros, we completed the requests.
• With technical help from Nokia, after analyses and predictions, we could see a 25% average decrease in
labor cost for past VSM workshops, thus not only guaranteed a much lower cost in future workshops, but
also reduced inefficient processes.
Simulation Project January – May 2017
• As a self-designed project, we decided to use simulation to predict the NBA Champion of 2017. our group
collected the event data of all participating teams from the past season and use these as base data to run the
simulation on Sigma.
• After thousands of runs, the simulation yielded a 43.4% winning probability for Golden State Warriors,
which was close to 69% given by authoritative websites.
SPECIALIZED SKILLS
Programming Languages: C++, Python, MATLAB
Software: Autodesk Inventor, Minitab, Microsoft Office
Languages: Chinese (native-fluent), English (fluent)
Certificate: Microsoft Office Expert Certificate, Lean Six Sigma Green Belt
JOSEPH J. LOSS 209 E. University Ave, Apt. 304 • Champaign, IL 61820 • (630) 470-5566 • [email protected]
EDUCATION
UNIVERSITY OF ILLINOIS Urbana-Champaign, IL
Master of Science in Financial Engineering – December 2019 GPA: 3.6/4.0
MIAMI UNIVERSITY OF OHIO Oxford, OH
Bachelor of Science in Finance – May 2016 GPA: 3.6/4.0
Minor in Information Systems Analytics
Cum Laude; awarded Redhawk Academic Excellence Scholarship (all terms)
JOHN D. DELIBOIS EUROPEAN CENTER – December 2015 Differdange, Luxembourg
Studied European business & culture through immersive 18-week study abroad
EXPERIENCE
KAPLAN INC. Chicago, IL
Classroom Instructor, ACT/SAT March 2018 – August 2018
• Coached three classes of +10 students through intensive 2-week “Test-Prep Bootcamps”
• Attained 9/10 performance rating and oversaw average student scores increase 25%
JPMORGANCHASE & CO. Chicago, IL
Financial Analyst, Commercial Banking July 2016 – September 2017
• Led monthly team meetings on national portfolio performance and risk exposure
• Utilized Essbase and Excel macros to streamline and automate 6 reporting processes
• Trained 2 Mumbai team members on ~8 monthly procedures and systems (outsourcing)
Intern, Asset Management Columbus, OH
• Collaborated with 4 interns in designing better diligence procedures May 2015 – August 2015
• Developed Excel models that efficiently classified +1,000 loans according to new collateral regulations
SELF-EMPLOYED
US Equity Options | Swing-Trading September 2015 – December 2017
• Managed personal portfolio of $10k in US equity options
• Focused on time and directional spreads (put calendars), with some swing-trading on vertical spreads
• Began testing C++ and Python API software to implement trading ideas (personal side project)
TECHNICAL SKILLS
• C++ Programming, Python (Machine Learning), RStudio (intermediate), SQL, Bloomberg Terminal
CERTIFICATIONS & RELEVANT COURSEWORK
FINANCIAL MODELING I & II Oxford, OH
• Training the Streets – Advanced Financial Modeling in Excel March 2015
• Adventis C.G. – M&A valuation and Leveraged-Buyout transactions September 2015
DERIVATIVES & FIXED INCOME Oxford, OH
• Placed Top 5 in all classroom simulations, (1st Place once) August 2015 – December 2015
• Constructed dynamic Excel models to price various option spreads and FI instruments
MERGERS & ACQUISITIONS CASE COMPETITIONS Oxford, OH
William Blair – Finalist | Delta Sigma Pi – 3rd Place September 2015 – December 2015
• Collaborated on 5-member team in advising clients on strategic/PE acquisitions and potential IPOs
• Analyzed cash flows, company comparables and preceding transactions to support target valuations
CHANGJIE MA 1905 N Lincoln Avenue • Urbana, IL61801 • [email protected]
EDUCATION___________________________________________________________________________ UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Master of Science in FINANCIAL ENGINEERING, August 2018 Sponsored by Chinese Scholarship Council
TSINGHUA UNIVERSITY Beijing, CHINA Bachelor of Engineering, Construction Management, July 2018 GPA: 3.56/4.00 Tsinghua University Academic Excellence Award
EXPERIENCE___________________________________________________________________________ HAITONG SECURITIES Beijing, CHINA Analyst, Stock Research Department September 2017–April 2018 • Developed buy and hold strategy of niche stocks and witnessed the later growth of 6% • Presented depth report and earnings forecast of listed companies and influenced the rating of stocks • Conducted reasoning and valuation for 2624.SZ and helped to reset the target price
TSINGHUA UNIVERSITY Beijing, CHINA Research Assistant, School of Economics and Management April–July 2017 • Integrated stock expected return forecasting models in literature with Behavioral Asset Pricing Theory • Established stock expected yield model using Random Forest and testified the hypothesis that Chinese investors’ behavior in A-share market can be explained by prospect theory • Conducted coding for back-testing environments and developed behavior-specified strategy
HUAXI SECURITIES Beijing, CHINA Intern, Investment Banking Department April–May 2017 • Assisted in conducting review and due diligence on target enterprises, compiled review materials and due diligence reports, and reported feedbacks and responses • Conducted industry research and analyzed industry development prospects • Participated in stock listing and road show
SKILLS________________________________________________________________________________ Language: Native speaker of Mandarin, proficient in English Technical: C++, Python, SPSS
