Da Che Bendheim Center for Finance, Princeton University, Princeton, NJ, 08544 | dche@princeton.edu | (+1) 215-485-0662

EDUCATION Princeton University Princeton, NJ Master of Finance (Candidate) May. 2019 ● GPA: 3.9/4.0 ● Coursework: Financial Econometrics, Fundamentals of Machine Learning, Monte Carlo Simulation, Computational Finance in C++, Portfolio Theory

and Asset Management, Quantitative Data Analysis in Finance, Asset Pricing, High Frequency Markets: Models and Data Analysis

University of Pennsylvania Philadelphia, PA B.A. in Mathematics & BSc. in Economics (Finance Concentration) May. 2013 ● Math Major GPA: 3.9/4.0 | Finance Major GPA: 3.8/4.0 | Cumulative GPA: 3.7/4.0 ● Honors: Dean’s List, Magna Cum Laude, Beta Gamma Sigma Society ● Coursework: Honors Monetary & Global Economics, Financial Engineering, Fixed Income Securities, Financial Derivatives, Math Modeling Applied

in Finance, Mathematical Statistics, Advanced Probability, Stochastic Processes, Abstract Algebra, Advanced Analysis, Partial Differential Equation

Tsinghua University Beijing

BSc. in Mathematics and Physics (Candidate through early admission, reapplied to University of Pennsylvania) Jun. 2009

Awards: Silver Medal in Chinese Mathematic Olympiad 2007 (top 0.0001% in China)

First Class Prize in National High School Mathematics Competition 2007 and 2006 (top 0.001% in China) WORK EXPERIENCE Quantedge Capital New York, NY

Quantitative Research Summer Intern May. 2018 - Aug. 2018 ● Conducted in-depth research and statistical robustness check on calendar effects on equity futures across 27 markets and indices. Built 3

different market-timing strategies to capture the calendar effect profits and beat the buy-and-hold strategy in multiple risk and return measurements. Extended the analysis and strategies to bond futures and other instruments

● Devised 4 trading strategies including momentum, carry, term-structure, and cointegration pairs trading on 10 commodity names. Constructed these strategies into a diversified portfolio and achieved a significant risk-adjusted return on 50-year historical data

● Received top place in all portfolio trading and static/dynamic portfolio construction group projects

J.P. Morgan Investment Management Hong Kong

Quantitative Research Analyst, Emerging Market and Asia Pacific Equity, Behavioral Finance Team Oct. 2015 - Jul. 2017 ● Conducted quantitative research for portfolio managers on $10b assets across funds of distinctive styles (large-cap, small-cap, value, growth) ● Expanded existing investment philosophy by independently building in macro factors to improve portfolio performance and identify macro risks ● Transformed our fundamental analysts’ discretionary methodology into a systematic approach to predict companies’ expected return ● Initiated and participated in developing the first 130/30 long/short quantitative strategy in our Asia team ● Developed valuation spread measure by back-testing to analyze investment environment and favored portfolio style in different periods

J.P. Morgan Investment Management New York, NY Analyst, US Equity, Large Cap Core Team Jul. 2013 - Sep. 2015 ● Worked for senior portfolio managers on $26b 130/30 long/short assets and $34b long-only assets across 6 strategies ● Constructed portfolio comparison model which is used by senior portfolio managers for investment decisions on daily basis ● Developed 16 portfolio management spreadsheets through VBA, efficiently saved the work time and erased pressure on co-workers ● Built and maintained macroeconomics database on monthly basis, which portfolio managers used as a picture of broad economic environment ● Managed client flow investment/withdrawal, futures, transitions, portfolio rebalances, and syndicate activities from front office perspectives

ACTIVITIES Effective Altruism Investments (EAI) Princeton, NJ Co-head of Quantitative Strategy Sep. 2017 - May. 2019 ● Initiated and built the risk-premia strategies in U.S. small and mid-cap stock market ● Worked with fundamental strategy team and developed a quantamental investment algorithm

