Gi Hong Ann Bendheim Center for Finance, Princeton University, Princeton, NJ, 08544 | gann@princeton.edu | 510-508-2971

EDUCATION

Princeton University aaaaaaaaaaaaa Princeton, NJ

Master of Finance – Financial Mathematics Jun. 2019

Expected Courses: Asset Pricing, Financial Econometrics, Fixed Income Modeling, Machine Learning (multiple

courses), Computational Finance in C++, High Frequency Trading, Algorithms and Data Structures

University of California at Berkeley aaaa aaaaaaaa a Berkeley, CA

Bachelor of Arts in Economics and Statistics (mathematics cluster) May 2015

Courses: Linear Modeling, Stochastic Process, Probability Theory, Time Series Analysis, Partial Differential Equations

Certification: Passed CFA level 3 (Jun. 2017)

EXPERIENCE

Citi Hong Kong

Summer Intern: Equity Electronic Execution Quantitative Analysis (return offer received) Jul. 2018 – Aug. 2018

▪ Developed a classification model to predict post-open price movements during the first 30 minutes after Asia market

open using KDB/Q (processing high frequency stock market data) and Python (machine learning with scikit-learn) .

▪ Back-tested execution strategies based on post-open price movements model with different classifiers (logistic

regression, support vector machine, random forest, and KNN) and presented the results to the desk via internal memo

Summer Intern: Structured Credit Trading (return offer received) Jun. 2018 – Jul. 2018

▪ Developed a R-and-VBA-based tool that implements Gaussian Copula scheme and its variants to calculate expected

loss of Korea corporate synthetic tranches and performed stress analyses on the tranches under various scenarios

▪ Devised a spreadsheet that facilitates fundamental analysis in Chinese property sector by importing adjusted credit

ratio such as net gearing, interest coverage, and debt-to-equity ratio from external source. Entire team used the tool.

J.P. Morgan New York, NY

Market Risk Management Analyst: Global Commodities Trading Oct. 2016 – Jun. 2017

▪ Quantified P&L impact from changes in North America energy desk’s (oil and natural gas) option smile and skew

exposure through design of stress scenarios using time series analyses, shock calibrations, and results back-testing.

▪ Performed due diligence of large/exotic trades by analyzing market fundamentals, inspecting deal economics, and

performing stress tests with various hedge options to enable trading desks to come up with the most suitable structure.

Market Risk Management Analyst: Mortgage Backed Securities Trading Nov. 2015 – Oct. 2016

▪ Analyzed changes in trading desk’s risk profile from shifting interest rate term structure assumptions embedded in

mortgage valuation models by performing scenario tests and presenting the results to senior traders and researchers.

▪ Developed a model to estimate P&L of Non-Agency RMBS trading portfolios under stressed-market environments

(mortgage credit widening, housing price decline, and rate rallies) and back-tested the model to validate its accuracy.

Statistical Finance Research: University of California at Berkeley Berkeley, CA

Undergraduate Researcher, Dr. Raymond. J. Hawkins Laboratory Aug. 2013 – May. 2015

▪ Participated in statistical finance project to build a R-based model to evaluate default probability of commercial banks

▪ Acquired financial statements of 8,000+ commercial banks issued for the past 20 years from FDIC and converted

them to R-compatible formats, so that the project team can build, test, and validate statistical models on the dataset

▪ Applied a variety of statistical learning methods (regression analyses, discriminant analysis, tree based methods,

smoothing methods, and support vector machines) to financial data and evaluated the result by plotting ROC curves

ACTIVITIES ___

Military Duty: Republic of Korea Army a Pocheon, Korea

Squad Leader, Military Interpreter Aug. 2011 – May 2013

▪ Led a squad of 20 soldiers and participated in a number of nationwide ROK-US army joint military drills

▪ Launched a KSAT study group for the less educated soldiers within the troop and taught English and math to them

SKILLS & INTERESTS

▪ Language: Korean (Native), Chinese (Basic)

▪ Technical Skills: Python, KDB/Q, Java, R, and C++

▪ Interests: Basketball, Cross-fit

▪ Personal Investments: ETF (Global Macro) and Equity (US and Korea)

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

EKATERINA (KATYA) CHEGAEVA chegaeva@princeton.edu | 20 Washington Road, Princeton, NJ 08544

EDUCATION Princeton University Princeton, NJ Master in Finance Candidate Sep 2017 - Jun 2019 (expected)

• Coursework: Pricing Models and Derivatives, Statistical Analysis of Financial Data, Computational Finance in C++, Monte Carlo Simulation, Financial Econometrics, Stochastic Calculus and Advanced Derivatives, High Frequency Markets: Models and Data Analysis, Trading and Risk Management

NRU Higher School of Economics and University of London International Programmes Moscow International College of Economics and Finance Sep 2013 – Jul 2017 BSc in Economics (HSE) / BSc in Economics and Finance (UoL)

• GPA: 5.0 / 5.0, Graduated with honors (HSE) / First class honors (UoL)

• Coursework: Calculus, Statistics and Probability Theory, Linear Algebra, Econometrics, Time Series and Panel Data Analysis, Investment Management, Quantitative Finance, Corporate Finance, Methods of Optimization, Differential Equations, Micro & Macroeconomics, Game Theory

• Honors: University of London Prize for Academic Achievement 2015; Merit-based scholarship, covering 75% of tuition fees; Academic Excellence Award (2014); Research Paper Competition Award for the course paper on personality, framing effect and unadulterated preferences (2015)