LEADERSHIP___________________________________________________________________________ • President, Volunteer League, Tsinghua University School of Civil Engineering, March–December 2017 • Captain, Mathematical Contest in Modeling, Methodology of Improving the Passing Efficiency of Expressway Toll Stations, January 2017
Habeeb Afolabi Olawin (202) 594-5877
[email protected] 1601 N Lincoln Ave, Urbana, IL 61801
EDUCATION: University of Illinois Urbana-Champaign Master of Science – Financial Engineering Expected Graduation Date: December 2019 Drexel University, Philadelphia, PA Bachelor of Science – Computer Engineering and Electrical Engineering Graduated: June 2018 COURSES:
▪ Probability for Engineers Data Structures ▪ Signals and Systems Discrete Mathematics ▪ Advanced Programming for Engineers in Python and C Digital Logic Design
WORK HISTORY: Quality Assurance Engineer Dell Boomi Sep 2016 – Mar 2017
➢ Collaborated with a team of developers in an agile environment to produce quality releases for customers ➢ Developed test plans and test cases for different projects during testing phase using Boomi Atomsphere ➢ Built and maintained regression testing environment using Boomi Atomsphere ➢ Documented and communicated flaws encountered during product lifecycle to team members ➢ Designed automated tests for rapid and continuous validation of product changes using Boomi Atomsphere ➢ Tested, built and maintained regression for twitter connector ➢ Used Atomsphere API to keep track of newly installed atoms
Development and Integrations Services Intern PJM Interconnections Sep 2015 – Mar 2016
➢ Wrote a JSoup program using Java to help my team track weekly changes made for different web applications ➢ Scheduled and participated in the interview process of 15 interns ➢ Wrote basic JUnit tests for different web applications using Java ➢ Updated design documentation for all web applications used at PJM using DOCX
Smart Grid – Smart Meter Intern PECO Sep 2014 – Mar 2015
➢ Acquired data points around PECO territory to conduct radio frequency baseline study using a spectrum analyzer to determine territory bleed over
➢ Installed/Mounted first successful antenna for meters in other to generate better and more accurate readings from meters
➢ Made daily calls to other project managers to discuss projects at hand ➢ Administered a study on meters in homes to prove to customers the radio wave emissions from meters were
harmless to them HONORS AND AWARDS:
➢ Dean’s list, Drexel University ➢ STAR (Student Tackling Advanced Research) Scholar, Drexel University ➢ A.J. Drexel Scholarship, Drexel University ➢ Pennoni Honors College, Drexel University
ACTIVITIES/INVOLVEMENT:
➢ National Society of Black Engineers, Drexel University Fall 2013 – Spring 2018 ➢ Engineering Learning Community, Drexel University Fall 2013 – Spring 2018 ➢ Institute of Electrical and Electronics Engineers, Drexel University Fall 2013 – Spring 2018 ➢ Drexel African Student Association, Treasurer Fall 2013 – Spring 2018 ➢ Drexel Muslim Student Association Fall 2013 - Spring 2018
TECHNICAL SKILLS:
▪ Operating Systems: Windows, Linux, MAC OS X ▪ Programming Language: Python, C, MATLAB, VHDL, Java, HTML and CSS, Node Js ▪ CAD: Cadence, AutoCAD, Creo Parametric, MapInfo ▪ Tools: Acrobat pro, Eclipse, Visual Basics, NXT, AtomSphereAPI, AWS S3
HAOREN(RYAN)1517 E. Florida Ave.,Apt.203B•Urbana,IL61802•(312)610-2073•[email protected]
EDUCATION
UNIVERSITYOFILLINOIS Urbana-Champaign,ILMasterofScienceinFinancialEngineering,December2019 GPA:X.X/4.0
TSINGHUAUNIVERSITY Beijing,ChinaBachelorofScienceinBiologicalScience,July2017 GPA:3.88/4.0MinoredinBusinessAdministration
EXPERIENCE
Beijing Renaissance Era Investment Co., Ltd. Beijing,ChinaHighFrequencyTradingQuantitativeResearch,Intern December2017–June2018
• Analyzedmorethan15researchpapersoftopicsonorderbookdataandmodelling,andverifiedmodelsorideasonChinaCommodityFutureMarketfordiggingoutHFTalphainrealstrategy
• Parsed and evaluated the Light GBM Trees for real high frequency trading in C++,improvingthetimeefficiencybyapprox.100timescomparedwithnumbainPython
• Optimizedthetrade-offbetweendelta-riskandtransactioncostinre-hedgingmethodsusing Monte Carlo Simulation and parallel computing, giving the guideline for delta-hedginginrealtrade
• Back-tested191 factorsonhigh frequencydata inChinese commodity futuresmarketbasedonmulti-factormodel
Shanghai Mingxi Assets Management Co., Ltd. Beijing,ChinaCTAQuantitativeResearch,Intern July2017–September2017
• Performedout-of-sampleevaluationsonthetrend-followingstrategyinCTA,calibratedtheoptimalparametersandconductedthetestfora6mon–1moncycle
• Utilizedmultiprocessing inPython toaccelerate theback-testandemployedSVMandLogisticRegressiontooptimizethepairsoffuturesinthepair-tradingstrategy
• EmployedtheclassicalCTAintradaystrategies(HANS123andLow-orderPolyfitStrategy)andanalyzedthestrategyperformanceinthecommodityfuturesmarketinChina
Investment Banking Department, China Securities Co., Ltd. Shanghai,ChinaInvestmentBankingQuantitativeAnalyst,Intern January2017–March2017
• Programed to automatically split and classify the Q&A from CSRC using RegularExpression; the designed program organized the output into a classified and cleanformatusefulforfutureresearchpurposes
• Collected data from the WIND database regarding the Business Environment in IPOprospectus,andadditionallyconductedduediligencefor50franchisersofthecompany
SKILLS
Technical:Python,C++,R,Matlab,SQL,VBABehavioral:Teamwork,Self-driven,FastlearnerRelevantCourses:DataStructureandAlgorithms,Investments,TimeSeries,etc.