SKILLS & INTERESTS Personal Account: Actively managed personal stock account for 8 years, covering both U.S. and Asia stock; Blockchain investor Language Skills: English (fluent), Mandarin (native) Technical Skills: Programming (C++, Python, Mathematica, Matlab, VBA, SQL, Pascal); Research tools (Bloomberg, Reuters, Factset) Interests: Poker, Dota2 (ranked top 200 North America), Sports (endurance running, golf, soccer, basketball, table tennis), Reading

Emre Oezkan 144 Patton Ave, Princeton, NJ 08540 | C: +1(347) 265-9188 | eoezkan@princeton.edu

EDUCATION

Princeton University | Princeton (NJ) 08/2018 – 06/2019 Master in Finance - One-Year Track, Class of 2019

Coursework: Asset Pricing I, Statistical Analysis of Financial Data, Machine Learning & Pattern Recognition, Computational

Finance in C++, Institutional Finance & Trading

Standardized Tests: GRE (Quant: 167/170, Verbal: 159/170, Writing: 5.0/6.0), TOEFL (114/120)

University of Munster | Munster, Germany 10/2014 – 09/2017 Bachelor of Science in Mathematics, GPA: 4.00

Honors: Summa cum laude, ranked top 1% of students of Mathematics, McKinsey’s talent program participant, recipient of

highly competitive “Scholarship of Germany”, DAAD Scholarship recipient

Coursework: Calculus I-III, Linear Algebra I & II, Numerical Linear Algebra, Statistics, Probability Theory, Seminar in

Martingale Theory, Bachelor Thesis in Option Pricing & Pricing Algorithms

University of California San Diego | San Diego 01/2017 – 04/2017

Study Abroad Program in Mathematics and Economics, term GPA: 4.00

Coursework: Partial Differential Equations, Mathematics in Finance, (Statistical) Marketing

WORK EXPERIENCE

PlusPlus Capital Management | New York 10/2018 – present

Quant Research Intern – Data Science and Trading Strategies

PlusPlus Capital Management is a quantitative hedge fund that trades futures and options on futures on various assets classes

Assist portfolio managers with data analysis as well as development and backtesting of quantitative trading strategies

Developed algorithm in R to extract relevant information from hedge fund data base and analyze certain correlation structures

Credit Suisse | Frankfurt am Main, Germany 01/2018 – 04/2018

Investment Banking Intern – Mergers and Acquisitions (full time offer received)

Built financial models for valuation analyses (e.g. DCF analysis, SOTP, and transaction and trading multiples)

€6.1bn buy-side acquisition of a European healthcare technology business (aborted)

€8.0bn sell-side acquisition of a European oil & gas business in the context of antitrust requirements (ongoing)

HSBC | Duesseldorf, Germany 09/2017 – 12/2017

Investment Banking Intern – Leveraged & Acquisition Finance

Formulated list of several buy-side opportunities, prepared pitch books and market research

Developed term sheet for a leveraged loan transaction in the context of a $2bn cross-border acquisition (ongoing)

Deutsche Bank | Berlin, Germany 08/2016 – 12/2016

Quantitative Risk Management Intern – Credit Risk Analytics

Applied statistical techniques such as time series modeling, linear regression models and model validation on big data sets

Analyzed credit risk rating methodology for international sub-sovereigns by back-testing implied probabilities of default against

empirically observed default rates and estimated correlation between different rating criteria

Developed and implemented new validation approach to analyze complex stress testing models for Deutsche Bank’s Structured

Finance Products such as European RMBS and Credit Card ABS – became core analysis in overall validation process

RESEARCH

Bachelor Thesis – Pricing Algorithms for Derivatives in Discrete Time Market Models 06/2017 – 08/2017

Developed pricing algorithms for various discrete time market models (e.g. Trinomial Model) and analyzed convergence of discrete time market models against Black-Scholes Model using MATLAB