• Graduation Thesis: ‘Biotechnological Patents Approval Risk and Stock Pricing’ in R (9.0/10.0; used option-implied moments (volatility, skewness, kurtosis) to see the changes in risk prior to events and subsequent abnormal returns, corresponding to them)

WORK EXPERIENCE J.P. Morgan Asset Management New York, NY Summer Analyst, Multi-Asset Solutions - Quantitative Research May 2018 – Aug 2018

• Analysis of debt accumulation patterns of US households utilizing Chase proprietary data

• Backfill of a factor in a relative value model Citi Moscow Intern, Equity Research Jul 2016 – Mar 2017

• Covered companies with an emphasis on energy sector in Russia and petrochemical sector in Saudi Arabia

• Updated the company valuation models, compiled the data sheets from various resources for further research using VBA, attended the conference calls

• Assisted in preparation of coverage for the petrochemical industry, prepared the draft of a 80-page industry primer, focusing on industry trends in Saudi Arabia and around the world

National Research University – Higher School of Economics Moscow Teaching Assistant in Microeconomics-1 and Macroeconomics-1 Sep 2016 – Apr 2017

• Graded homework assignments of up to 40 second-year undergraduate students on a weekly basis

• Analysed and provided comments on the student’s performance and possible areas of improvement

National Research University – Higher School of Economics Moscow Research Assistant, Laboratory for Experimental and Behavioral Economics Apr 2015 – Jun 2017

• Coded and transcribed the experimental data using ztree software

• Conducted economic experiments on cross-cultural competition and cooperation

• Proposed laboratory website modernization measures

• Assisted on the application for research grants from the Russian government EXTRACURRICULAR ACTIVITIES

• Coordinated tutoring connections between 60 first-year undergraduate students, organized meetings with the group on academic issues and held adaptation workshops (2014-2016)

• Represented faculty as student ambassador at educational fairs and university open days and provided consultations for scholars (2014-2017)

• Assisted in development of the study guide in statistics for first-year undergraduate students SKILLS & INTERESTS Languages: Russian (Native) IT Skills: Advanced in R, Python, SQL, VBA Excel, Bloomberg, EViews, LaTeX, Familiar with MATLAB, C++ Interests: Piano, reading, videography, boxing

Yalun (Aaron) Fan 20 Washington Road, Princeton, NJ 08544 |+1(424) 666-5870| yalunf@Princeton.edu

EDUCATION Princeton University, Bendheim Center for Finance Princeton, NJ Master in Finance Sept 2017 - Present • Coursework: Fixed Income Models, Stochastic Calculus, Continuous-Time Asset Pricing, Fundamentals of Machine Learning,

High Frequency Trading, Computational Finance in C++, Trading and Risk Management, Financial Econometrics

University of California, Los Angeles Los Angeles, CA BS in Applied Mathematics & BA in Business Economics, Summa Cum Laude Sept 2013 - Jun 2017 • GPA: 3.9/4.0|Honors: Dean’s Honors List; Honors Scholarships Recipient; Economics Departmental Scholarship Recipient • Relevant Coursework: Calculus, Probability, Stochastic Processes, Linear Algebra, Real/Complex Analysis, Optimization,

Monte Carlo, ODE, Mathematical Modeling, Times Series, Macroeconomics, Game Theory, Forex Market, Monetary Policies • Research: Constructed a measure of capital account restrictions to quantify the changes in capital controls in China and its

influence over Yuan exchange rate and the volume of capital flow (2015); Built a measure of capital account restrictions in 18 countries to show the effects of capital control policies on FX liquidity (2016); Developed and analyzed political instability indices for over 100 countries to demonstrate why trade liberalization and political reforms occur during economic crisis (2017)

PROFESSIONAL EXPERIENCE J.P. Morgan New York, NY Summer Associate, Chief Investment Office Portfolio Strategies Jun 2018 - Sept 2018 • Develop new quantitative strategies to hedge structural interest risks in compliance with new FAS133 hedging accounting Shenwan Hongyuan Securities Shanghai, China Trading Intern Jul 2017 - Aug 2017 • Analyzed fundamental performance and provided growth estimates and fair valuation targets for traders to build portfolios;

performed technical analysis on stock performance for traders to track capital flows to make informed investment decisions • Integrated models, such as ARIMA, GARCH and Kalman Filter with Bollinger Bands, to forecast stock market movements and

identified the time points where market activities deviated from current trends or overreacted to new information and shocks • Researched potential arbitrage opportunities and overnight hedging profits in emerging options and ETF markets • Developed trading strategies with experienced traders in market making to increase the profit from swing and trend trading

Ernst & Young LLP Shanghai, China Winter Intern Dec 2015 – Mar 2016 • Performed financial statement reviews and integrated financial statement audits for SEC fillings in accordance with IFRS and

GAAP reporting guidelines; conducted audit testing and external confirmation on over 100 clients’ bank accounts • Identified challenges and risks associated with particular clients and designed tailored mitigation and risk control procedures HSBC Shanghai, China Risk Management Intern Jul 2015 – Aug 2015 • Co-authored over 20 credit asset risk management reports to identify insolvency risk and advised on possible mitigations • Performed financial statement analysis on business profitability and capital structure and calculated working capital require-

ments for senior management to advise on clients’ business expansion • Performed macro analysis for industry, such as mining, steel and automobile for managers to price systemic credit risks