ADDITIONAL
BiologicalResearch:CoautheredtwopaperspublishedintheJournalofBiologicalChemistryandIUBMBLife,respectively,inProf.PengLi’sLab.ConducedhumantrialsinthethirdphaseofclinicalexperimentationforacandidatedruginProf.AlanR.Saltiel’sLab.Certifications:CFAlevelI(passed),FRMPartI(passed),20certificatedrelevantcoursesonCourseraandEdxincludingMachineLearning,DeepLearningandFinancialEngineering.
ZHANJIE SHEN 1601 N. Lincoln Ave. Urbana, 61801 (217) 305-0845 [email protected]
EDUCATION
UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Master of Science in Financial Engineering August 2018 - Present
BEIHANG UNIVERSITY Beijing, China Bachelor of Economics in Financial Engineering September 2014 – July 2018 Bachelor of Science in Mathematics and Applied Mathematics September 2015 – July 2018
UNIVERSITÉ LIBRE DE BRUXELLES, SOLVAY BUSINESS SCHOOL Brussels, Belgium Exchange Program September 2016 – January 2017
EXPERIENCE
INVESTORS BEHAVIORS IN FUTURES MARKET Beijing, China Member, BeiHang University July 2017 – April 2018
Established a database with over 40 billion rows in MySQL to analyze investors behavior
Investigated the motivations of investors’ trading behavior in futures market with multiple explanatory variables by Python
Built GARCH-VaR models to predict volatility of futures contracts for the subsequent period
Illegal Fund-raising Monitoring and Early Warning by Text Mining Beijing, China Member, BeiHang University June 2017 – May 2018
Participated in the study of illegal fund-raising cases and categorized the common patterns
Extracted terms from text dataset as the training example of computer to create personas and discriminant models with extracted features to identify the illegal behavior
FOUNDER SECURITIES CORPORATION LIMITED Beijing, China Intern, Credit Business Department July 2017 – August 2017
Assisted with credit investigation
Collected daily data of the underlying securities to detect abnormal volatility and analyze the credit risk
Wrote reports on securities’ negative events and reported monthly the fund flow to the People's Bank of China
BLOCKCHAIN WHITE PAPER Beijing, China Member, BeiHang University June 2017 – October 2017
Translated related reports into Chinese for records
Wrote reports about the contemporary application and patterns of Blockchain in points system HUMAN RIGHTS PROGRAM OF AIESEC Cairo, Egypt
International volunteer July 2015 – August 2015
Participated in the program of women right and held lectures twice a week for 6 weeks
Organized all the meetings of speakers, and negotiated time and place of presentation with the program office
SKILLS
Technical skills: MATLAB, C, R, Python, SPSS, Stata, EViews Certificate: National Computer Rank Examination Certificate of Level 2 of the C Programming Language
GUANHUA SUN (86)1368-358-7044, [email protected]
Daniels Hall 0611A 1010W.Green St. IL US
Education UNIVERSITY OF ILLINOIS, URBANNA-CHAMPIAGN Illinois, America
Master of Science in Financial Engineering, 08/2018-12/2019 GPA:-/4.0
TSINGHUA UNIVERSITY, SCHOOL OF ECONOMICS AND MANAGEMENT Beijing, China
Bachelors in Economics, Economics and Finance, 09/2014-07/2018 GPA: 85/100
Core courses: linear regression analysis, multivariate statistical analysis, time series analysis, real analysis, stochastic
mathematics, intermediate macroeconomics, intermediate microeconomics, investment theory
REUTLINGEN UNIVERSITY, ESB BUSSINESS SCHOOL Reutlingen, Germany
Exchange student, 09/2016-01/2017 GPA: 1.3/5 (1 for BEST)
Core Courses: financial engineering, international economics, international financial transactions.
Intern Experiences
CHINA CAPITIAL MANAGEMTN Co. Ltd Beijing, China
Intern, Direct Investment July 2017-August 2017
•• Sorted out 60+ investment events of Pre-IPO pharmaceutical enterprises for further due-diligence research
• Analyzed and summarized the future tech and market development of IVD products, finished related PPT reports.
• Predicted and reported on the future major development direction of a pharmaceutical enterprise, summarized its
investment strategy, short-term market and long-term interests.
MAXWEALTH FUND Co. Ltd Shanghai, China
Intern, Investment department July 2016-August 2016
•• Decomposed return of stocks chosen according to quantitative factors, developed a ranking method
independently and compared the rankings with enterprises in the same industry-group.