Proved convergence of sets of arbitrage free prices in the Trinomial Model against a specific interval of Black-Scholes prices

Graded with a perfect score of 1.0

Seminar Project – Locale Martingales and Doob's Martingale Inequality 04/2017 – 05/2017

Wrote seminar paper on specific topics in Martingale Theory and presented it to class and professors in a lecture format

Teaching Assistant in the Department of Mathematics at University of Munster 04/2017 – 07/2017

Held weekly discussion sessions for lecture Calculus II dealing with Metric Spaces, Multivariate Calculus and ODEs

SKILLS

Computer: Python, MATLAB, C++, R

Language: German (native)

Interests: Travelling, soccer, stand-up comedy, classical movies

Dennis B. Zhan 98 Hoyt St, 5E • Stamford, CT 06805

dennisbzhan@gmail.com • (630) 815-9849 • US Citizen

EDUCATION Princeton University Princeton, NJ Master in Finance, Data Science track Aug 2017 – June 2019 • Coursework: Machine Learning (PhD), Probability Theory (PhD), Asset Pricing, Statistical Analysis of Financial

Data, Financial Econometrics, Fairness in Machine Learning, Portfolio Theory, High Frequency Trading

Duke University Durham, NC B.S. Mathematics, B.S. Economics, Minor in Computer Science Aug 2011 – May 2015

• GPA: 3.80/4.0 • GRE: 170Q, 169V, 5.5W, ACT: 36 • Coursework: Financial Derivatives, Advanced Calculus, Stochastic Processes, Combinatorics, Algorithm Design,

Differential Equations, Statistics, Abstract Algebra, Econometrics, Mathematical Finance, Computational Economics • Honors: Cum Laude, Dean’s List with Distinction, National Merit Scholar, 99th Percentile Bloomberg Aptitude Test,

US Physics Olympiad Semifinalist

WORK EXPERIENCE Ellington Management Group Old Greenwich, CT Research Analyst Intern May 2018 – Aug 2018 • Generation, modeling, and testing of quantitative trading strategies in fixed income with a focus on credit products • Data munging, statistical analysis, and visualization using R (data.table, dplyr, ggplot2) and machine learning

modeling (neural nets, random forests) and backtesting using Python (scikit-learn, pandas, Keras)

Deutsche Bank Securities New York, NY Rates Trading Analyst – Index Derivatives Trading and Treasury/ETF E-trading July 2015 – July 2017 • Made markets in Total Return Swaps and ETFs across the fixed income universe including credit, treasuries,

mortgages and inflatoin • Modeled pricing and risk strategies to discover the cheapest way to hedge index trades • Launched ETF algo platform by working with traders, strategists, and technologists • Refined treasury e-trading strategy by implementing controls to automatically adjust parameters based on market

conditions (liquidity, volume, etc.) Summer Intern June 2014 – Aug 2014 • Rotated through Rates Options trading and Emerging Markets sales

Duke Economics Durham, NC Teaching Assistant Jan 2015 – May 2015 • Graded exams and held office hours for Economics of Education

Duke Mathematics Durham, NC Researcher – REU in Big Data (Project Title: Markov Chain Streaking Behavior in Baboons) May 2013 – July 2013 • Implemented Markov Chain and machine learning algorithms across various biological datasets to uncover structure

in complex data • Discovered novel streaking behavior in baboon social ranking • Presented findings to mathematical biologists at conclusion of program RESEARCH Neural Network Model Comparisons and Predictions using Bitcoin Tick Data (Python, scikit-learn, Keras) • Implemented an LSTM network using Keras to predict daily price changes in Bitcoin and Ethereum using features

such as price volatility, volume, daily high/low, etc. • Tested various neural network models (LSTM, Convolutional NNs, GRU) and activation functions to determine best performing model in predicting Bitcoin prices (using intraday tick data; 80 min predictions) • Found that training LSTM networks using Leaky ReLU performed best on a MSE basis • Applied L2 regularization to the model to prevent overfitting