LEADERSHIP & EXTRACURRICULAR ACTIVITIES Joint Capital Investment Club Los Angeles, CA Co-Founder Sept 2014 - Jun 2017 • Pitched senior managers at HSBC to support the first Commercial Banking Case Competition to involve prospective college

students in professional investing; inspired students to learn about the global capital markets • Organized pitch meetings for Alibaba and encouraged students to perform fundamental & technical analysis on investments

UCLA Academic Advancement Program Los Angeles, CA Teaching Assistant Sept 2014 - Jun 2015 • Tutored 20 engineering students from historically underrepresented backgrounds in Mechanical Physics; encouraged them to

develop productive study habits and organizational skills to overcome social barriers • Organized student and faculty mixers to share learning habits, improve communication skills and collaborate with the faculty

SKILLS & INTERESTS Technical Skills: R/Rstudio, Matlab, C++, Stata, Python, Advance Excel with Data Analysis, Visual Studio/VBA Certifications: CFA Level I, Society of Actuaries in Probability/Financial Mathematics Language Skills: Native Mandarin and Shanghainese speaker Interests: Poker(Texas Hold’em, 80 Points), Financial Markets, Forex, Computer Programming, Tennis, Volleyball, Traveling

Cyril GarciaNew Graduate College 88 College Road West, 371 - Princeton University, NJ 08544

H 609-865-6555 • B cyril.garcia@princeton.eduEducationPrinceton University Sep 2017 – Jun 2019Master in Finance - Research oriented with PhD courses Princeton, NJ• Relevant Coursework Statistics Theory and Methods (PhD, S. Kpotufe), High Frequency Trading (R. Almgren), Theoretical

Machine Learning (PhD, R. Schapire), Fixed Income (Y. Ait-Sahalia), Econometrics, Computational Finance in C++• Teaching Assistant Queuing Theory (W. Massey), Multivariable Calculus (J. Johnson)• Master’s Research Project (in progress) Statistical arbitrage trading optimization (with Y. Ait-Sahalia)• Academic Projects High frequency volatility prediction using Machine Learning, A theoretical online learning setting to

forescast limit order book dynamics

ENSAE Paristech - Grande Ecole d’Ingenieur Sep 2015 – Jun 2017Master in Mathematics, Mathematics and Statistics major Paris• Relevant Coursework Stochastic Calculus, Measure Theory, Optimization, Numerical Methods and Applications, Machine

Learning, Probability Theory, Quantitative Finance, Statistics, Econometrics, Algorithms Theory• Academic Projects Monte-Carlo simulation with Gibbs Sampling and Metropolis-Hastings (R), Heston-Nandi GARCH model

applied to financial modelling (Python), Neural Network design applied to Option Pricing (C++)

Lycée Privée Sainte Geneviève - CPGE Sep 2013 – Jul 2015Preparatory Classes - Mathematics major, MPSI-MP* Versailles

Work ExperienceGoldman Sachs Jun 2018 – Sep 2018Trading Strats - Summer Analyst New YorkQuantitative Trading in two different teams (rotational internship)• Electronic Market Making - Statistical data analysis to predict conditional return distributions and anomaly detection• Flow Vol Alpha - Researching systematic strategies based on vol surfaces prediction using statistical estimators and online

learningBlackRock Jun 2017 – Sep 2017Financial Modelling Group, Summer Researcher London• Conducted research on improved factor-based portfolio decomposition using Lasso regression and Random Forest variable

selection, improved BlackRock’s global portfolio exposure model and published a research article internally• Designed Monte Carlo and robust optimization algorithms of factor exposed portfolios (R)Swiss Life Private Bank - CrossQuantum (Swiss Life joint-venture) Sep 2016 – Jun 2017Part-time Financial Data Scientist Paris• Led a 3 persons team from CrossQuantum financial analysis department and conducted research in Statistics and MLSwiss Life Private Bank - CrossQuantum Jun 2016 – Sep 2016Summer Intern Paris• Programmed a mathematical portfolio analysis tool and a statistical Funds’ distribution analysis

Awards• Citadel Datathon 3rd Prize (July 2018) Statistics and Machine Learning Competition of 10 hours• CFM (top French Hedge Fund) Machine Learning Competition - 5th Prize (2018) Prediction of intradayhigh frequency volatility

• Fragile Families Machine Learning Challenge (2018) Best score in worldwide Fragile Families Machine Learningcompetition in "JobTraining" and second in "GRIT"

• Datathon 1st Prize (2016) Ranked 1st of the Ernst & Young 24 hours Machine Learning competition in Paris• Concours Général de Philosophie (2013) 3rd Prize of the national French Philosophy competition

Programming, Skills & Interests• Programming Python, C++, R, Q (Kdb+), LateX, MongoDB, SQL• Languages French• Rugby Played Rugby (12 years) at the highest level at Rugby Club Toulonnais (2nd of French Championship in2012), captain from 2013 to 2016

• Interests Skiing (15 years, participated a few competitions), Literature, Cinema

XUEYI (ERIKA) HUA xueyih@princeton.edu | (314) 691-1032 | 113 S. Stanworth Dr, Princeton, NJ 08540

EDUCATION PRINCETON UNIVERSITY May 2019 Master of Finance • Anticipated Coursework: Asset Pricing, Machine Learning and Pattern Recognition, Statistical Analysis of Financial Data, Financial