•• Read through 20+ research reports to assist in analyzing the profit model of military industry.
•• Collected data on influencers on stock prices by 10+ kinds of unpredictable and predictable events for further
decision-making. Showed that the influence of regular events on stock prices fade overtime.
Skills and Others
Language Skills: Chinese (native), English (fluent, TOEFL: 108, Oral: 23, GRE: 324)
Extra-curricular Activities
FINANCIAL ASSOCIATION OF TSINGHUA UNIVERSITY Beijing, China
Member of Secondary Market Department November 2014-June 2016
•• Investigated stock markets and specific stocks for investment practice, joined an investment competition and
gained over 15% in profits in 3 weeks ranking 3rd in the competition.
•• Participated in editing the “capital market weekly”, focusing on the past month’s index trend, analyzing
specific stocks and discussing the stock market during weekly meetings.
“Wan Lin Chuang Fu Cup”-The fifth industry research held by Tsinghua FATH Beijing, China
Team member May 2016
•• Joined the prophase investigation to determine certain company
•• Analyzed the financial model based on the company’s past 4 annual reports and 10+ research reports.
•• Predicted the company’s future performance and valued the stock using the PE method.
Yuxin Sun 1010 W University Avenue, Unit351A • Urbana Illinois 61801 • (612)562-1188 • [email protected]
EDUCATION
➢ University of Illinois-Urbana Champaign, Urbana, IL Expected December 2019 o Master of Science in Financial Engineering
➢ University of Minnesota-Twin Cities, Minneapolis, MN May 2018 o Bachelor of Arts: Mathematics -Actuarial Science Specialization o Bachelor of Science: Statistical Science o Minor: Finance and Risk Management Insurance, Carlson School of Management o Dean’s list: 2015 Fall, 2016 Spring, 2016 Fall, 2017 Spring, 2017 Fall
➢ Passing SOA Probability Exam and Financial Mathematics Exam, Completion of all VEEs
RELEVANT WORK EXPERIENCE
➢ Data Analyst Internship - MLC, Richfield, MN May 2017 - August 2017 o Assisted with all phases of program evaluation from agenda setting to design and implementation by using Excel and R. o Analyzed preliminary data and applied simulation to evaluate the performance of 13 employees. o Contributed to the design of survey of 50 fundamental & advanced questions and verified the accuracy of reported data. o Developed materials across written reports with data visualization for project manager, customers, and colleagues. o Collaborated with CLP Program director to undertake process and outcome evaluation to access CLP program performance
against CLP program objectives for quality improvement and decision making.
PROJECT HIGHLIGHTS
➢ Finance Projects: o Corporate: MCI Communication Corporation. In order to enhanced shareholders value, I suggest MCI to issue $2 billion in debt and
repurchase shares. Under this capital structure, ß decreased to 1.068 which is lower than the average industry ß 1.198, WACC decreased to 0.112 which is the lowest in comparison with other amount of debts and EPS after repurchasing is the highest 0.813.
o Corporate: California Pizza Kitchen. Under 4 recapitalization scenarios, assessed the effect of leverage on ROE and cost of capital; anticipated the share price, estimated the number of shares repurchase and evaluate the role of tax deductibility play in encouraging debt financing, and finally recommended to take 30% debt financing among the given 4 capital structures.
➢ Statistics Projects: o By communicating with researchers, we agreed to choose sample size of high school students with 80% power, 5% Type I error and
7% meaningful difference, then we stratified island to used two stage hierarchical sampling process and randomized students into 3 experimental groups with 2 covariates, and finally performed ANOVA test to conclude that there is no significant difference of consumption of healthy and unhealthy breakfast on comprehension test scores when compared to their baseline diets.
o Cleaned and explored 962 observations and 20 variables, 7 significant variables through PCA and Boosting were selected to predict “COCO” IMDb score via LLM, GAM, KNN, and Random Forest with finally 1.1 score’s difference in comparison with its true IMDb score.
o Classified location of Italian red wine by soil type through Linear/Quadratic Discrimination Analysis, Logistic Regression with Lasso Penalty, Binary Tree, Boosting and Random Forest, then choose the best model by comparing Cross Validation MSE, MSE,
MAE, AIC, R2, and ROC curve.
➢ Actuarial Project: o Compared expected present value of the out-of-pocket costs and premiums during expected lifetime of MNSure among users
with different frequency of smoking (0 pack, less than 1 pack, and more than 1 pack daily) from age 40 to 80 based on Mortality attributable to tobacco smoking.
OTHER EXPERIENCE
➢ Student Academic Support - University of Minnesota-Twin Cities January 2017 - August 2018
o Prepared customized lessons twice a week individually in order to create dynamic and interactive experience for 4 students.
o Collaborated with 2 instructors to ensure lesson materials are appropriate for different student's skill set. o Maintained and analyzed records of student performance.
➢ Recruitment and Enrollment Support Assistant - University of Minnesota-Twin Cities September 2017 - December 2017 o Supported event planning for 5 large recruitment and admission events.
o Assisted with data entry, management, analysis and visualization of the Enrollment Manager Platform via Excel and Tableau.
o Assisted with recruitment efforts: weekly student visits, design as well as implement surveys and evaluations for 5 events.
o Utilized the project management platform- Trello to organize projects and events.
o Drafted and edited content for outgoing marketing and communications materials via Google Event.