SKILLS & INTERESTS

• Technical: R, Python, Java, SQL, Q, Excel/VBA • Licenses: Series 7, 55, 63 • Interests: Poker, Board Games, Table Tennis, Theater, Clarinet

Alicia (Yingxue) Zhou20 Washington Road, Princeton, NJ 08544 · (609)865-5024 · yingxuez@princeton.edu

EducationPrinceton University Princeton, NJ

Master in Finance Sept. 2017 - May 2019· CGPA: 3.9/4.0 · Coursework: Statistical Analysis of Financial Data, Computational Finance, MachineLearning and Pattern Recognition, Monte Carlo Simulation, High Frequency Trading, Neural Networks

University of Toronto Toronto, ONH.B.Sc in Applied Mathematics, Computer Science Sept. 2012 - May 2016· CGPA: 3.83/4.0 · Major GPA: 3.93/4.0· Coursework: Stochastic Methods, Data Mining , Machine Learning, Applied Statistics, Time Series

Analysis, Mathematical Finance, Numerical Analysis, Partial Differential Equations

Professional ExperienceUS CLO Strategy, Citi New York, NY

Market Quantitative Summer Analyst Jun. 2018 - Aug. 2018· Identified and analyzed deal and manager styles using Gaussian Mixture Model, provided investmentadvice and drafted publication based on the results.· Performed relative value analysis based on Z-score and ECM model.· Cleaned and further automated loan issuer mapping using Regex for collateral analysis.· Return offer received.

Algorithmic Trading Research Team, University of Toronto Toronto, ONResearch Assistant to Professor Sebastian Jaimungal Feb. 2017 - Aug. 2017· Developed trading strategies based on stochastic control & dynamic programming(for lowest terminal

penalty and price impact) and co-integrated price models in MATLAB and Python.· Utilized parallel computing in simulations and created GUI for user inputs and plots.· Helped develop trading strategy based on Hawkes process and reduced simulation run-time by 90%using MATLAB executable in C.

Treasury, Canadian Imperial Bank of Commerce Toronto, ONFinancial Analyst May 2016 - July 2017· Helped set up new funding strategies and portfolios, performed P&L and risk analysis.· Migrated derivative trading system, streamlined the data flow and reconciled the difference between

two systems by analyzing underlying valuation models.· Employed machine-learning algorithms to solve credit risk problems in CIBC’s ”Modelathon”.

CompetitionsThird Place in Citadel & Correlation One East Coast Summer Invitational Datathon July. 2018· Constructed market beta and market cap weighted portfolio using daily returns of major US airline stocks.· Employed Regression models in investigating the relation between fare revenue, weather, flight traffic

and stock returns of the market portfolio as well as excess returns of individual airlines.Best Use of Advanced Statistical Methods in ASA DataFest at University of Toronto Apr. 2016· Proposed and fitted multiple statistical and machine learning models (kmeans, logistic regression)

for TicketMaster customer segmentation, proposed new marketing strategy.Fourth Place in Kaggle: Facial Expression Prediction Nov. 2015· Researched and implemented multiple ML models, data pre-processing methods and image filters.· Achieved 83 percent classification accuracy with the final model(SVM).

Academic ProjectsHigh Frequency Trading Spring. 2018· Extract signals from Eurodollar Futures based on multidimensional cointegration and quote inbalance.· Simulated price trajectories and cumulative pnl of participants based on Glosten-Milgrom model.Machine Learning Spring. 2018· Image recognition and segmentation using convolutional networks.· Natural Language Processing using RNN and LSTM(character predictions), word embedding.· Sentiment analysis based on online reviews.

Skills and Interests· Skills: CFA Level II candidate, Python, R, MATLAB, C++, Java, and SQL, basic knowledge of Kdb+/Q.· Interests: Photography, traveling, roller coasters.