Econometrics, Fundamentals of Machine Learning, Quantitative Data Analysis in Finance, High Frequency Markets WASHINGTON UNIVERSITY, OLIN BUSINESS SCHOOL, St. Louis, MO May 2015 Bachelor of Science in Business Administration: Major in Finance Bachelor of Arts: Major in Mathematics; Minor in Economics • Cumulative GPA: 3.91/4.00, Summa Cum Laude • Coursework: Mathematical Statistics, Probability, Econometrics, Mathematics for the Physical Sciences, Matrix Algebra,

Foundations for Higher Mathematics, Calculus III, Options, Futures and Derivative Securities, Advanced Financial Management, Computer Science I

WORK EXPERIENCE CITIGROUP, Hong Kong June 2018 - August 2018 Markets and Securities Services Summer Intern CITIGROUP, Houston, TX July 2017 - August 2017 Commodity Sales and Trading Associate

• Projected weekly US natural gas storage change and end of season storage by regression analysis on weather data and adjustment from supply and demand balance including production, power burn and LNG export

• Built regional natural gas flow models for Midwest, Rockies and California to generate west basis trade ideas, including analysis on pipeline flows vs. transportation spreads and regional demand forecast

• Estimated daily gas and coal substitution to solve the projected natural gas price by analyzing daily natural gas demand for power generation and the heat rate for each natural gas generation unit

Commodity Sales and Trading Analyst July 2015 - August 2017 • Provided indicative pricing and risk exposure analysis to market originators for potential structured hedging solutions to clients,

including long-term power swap, hourly shaped power swap, heat rate call options, natural gas basis swap and calendar spread options

• Participated in a $200 million oil product inventory financing deal through analyzing the basis risk pricing, constructing cash flow models for credit analysis and designing the hedging and booking strategy

• Researched and analyzed crude oil and refined product balances such as distillate export cargo tracking, global arbitrary monitoring and refineries’ optimal gasoline and distillate yield modeling

• Monitored daily trade flows for futures, swaps and options, executed novation and unwind booking with clients, and managed traders’ positions and risk exposures

KENNEDY CAPITAL MANAGEMENT, St. Louis, MO September 2013 - August 2014 Equity Research Intern

• Conducted fundamental research and due diligence on healthcare and energy stocks and interviewed with company management and sell-side analysts

• Performed corporate valuation for pharmaceutical, managed-care and oil service companies and built financial models to project future earnings and cash flows

• Pitched investment recommendations to portfolio managers based on in-depth corporate and industrial research

LEADERSHIP EXPERIENCE Washington University Student Investment Fund October 2012 - May 2015 Assistant Portfolio Manager

• Led team members to do fundamental research on energy companies and trained new members on financial analysis and discounted cash flow models

• Prepared and presented stock pitches with team members to the investment club committee in weekly meetings Phi Gamma Nu January 2013 - May 2015 Professional Chair and the founding class

• Coordinated with the founding class to set up the professional, brotherhood and philanthropy pillars of the business fraternity • Led the professional committee to arrange company tours, business speeches and job-searching workshop

SKILLS • Computer: Python, R, Microsoft Office, VBA and E-views • Research software: Bloomberg Terminal and Factset • Interests: swimming, yoga, concert choir, digital keyboard

Jinyi (Jeremy) HUO Princeton University-FIN, Princeton, NJ 08544 | jhuo@princeton.edu | (609)865-6012

EDUCATION Princeton University Princeton, NJ Master in Finance, Bendheim Center for Finance 09/2017 – 06/2019 (expected) • GPA: 4.00/4.00. Coursework: Machine Learning, Convex Optimization, Portfolio Theory and Asset Management,

Monte Carlo Simulation, Quantitative Data Analysis in Finance, etc. Peking University (PKU) Beijing Bachelor in Finance, Guanghua School of Management (GSM) 09/2013 – 06/2017 Bachelor in Applied Mathematics (Double Major), School of Mathematical Science 09/2014 – 06/2017 • Cumulative GPA: 3.85/4.00 (rank 2/243); GRE Math Sub: 910 (99%) • Awarded waiver for exam to enter PKU as 1st Prize owner in National Mathematical Olympiad (Anhui area, top 0.01%) • Coursework: C++ Programming, Data Structure and Algorithm, Introduction to Database, Ordinary Differential

Equations, Stochastic Calculus, Econometrics, Financial Risk Management, etc. • Honors: Tanglixin Scholarship (1%; 2014-2017), CSC Scholarship (1%; 2016), Distinguished Student (5%; 2014-2017) University of Pennsylvania Philadelphia, PA Exchange Student, Wharton Business School 01/2016 – 05/2016 • GPA: 3.89/4.00; Graduate-level Courses: Intermediate Statistics (A+), Stochastic Processes (A+), etc. PROFESSIONAL EXPERIENCE Arrowstreet Capital Boston, MA Summer Associate, Research (Return Offer Received) 06/2018 – 08/2018 • Created an attribution framework to decompose the difference of value added in accounts with similar characteristics • Developed an efficient and robust python package for typical event studies on stock-level (over 1300 lines) E-Fund Management Co., Ltd Guangzhou Summer Intern, Quantitative Research 06/2017 – 08/2017 • Developed stock investment strategies based on accounting manipulation indices including M-score and C-score • Researched alpha on supply chain data, analyzed performance of customer momentum, supplier momentum, and supply

chain concentration under Fama-Macbeth framework, and constructed a strategy on stocks of economically linked firms • Studied Disposition Effect and developed a factor with independent alpha controlling classical factors in Chinese market LinkedIn China Beijing Data Analyst Intern, Business Intelligence & Strategy Team 10/2016 – 02/2017 • Conducted text analysis on titles of over 30,000 LinkedIn articles, applied Random Forest and LASSO to search for