➢ National Olympic Committee assistant - Youth Olympic Games, China March 2014 - August 2014 o Collaborated with managers to display data of and set 61 days customized schedule for all 204 National Olympic Committees. o Got feedback from NOCs’ translators and evaluate the feedback to ensure committees’ satisfaction. o On-duty for emergencies including transportation disorder, visiting schedule, language barriers, and medical issues.
SKILLS
➢ Computing Skills: R/R-Studio, C++, Python, Java, Tableau, LaTex, MATLAB, STATA, Microsoft Office.
➢ Language Skills: Native Mandarin Chinese Speaker, Fluent in English.
ZHEN WANG 1601 E Florida Ave, Apt. 1615 Urbana, IL 61802 (217) 6938-234 [email protected]
EDUCATION
UNIVERSITY OF ILLINOIS AT URBANA-CHAMPAIGN Urbana-Champaign, IL Master of Science in Financial Engineering, Expected Aug. 2017
UNIVERSITY OF INTERNATIONAL BUSINESS AND ECONOMICS Beijing, China/ Sep. 2014-Jul. 2018 Bachelor of Economics: Financial Engineering (FRM) GPA: 3.61/4.0 Two Consecutive Second Class Scholarships (2015-2016)
WORKING EXPERIENCE
Tokeninsight Beijing, China Intern, Research Department May. 2018-Jul. 2018
Showed possible bitcoin price manipulation in 2017 through Hurst Exponents.
Conducted comprehensive researches on bitcoin mining, including block time and difficulty growth, the profitability of mining and methods to pick out dominant cryptocurrencies miners.
Completed two working papers on the topics above.
Ping An Group Beijing, China Intern, Research Department Jun. 2017-Oct. 2017
Participated in building an asset allocation strategy based on Black-Litterman model.
Explored and modified a multi-factor stock-picking strategy in Python.
ACADEMIC RESEARCH & PROJECT
The Study of Absolute GARCH model based on stock market data Mar. 2018
Coded the parameters estimation process of Absolute GARCH model in matlab.
Compared the log likelihood function and VaR prediction accuracy of GARCH model and Absolute GARCH model; confirmed the viability of Absolute GARCH model.
The Study of influence factors of corporate bonds spread Jan. 2018
Applied Merton model to iteratively deduce the volatility of bond issuers’ corporate value; calculated the theoretical spread, probability of default and Distance to Default of each bond.
Summarized credit rating and Distance to Default as significant factors by sorting and regression.
The Study of VaR of SHCI based on POT and HS Methodologies May 2017
Forecast VaR of stock returns using the volatility estimated by GARCH model and quantiles predicted by POT(Peaks Over Thresholds) method and HS(Historical Simulation) method.
Conducted likelihood-ratio test to compare the performance of these two methods.
Portfolio Pricing using Monte Carlo Simulation Apr. 2017
Applied GBM to estimate volatilities and expected returns of five stocks.
Generated correlated random trials using Cholesky Decomposition to estimate the portfolio price.
SKILLS
Language: Native speaker of Chinese, proficient in English. Technical: C++, Python, matlab, R, Excel VBA, SPSS, SQL, Excel
Yeo Doo Yoon 909 S. Fifth St. 0213A, Champaign, IL 61820 | (979) 422-4398 | [email protected]
Education
University of Illinois Urbana-Champaign, IL
Master of Science in Financial Engineering December 2019
Texas A&M University College Station, TX
Bachelor of Science in Applied Mathematical Sciences August 2018
Concentration in Actuarial Science Junior/Senior GPA: 3.69/4.00
Minor in Economics
Fall 2017 Dean’s List
Experience
Republic of Korea Army Special Warfare School Gyeonggi-do, Republic of Korea
Sergeant Parachute Rigger August 2014 – May 2016
- Managed maintenance and usage of over 3,000 parachutes - Served as a verbal interpreter for US forces trained in the military base - Trained new parachute riggers by teaching them the parachute maintenance
techniques
Skills
Language: native speaker of Korean, fluent in English
Technical: Microsoft Office - including PivotTables/Macros VBA, MATLAB, C/C++
Activities
Member, Aggie Actuaries, Texas A&M University August 2016 – May 2018
Certificates
Society of Actuaries Exam P/1 – Probability Society of Actuaries Exam FM/2 – Financial Mathematics VEE Economics VEE Applied Statistics VEE Corporate Finance
Xiaoyu(Sherry) YuanS308 E. Green Street • Champaign, IL 61820 • (217) 305-1937 • [email protected]
EDUCATION_____________________________________________________________________________________University of Illinois Urbana-Champaign, ILMaster of Science in Financial Engineering, GPA: X.X/4.0
Harbin Institute of Technology(HIT) Harbin, ChinaBachelor of Science, Architecture Jun. 2018 GPA: 3.7/4.0Relevant Coursework: MATLAB Language and Its Applications, C Language programming, C++Languageprogramming, Web Design, Probability Theory and Mathematical Statistics, Research Methods of Social Investigation
University of California, Los Angeles (UCLA) Los Angeles, CASummer School Aug. 2017-Sep. 2017 GPA: 4.0/4.0Relevant Coursework: Statistics Method in Finance, Principles and Practices in Leadership Management
Other Granted Coursework: Programming Foundations with JavaScript, HTML and CSS, Java Programming,Fundamentals of Quantitative Modeling, Introduction to Spreadsheets and Models, Modeling Risk and Realities
EXPERIENCE_____________________________________________________________________________________CCCC Highway Consultant Co., LTD Big Data Subsidy Beijing, ChinaIntern at Data Analysis Department Jan. 2016-Mar. 2016• Referred to data clearing methods, and wrote programs to clear data on the ground of different data properties and genres;• Developed more methods in cleaning quantities of bridge data, picking out false, repeated and useless data and capturingthe final clean data by using advanced computer language
DeYin Investment, Co., LTD. Shanghai, ChinaIntern at Investment Department Nov. 2017-Jan. 2018• Looked for unique strategies , improved the strategy model and made it suitable for the current market micro-structure;• Collected and updated market information of products, summarize and made recommendations and outlook for next week
ACDEMIC RESEARCH____________________________________________________________________________“Viscosity on Mars” Research for 2017 ICM Interdisciplinary Contest in Modeling , H Prize
“Image processing and machine learning and neural network integration” Research for 2017 Kaggle Competition:Carvana Image Masking Challenge
SKILLS__________________________________________________________________________________________Language: Chinese(Native), Fluent in English(TOEFL: 107/120,GRE:321/340)Technical: C/C++, R,Python, MATLAB
ACTIVITIES/LEADERSHIP________________________________________________________________________Leadership, various music related activities, HIT Oct. 2013-Jun. 2017• Organized and planned personal graduation concert• Set up HIT Day-dreaming Band and served as chief leader and singer• Hired by HIT Art Ensemble as manager and conducted work• Being Invited to perform in the 95th anniversary celebration activity
Head, Zhuren Volunteer Association, School of Construction, HIT Sep. 2015-Sep. 2016
Director,Screenwriter, ”Silence” Short Film Oct. 2016“Excellent Work Prize” in the semi-final of 2016 International Teenagers’ Short Film Competition
Zhenqin(Charles) Yuan519 East Green Street, Apt 1405 • Champaign, IL 61820 • (321)412-2048 • [email protected]
Education
University of Illinois at Urbana-Champaign Champaign, IL Decmber 2019Master in Financial Engineering
University of Illinois at Urbana-Champaign Champaign, IL May 2018B.S. in Physics Overall GPA: 3.87/4.00
Experience
University of Illinois at Urbana-Champaign, Physics Department Champaign, ILOnline Advisor May 2015 - Aug 2015
Selected as one of four online advisor to give advice to around twenty incoming physics major freshmenabout registration and course selection
Illinois Geometry Lab, University of Illinois Champaign, ILUndergraduate Researcher Sep 2017 - Dec 2017
Topic: Surfaces moving under Hamiltonian flows: Constructed and analyzed numerical models fora class of evolution equations that describe how surfaces move under Hamiltonian flows that encouragethe development of a rotational symmetry. Adopted forward time, backward time schemes (finitedifference) and spectral methods and checked convergence of solution under several initial conditions
Modern Physics Experiments , University of Illinois Champaign, ILUndergraduate Student June 2017 - Aug 2017
Superconductivity of Tin film: Superconductivity is a phenomenon where the material, in itssuperconducting state, would have zero resistance and perfect or close to perfect diamagnetism. Thetransition of the material from the material’s normal state to its superconducting state is observed
Alpha Particle Range: A solid state detector and 241Am alpha particles source were placed in achamber to measure the energy of alpha particle decay in different gases including air, helium, and argon
Pulsed Nuclear Magnetic Resonance: Spin-lattice and spin-spin relaxation time are measured usinga pulsed nuclear magnetic resonance (PNMR) spectrometer
Quantum Entanglement: Pairs of entangled photons were produced through spontaneous downconversion. A statistical correlation is calculated and violates Bell’s inequality. This result is consistentwith quantum mechanics, thus disproves hidden variable theories
Skills
Languages: Native speaker of Chinese, fluent in English, proficient in Korean
Computing Languages: Python, C++, Mathematica, Latex, Origin, Ms Office
Numerical Analysis: Linear System, Least Square approximation, Eigenvalue problem
Relevant Courses
Math: Calculus, Ordinary and Partial Differential Equations, Abstract linear algebra, Probability Theory,Real Analysis
Honor Courses: Multivariable Calculus, Honor Fundamental Mathematics, Honor Abstract Linear Algebra,Honor Real Analysis, Honors Topics in Mathematics
SIYANG ZHANG 1601 N. Lincoln Ave • Urbana, IL 61801 • (217) 305-1125 • [email protected]
EDUCATION
UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Master of Science in Financial Engineering, August 2018
Harbin Institute of Technology Heilongjiang, China Bachelor of Management Sciences, Financial Management, June. 2018 GPA: 3.7/4.0 2nd Prize, People’s Award Scholarship, H.I.T. May. 2017 2nd Prize, National English Competition for College Students September. 2015 2nd Prize, Student’s Academic Project Competition, H.I.T. September. 2015
EXPERIENCE
Ping An-UOB Fund Shenzhen, China Quantitative Analysis Intern, Research and Development Department January. 2018
• Applied financial data analysis and performed earnings & growth forecast • Conducted research on assets portfolio and designed trading strategy in R to build