popular keywords and patterns to increase article clicking, and helped marketing team decide on LinkedIn article titles • Wrote SQL and python scripts responsible for database maintenance; designed tables for various business activities Yinhua Fund Management Co., Ltd Beijing Summer Intern, Quantitative Research 07/2016 – 09/2016 • Followed Barra handbook to build a multi-factor risk model in Chinese equity market; • Constructed an analysis framework in python for volatility forecast and portfolio optimization (about 1200 lines) RESEARCH EXPERIENCE Hidden Markov Model (HHM) in Volatility Prediction Princeton, NJ Analyst, advised by Professor Amin Jafarian, Princeton University 04/2018 – 05/2018 • Predicted intra-day volatility in FX market based on models including SVM, Elastic Net, and Random Forest • Applied HHM to detect regime shift and enhance performance of Elastic Net, achieved the highest accuracy in class VIX Implied Volatility Surface: Analysis of Stochastic Volatility Models Beijing Research Assistant, advised by Professor Chenxu Li, Peking University 06/2016 – 12/2016 • Wrote C++ code to implement expectation generation algorithm in Li (Mathematics of Operations Research, 2014) • Developed an iteration algorithm in Mathematica to obtain expansion of VIX implied volatility; reduced time/space

complexity of algorithm, achieved higher efficiency than commonly used simulation-based algorithms EXTRACURRICULAR ACTIVITIES TEDx Peking University Beijing Organizer 01/2015 – 03/2015 • Led 38 volunteers to organize Peking University’s first formal TEDx event (officially authorized by TED in the USA) • Invited 9 preeminent speakers including David Walker, an Australian professor and author; was reported by several

mainstream media in China, including the China Youth Daily SKILLS AND INTERESTS Computer: Python, C/C++, R, MATLAB, SQL, Mathematica; Bloomberg, Wind Interests: Piano, Rubik’s Cube (personal best: 27 seconds), running (Half-Marathon)

Yanlin (Jasmine) JIN +1 (609) 865-4815 | yanlinj@princeton.edu | 20 Washington Road, Princeton, NJ 08544

EDUCATION

Princeton University Princeton, NJ

Master in Finance Candidate, Bendheim Center for Finance 09/2017 – 06/2019 (Expected)

⚫ Selected Courses: Statistical Analysis of Financial Data, Monte Carlo Simulation, Computational Finance in C++, Financial

Econometrics, Portfolio Theory and Asset Management, Asset Pricing, Corporate Finance and Financial Accounting

Peking University Beijing

Bachelor of Science in Finance, Double Major in Math and Applied Math 09/2013-07/2017

⚫ Cumulative GPA: 3.85/4.00; Ranking: top 5%; GRE: 158+170

⚫ Core courses: Financial Derivatives, Stochastic Process, Analysis of Financial Time Series, Probability

⚫ Selected awards: 2016 Merit Student Scholarship (2%), 2015 ICBC Scholarship (2%), 2015 PKU Academic Excellence Award

(5%), 2014 Guanghua Scholarship (5%), Principal Fund for Excellent Undergraduate Research Program (5%)

Emory University Atlanta

Exchange Student at Goizueta Business School 01/2016-05/2016 ⚫ GPA:4.00/4.00;

⚫ Selected Courses: Applied Investment Management-MBA level (ranked 1st in class), International Finance (ranked 1st in class)

EXPERIENCE

Stevens Capital Management LP Philadelphia, PA

Beijing Quantitative Research Analyst Intern 05/2018-08/2018 ⚫ Developed equity and futures trading strategies: generated ideas drawing upon the latest academic research and internal insights,

created datasets and implemented statistical analysis

⚫ Applied quantitative techniques and market intuition to new datasets, devised futures trading strategies accordingly

⚫ Aided in various coding and research projects: advanced existing initiatives and studied previously unexplored research topics

WorldQuant, LLC Beijing

Quantitative Analyst Intern, Research Analyst Department 08/2016-02/2017 ⚫ Implemented a Natural Language Processing keyword extraction program under Linux, using datasets including Twitter,

Bloomberg, etc., to capture news keywords for listed stocks; output can be used for further event-driven alpha strategies

⚫ Searched alpha trading strategy materials and organized them into monthly digest for researchers in global offices; topics including

CTA strategies, textual analysis based strategies, etc.

China Securities Co., Ltd Beijing

Intern, Investment Banking Department 08/2015-01/2016

⚫ Conducted due diligence on a water conservancy information company during its listing with team members, compiled the pitch

book (more than 138,000 words) and finished the first draft 1 week earlier than expected

⚫ Took charge of contacting the large shareholders of one medical science corporation, and carried out its private placement through

the customized asset management plan with team members

RESEARCH AND COMPETITION

Volatility Forecast Model 02/2018-05/2018, Princeton

⚫ Developed regression and classification models to forecast daily volatility situation, models include Ridge, Lasso, SVM,

decision tree, logistic regression, etc.

BNP PARIBAS International Ace Manager Competition (Global Top 2%) 04/2016-05/2016, Atlanta

⚫ As a portfolio manager, handled 10 portfolio investment and M&A cases on a simulated online platform using AD test,

Markowitz portfolio theory, VaR theory and GARCH model

Quantitative Stock Selection Model 01/2016-05/2016, Atlanta

⚫ Built a quantitative model to create a market-neutral portfolio and optimized its performance on a backtesting platform

⚫ Created long filters with the philosophy of CAN SLIM, focusing on growth, momentum and market timing

⚫ Designed short filters based on the value strategy, using P/S ratio and earnings yield

⚫ Analyzed the back-test performance in terms of annualized return, Sharpe ratio, max drawdown, alpha and beta

Bicycle Hires Data Forecast 01/2016-05/2016, Atlanta

⚫ Developed forecasting models for the number of bicycle hires in London; models include multiple regression with time trend

and seasonality, weighted moving average, and exponential smoothing with trend adjustment

SKILLSET AND INTERESTS

⚫ Programming: C++, Python, R, MATLAB

⚫ Languages: Mandarin (Native)

⚫ Activities: 2014 Northeast Asia Youth Forum, Project team leader & Member of China delegation (Busan, South Korea);

“CHIMERICA”—Guanghua Ambassador School Trip, Organizer of Liaison Department (New York)

⚫ Interests: cooking, roller-skating

GABRIELA CUNHA MACIEL Bendheim Center for Finance at Princeton University/ gmaciel@princeton.edu

EDUCATION

Princeton University – Master in Finance

Coursework: Asset Pricing, Modern Regression & Time Series, Stochastic Calculus & Advanced Derivatives, Trading

and Risk Management, High Frequency Trading, Monte Carlo Simulation, Computational Finance in C++.

CFA Level III Candidate

Princeton, NJ

2017 – 2019

FGV - São Paulo School of Economics - Master in Economics, Banking and Financial Institutions (Top 1%)

Coursework: Wealth and Asset Management, Private Equity and Real Estate, Enterprises and Strategies, Accounting,

Risk Management in Financial Institutions, Macroeconomics, Finance for Financial Institutions, etc. Academic performance prize received.

São Paulo, Brazil

2016 – 2017

University of Manchester - BEng Electrical and Electronic Engineering – First Class Honors Degree

Under full scholarship from the Brazilian government.

Manchester, UK

2012 – 2014

University of Brasília – Bachelor in Telecommunications Engineering (Top 1%) Brasilia, Brazil

2009 – 2012

RESEARCH AND WORK EXPERIENCE

BNP Paribas – Summer Associate, Global Markets (Full-Time offer received)

• 1st Rotation – Credit Trading: Analyze, develop and test trading strategies involving both IG and HY bonds

and credit derivatives. Develop models to assist the desk perform data analysis in the mentioned markets.

• 2nd Rotation – Equity Derivatives Strategies: Factor Analysis project developed in Python, aiming to identify

the exposure of a few sectors to both style and macro factors and analyzing the potential use of factors in

hedging exposure to illiquid asset classes, such as Private Equity and Real Estate.

• 3rd Rotation – Exotic Credit Trading: Developed a tool to identify potential anomalies in the CDS spread

curve of names followed by the desk, aiming to find more efficient ways to hedge the desk’s exposure.

New York

May.2018 – Aug.2018

Vision Brazil Investments - Alternative Investment Fund (focused on offshore clients)

Analyst - Investments Team (Special Credit Opportunities, Natural Resources and Real Estate)

• Analyzed new investment opportunities, especially within the Special Credit Opportunities department,

structuring and modeling the deals.

• Assisted in the administration of the funds, including performance and risk analysis through scenario analysis

and stress analysis in VBA

São Paulo

Jan.2017 – Aug .2017

Safra Bank - Senior Analyst, Market Risk (Prices and Curves team) • Conducted pricing and risk analysis of the bank's positions, including various securities pricing models,

application of VaR, Scenario and Stress Analysis.

• Evaluated the volatility level of different asset classes, including treasury securities, derivatives, COEs

(structured transaction certificates), funds, etc., which will serve as basis for the bank's new suitability system.

São Paulo

Jun.2016 – Nov.2016

Goldman Sachs - Off Cycle Intern, Quantitative Research - (partnership with FGV-EESP)

• Conducted research on inefficiencies in Brazilian futures’ market and ways to exploit them, using both

historical data sets and scenario analysis.

São Paulo

Apr.2016 – May.2016

Morgan Stanley - Summer Analyst, Corporate and Post-Trade Technology • Developed in Java, rebuilding and optimizing a C# application with a two-layer structure, using Ext JS for the

front-end and Java Spring for the back-end, under a three-layer architecture

• Solved security issues regarding the application’s direct connection to databases holding confidential data.

London

Jun.2014 – Sept.2014

Financial Time Series Forecast using Neural Networks - University of Manchester EEE Department

Final Year Research Project Used different models of neural networks (Perceptron, Multi-Layer Perceptron and SOMs) to predict near future

FOREX (foreign exchange) and Stock Exchange rates. The networks were developed using both Matlab and Java.

Manchester, UK

Aug.2013 –Jun.2014

CNPQ (National Counsel of Technological and Scientific Development)- Cognitive Radio, Research Intern • Spectrum sensing for cognitive radio networks based on the location of users and fading channels.

• Conducted network performance evaluation using small scale fading models as κ-µ, Nakagami and Rayleigh

as a basis for comparison of results, modeling and optimizing the design for the network scenario considered.

Brasilia, Brazil

Aug.2010 –Jul.2012

IT SKILLS, LANGUAGES AND OTHER COURSES

Université Paris-Sorbonne - Cours de Civilisation Française de la Sorbonne (Paris - Jan.2015–Aug.2015)

IT: R, Python, VBA, Java, C, C++, Matlab. Languages: English, Portuguese, French, Spanish (intermediate).