insured portfolio and achieved delta hedging • Processed and visualized data of price movement with Python
Ping An Insurance Company of China Beijing, China Group Insurance Underwriter, Department of Group Insurance February. 2017
• Used Excel to calculate proportions and decided quotation ranges based on MIS data • Calculated insurance premiums and provided settlements of claims in Beijing Subway
Line 19 Bidding Project and Renewal quotation project for an automobile factory of Foton Daimler
SKILLS
Language: Native speaker of Mandarin, fluent in English Technical: STATA, Excel, R, Python, C++
ACTIVITIES/LEADERSHIP
President, Business Analytics Club, Harbin Institute of Technology, 2016-2017
ADDITIONAL
Society of Actuaries (SOA) Exam P: Passed
Zhaoning Zhang
Phone: 12176931722
1601 E Florida Ave, Urbana, IL 61802
E-mail: [email protected]
EDUCATION___________________________________________________________________________
UNIVERSITY OF ILLINOIS Urbana-Champaign, IL
Master of Science in Financial Engineering, Aug 2018 GPA: X.X/4.0
Tongji University (TJU) Shanghai, China
Bachelor, Science in Built Environment and Energy Engineering, Jul 2018 GPA: 89.85/100
National Endeavor Scholarship Oct 2016
Excellent Student at Tongji University Oct 2015
EXPERIENCE___________________________________________________________________________
Dongjian Li Daqing, China
China CITIC Bank Daqing Branch Jun 2017-Aug 2017
Intern
• Acquainted with bank operation, daily business as well as banking software
• Conducted financial analysis and credit rating by using information from firms’ financial statements
• Participated in the housing mortgage loan and personal consumption loan projects
Fuzhi Xu Daqing, China
Daqing Yilong Financing Guarantee Co., Ltd Jul 2016-Sep 2016
Intern
• Carried out financial data investigation and analysis
• Evaluated SMEs’ debt solvency by analyzing their profitability and growth prospects step
• Completed the survey of more than 20 companies and did a presentation with PPT to finish my report
SKILLS________________________________________________________________________________
Language: Native speaker of China, proficient in English
Technical: C, C++, Python, MATLAB
ACTIVITIES/LEADERSHIP______________________________ __________________________________
Alibaba Data Mining Competition May 2017
• Improved algorithms by integrating different algorithms together to get optimal results
• Won the Second Prize for this competition
The 3rd China Internet Plus Innovation and Entrepreneurship Competition Jun 2016
• Built a cloud platform in the form of webpages to collect data for professionals’ further study
• Monitored six different kinds of public buildings, recorded their air conditioning systems and
regulatory facilities
• Won the Second Prize for this competition
Tianhao Zhao
508 E University Ave, Apt. 239 • Champaign, IL 61820 • (570) 951-6222 • [email protected]
EDUCATION
UNIVERSITY OF ILLINOIS Urbana-Champaign, Illinois
Master of Science in Financial Engineering, December 2019
UNIVERSITY OF ILLINOIS Urbana-Champaign, Illinois
Bachelor of Science, Engineering Mechanics, May 2018 GPA: 3.24/4.0
INTERNSHIP AND RESEARCH
China Everbright Bank (Shanghai) Shanghai, China
Intern, Investment Banking Department June 2018 – August 2018
• Engaged in bond investments of Zhongli Group and GCL-Poly Energy Holdings Limited
• Assisted in the preparation of financial statements and reports for the evaluations of
companies
• Improved communication and collaboration skills during interactions with different
departments and companies
Professor Aimy Wissa’s Bio-inspired Adaptive Morphology Laboratory Urbana, Illinois
Independent Study at UIUC September 2017 – May 2018
• Built an ornithopter wing using Ripstop, carbon fiber rod, Dacron, and epoxy
• Designed one directional valves on the wing to reduce wing area of downward flapping
• Collaborated with graduate mentor and conducted a benchtop characterization with
different flapping frequency and collected the force data by LabView
• Analyzed the force data in Matlab and developed the relation between area reduction
ratio and net lift force
• Reported progresses and new findings in the lab meeting weekly
SANY America Inc. Peachtree City, Georgia
Mechanical Engineer Internship, Research Center July 2017 – August 2017
• Collaborated with Topcon, Trimble, and Moba for cooperation on Motor grader
• Hosted meetings with Trimble and Moba to discuss details of installation and to set the
timeline of cooperation
• Implemented research on 3D grader control devices
DELPHI ELECTRONICS (SUZHOU) CO., LTD Suzhou, China
Mechanical Engineer Internship, Research Center June 2015 – July 2015
• Designed three fixtures for Central console, DMTR control module and BCM (Body
control module) using CATIA
• Tested the force to push buttons using Starrett’s new force measurement systems
• Participated in the design of the central console of a classified model of Citroen
• Earned knowledge of raw materials, production processes, quality control, and costs by
interacting with the product supplier, factory technician, and senior engineer mentor
PROJECT EXPERIENCE
ME470 Mechanical Engineering Senior Design Urbana, IL
Hydraulic Bike Team January 2018 – May 2018
• Constructed a hydraulic bike with team
• Coordinated with external resources and internal team to keep in schedule