Other Interests: Travel lover (visited 34+ countries, 100+ cities outside Brazil). Ballet, jazz, tap dance, street dance and ballroom

dance (8+ years). Classical piano (8+ years).

FRANCK NDZANA MVONDO Bendheim Center for Finance, 20 Washington Road, Princeton, NJ 08540

Mobile: +1 (917) 214-1189; Email: fmvondo@princeton.edu

Education

Princeton University Master in Finance – Research Track with PhD Courses • Completed Coursework: Statistical Analysis of Financial Data (R), Monte Carlo (Python),

Machine Learning and Pattern Recognition (Python), Fixed Income Models (R, VBA), Financial Econometrics (R), Stochastic Calculus, Neural Networks (Pytorch), Machine Learning Projects (NLP, Python), High Frequency Trading (KdB+, R)

Sept. 2017 – May 2019 Princeton, NJ

Ecole Polytechnique MEng in Applied Mathematics &Entrepreneurship, GPA: 3.7/4.0 • Probability, The Art of Regression, Markov Chains, Operations Research • Corporate Finance, Macroeconomics, Quantum Mechanics, Statistical Physics • GRE Quantitative Test: 168/170. Full Tuition fellowship awarded.

Sept. 2014 – Mar. 2017 Palaiseau, France

Lycée Privé Sainte Geneviève Undergraduate intensive course in Mathematics and Physics. GPA: 3.95/4.0

Sept. 2011 – Jul. 2014 Versailles, France

Internships and Leadership Experience

BlackRock, Summer Quantitative Analyst, RQA Group May 2018 – Aug. 2018 New York, NY

IFC - International Finance Corporation – (World Bank Group) Investment Analyst, Energy, Transport & Utilities • Created, analysed financial models & scenarios to evaluate investments returns and test

robustness of economic rationale and assessed development impact of projects • Participated in investments negotiations with clients and collaborated with advisors,

experts, and consultants on due diligence items • Presented a book of financial and strategic measures to the Board Committee of

COMASEL, an energy distribution company in which the IFC has invested as main shareholder.

Mar. 2017 – Aug. 2017 Dakar, Senegal

TwentyTwo Real Estate New Technology analyst • Analysed 50+ Fintech start-ups impacting real estate investment • Pre-launched a real estate crowd funding platform and contracted with Fintech incubators

in France and in the UK.

June 2016 – Aug. 2016 London

Prefecture de Police Cadet Officer • Organized five missions in dodgy suburbs to pick up fugitives • Optimised Human Resources Organisation.

Sept. 2015 – Mar 2015 Paris

Research Experience

Princeton University, Machine Learning projects: • Stocks prediction with social media analysis (Twitter, Google Trends, newspapers) • Implementation of various Collaborative Filtering algorithms applied to Netflix • Movies’ reviews classification and Images recognition (PyTorch)

Sept. 2017 – May 2018 Princeton, NJ

BNP PARIBAS – Ecole Polytechnique Research Assistant, Blockchain and Virtual Currencies (VCs) • Highlighted different VCs scenarios • Quantified the impact of VCs on monetary policies

Sept. 2016 – Mar 2017 Paris

Ecole Polytechnique, Research project on entrepreneurship Co-founder and Team Coordinator • Computed marketing analytics algorithms to improve User Experience (R and Python) • Designed an android prototype called WINGZ delivered to an airline company.

May 2015 – May 2016 Palaiseau, France

Extracurricular activities

Resident Graduate Student Fellow

Assisting Whitman College staff in organising undergraduate activities – Academic Mentoring

X-Afrique Vice-President and Treasurer managing a budget of €60K, Lead Organiser at ANZISHA Forum on African entrepreneurship matching investors with young start-ups. 500+ attendants.

Fondation X Ambassador, Master of Ceremony for Polytechnique Fund raising projects. 1000+ attendants. X-Microfinance Volunteer, distributed 450 loans (€80K) to Maya in Guatemala to promote social entrepreneurship.

Skills & Interests

• Computer: Advanced in Python, R; Experienced in NLP, Pytorch and MATLAB; Beginner in Java and C++.

• Languages: Fluent in French and English; Basics in German.

• Hobbies: Tennis, Improvisation theatre, Literature.

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 Muenster | Muenster, Germany 10/2014 – 09/2017 Bachelor of Science in Mathematics, German GPA: 1.00 - American equivalent: 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

Relevant Coursework: Calculus I-III, Linear Algebra I & II, Numerical Linear Algebra, Statistics, Probability Theory, Partial

Differential Equations, Mathematics in Finance, Seminar in Martingale Theory, Option Pricing & Pricing Algorithms

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

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

WORK EXPERIENCE

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)

Supported senior analyst in building a structure deck outlining potential deal structures and anchor investors

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

Created CIM, as well as management presentation targeted towards potential strategic and financial buyers

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)

University of Muenster | Muenster, Germany 04/2017 – 07/2017

Teaching Assistant Position in the Department of Mathematics

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

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

Developed and implemented algorithm to clean big data set and detect logical inconsistencies between data entries using SAS

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

Independent Research – Portfolio Theory and Mean-Variance Optimization 05/2018 – 08/2018

Implemented efficient algorithms for optimal portfolio construction (e.g. maximum-return and minimum-variance portfolio) of US Equities using MATLAB and tested various trading strategies implied by the algorithms