• Presented new progress and further development orientation to project supervisor weekly
ACTIVITIES/LEADERSHIP
iRobotics Club Urbana, IL
Projects Team and Junior Combotics Team August 2016 – May 2017
• Built a combat robot with team “Junior Combotics Team” and participated in 2018
Robobrawl annual combat robot competition
• Participated in the design and assembly of a robotic arm with team “Project”
SKILLS
Language: Native speaker of Chinese, fluent in English
Technical: C++, Python, Matlab, R, LaTeX, SolidWorks, CATIA, Creo Parametric, Microsoft
Office
ZEFANG ZHAO1010 W. Green St, Room 0406A Urbana, IL 61801 [email protected]
EDUCATION
UNIVERSITY OF ILLINOIS Urbana-Champaign, ILMaster of Science in Financial Engineering, Dec 2019
THE OHIO STATE UNIVERSITY Columbus, OHBachelor of Science in Computer Science & Engineering, May 2017 Dean List: Spring 2014
EXPERIENCE
GUANGFA SECURITIES Guangzhou, ChinaSummer Intern, OTC Market Department August 2017 – Oct 2017 Developed an option trading platform to help traders get relevant information (price, volume, Delta, Gamma) Studied various types of options in the OTC market and their usage Implemented an algorithmic trading strategy using Support Vector Machine and backtested using Zipline
SKILLS
Language: Native speaker of Mandarin, fluent in EnglishTechnical: machine learning, c, c++, java, python, R, matlab, javascript, sql, web development
PROJECTS
CUISINE MACHINE: CAPSTONE PROJECT COMPETITION Aug 2016 – Dec 2016 Designed a cognitive web-based kitchen assistant using IBM Watson API Provided many convenient services including recipes search, timer, unit conversion, and voice recognition Wrote back-end server, tested and trained IBM Watson Natural Language Classifier Won the award of “Best in Class” sponsored by IBM Watson
NBA TALENT SCOUT Aug 2016 – Dec 2016 Aimed to predict the prospects of NBA rookies Collected players’ match data during college and predicted their Player Efficiency Rating (PER) in NBA using
two algorithms: Support Vector Machine Regression and Least Square Regression
PART OF SPEECH TAGGING Jan 2016 – May 2016 Analyzed the part of speech of English words using Hidden Markov Model, Forward-Backward Algorithm and
Viterbi’s Algorithm
MINESWEEPER SOLVER Jan 2016 – May 2016 Developed an efficient algorithm to solve the Minesweeper game with high success rate
MOVIE REVIEW SENTIMENT ANALYSIS Jan 2016 – May 2016 Applied machine learning algorithm to analyze the positive and negative aspects of IMDB movie reviews
CLOCK RENNERVATE Jan 2017 – May 2017 Designed a special Android alarm application which used popup mini games to wake up the user
Jingxia Zhu 610 E Springfield Ave, Champaign, IL 61820 • (814)254-7464 • [email protected]
EDUCATION University of Illinois at Urbana-Champaign Urbana, IL Master of Science in Financial Engineering December, 2019 University of Pittsburgh, College of Business Administration
Pittsburgh, PA
Bachelor of Science in Business Administration April, 2018 Major: Finance Minor: Computer Science GPA: 3.79/4.0 Major GPA: 4.0/4.0 Honors: Dean’s List
WORK EXPERIENCE BDO China-SHU LUN PAN Certified Public Accountants Audit Intern
Hangzhou, China July 2016
• Audited for financial statements of Shanghai Saiyang Group Corporation and Hangzhou Landscape Architecture Design Institute
• Assisted in the preparation of audit reports and management recommendation documents • Collaborated with two of other audit team members to review the income statement accounts • Reconciled the statements of revenues and expenses to ensure data accuracy using Excel • Organized and verified transactions in ledger accounts and accounting vouchers
China Securities Investment Banking Intern
Shanghai, China May 2016
• Worked in a team for public offering bond issuance for Jiangsu Huaxi Group Corporation, performed financial analysis, returns analysis, and asset valuations, and independently wrote an analysis report
• Evaluated the company’s financial performance from 1999 to 2016 using Excel, outlining that their debt-to-asset ratio kept dropping and reached the lowest of 45.9% in 2015
• Drafted prospectus, reviewed financial data, and liaised with stakeholders • Assisted in the bond yield setting process using Dutch Auction, aiming for an interest rate between 5.0% -
6.5%
University of Pittsburgh at Johnstown Introduction to Computer Programming Tutor
Johnstown, PA February 2014 – April 2014
• Tutored over students who enrolled in the Introduction to Computer Programming course with their class assignments and projects on a matching basis
EXTRACURRICULAR ACTIVITIES Phi Eta Sigma February 2014 – Present • Awarded as a life-time member in the honor society during freshmen year out of academic achievement University of Pittsburgh Math Club August 2015 – April 2018 • Attended weekly meetings for different talks on mathematics given by guest speakers G20 Volunteer Program China May 2016 – August 2016 • Distributed brochures, and taught illiterate adults to read and write, resulting in 100% literacy of participants
SKILLS Languages: Mandarin Chinse (Native), English (Fluent) Programming: R, Java, Visual Basic, C, and JavaScript Computer: Microsoft Excel, Photoshop
MS in Financial Engineering Program
(217) 333-3284
www.msfe.illinois.edu
3252 Digital Computer Lab
1304 W. Springfield Ave.
Urbana, IL 61801
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