Built personal financial analytics library in C++/MATLAB covering option pricing, basic fixed income and portfolio construction

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 - graded with a perfect score of 1.0

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

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

SKILLS

Computer: MATLAB, Python, C++, R

Language: German (native)

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

ANAIS TAGraduate College, 88 College Road W, 08544, Princeton, NJ

(+1) 609 865 63 86 � anais.ta@princeton.edu

EDUCATION

Bendheim Center for Finance, Princeton University August 2017 - June 2019Master in Finance Princeton, NJRelevant coursework: High-Frequency Trading (Robert Almgren), Theoretical Machine Learning (Robert Schapire),Fundamentals of Machine Learning, Machine Learning for pattern recognition, Asset pricing and stochastic cal-culus, Fixed Income: Models and Application, Modern Regression and Time Series, Financial Econometrics

Ecole Centrale Paris September 2014 - June 2016Master of Science in Applied Mathematics ParisRelevant coursework: Financial Risk Modelling, Economics, Random Modelling, Stochastic processes applied tothe queuing theory, Probabilities, Statistics, Algorithmic and Programming, Partial Differential Equations, Quan-tum Physics

Lycee Louis-Le-Grand September 2012 - June 2014PCSI & PC*3 ParisIntensive program preparing for the national competitive engineering exams with a concentration in Mathematicsand Physics

WORK EXPERIENCE

Citadel Securities June 2018 - August 2018Trading Summer Associate Chicago, IL

· Equity Market Making (US equities)

BNP Paribas June 2016 - March 2017Equity derivatives structuring Intern London

· Priced and booked exotic derivatives (autocalls, cliquets, hybrid payoffs, FX-hedged, quanto options, basketoptions)

· Structured new products under constraints (volatility control, low forward)

· Back-tested systematic strategies and stock-picking strategies

· Designed an automated SX5E cliquet pricing and monitoring tool

· Designed an automated monitoring tool on FTSE, VIX for institutional sales

PROJECTS

• CFM, Intra-Day Volatility Prediction Challenge 2018Prediction of end-of-day volatility on randomized days for 300 US stocks.

• Online-learning driven High Frequency Strategies 2018Theoretical work on regret bounds and application to model selection in an online-setting using MachineLearning on Microsoft’s stock (TAQ data).

• Fragile Families Challenge 2018Machine Learning project aiming at predicting outcomes (GPA, Grit...) using data collected on the first 9years of the life of disadvantaged children (ranked 1st in Job Training).

PROGRAMMING, SKILLS AND INTERESTS

Programming Python, R, VBA, kdb+Languages French (native), Spanish (intermediate), Chinese (spoken)Interests Running (half-marathon), Trekking (Azores, Chile, Argentina, Nicaragua),

Hockey (Field and Indoor),Painting (watercolor, computer graphics)

SHAOYI WEN Bendheim Center for Finance, 20 Washington Road, Princeton NJ 08544

609-250-5191 | swen@princeton.edu

EDUCATION Princeton University Princeton, NJ

Master in Finance Aug 2017-Jun 2019 (expected)

• GPA 4.00 / 4.00, GRE Q170 V165

• Coursework: Asset Pricing I: Pricing Models & Derivatives, Statistical Analysis of Financial Data,

Asset Pricing II: Stochastic Calculus & Advanced Derivatives, Financial Econometrics, Monte Carlo

Simulation, Portfolio Theory and Asset Management

Nanyang Technological University Singapore

BSc in Mathematics & Economics (First Class Honours) Aug 2011-Jun 2015

• GPA 4.94 / 5.00, Dean’s List: 2011 – 2014

• Coursework: Statistics, Optimization, Time Series Analysis, Regression Analysis, Real Analysis,

Calculus, Linear Algebra, Econometrics, Game Theory, Macroeconomics, Microeconomics

University of California, Los Angeles Los Angeles, CA

Global Summer Study Program Jun 2012-Aug 2012

• GPA 4.00 / 4.00, coursework: Money and Banking, University Writing

WORK EXPERIENCE J.P. Morgan New York

Quantitative Research Summer Associate Jun 2018-Aug 2018

• Developed classification models, such as decision tree, random forest, boosted trees, SVM, and logistic

regression, on AML dataset to improve accuracy and efficiency of identifying suspicious transactions

• Conducted simulation studies to test methods for estimating and testing hypotheses concerning false

negative rate in AML program, and made statistical inferences based on simulation results

• Evaluated the theoretical soundness of applying expectation maximization algorithm to forecast AUM

growth of Asset Management business, and suggested improvement

Bloomberg LP Singapore

Global Data Analyst Jul 2015-Jul 2017

• Covered equity data including IPO, corporate actions, distributions, and company restructuring, tracked

financial statements and public releases of all the listed companies, ensured data accuracy and timeliness

• Managed data for Australian and Southeast Asian markets, handled and resolved escalations from

internal and external clients, provided support to help users make informed investment decisions

• Served as Asia point person for global product development initiatives, including standardization of

pricing history adjustment and dividend yield calculation, working closely with other regions

• Implemented technical solutions to streamline internal workflows and reduced data processing time by

1.5 hours per day during peak seasons, worked on data analysis projects using R, Python, and SQL

Royal Bank of Scotland Singapore

Operations Summer Analyst May 2014-Jul 2014

• Worked in middle office for interest rate swap and forward rate agreement products, streamlined and

created standard operating procedure for the front-to-back flow of trade control reconciliation process

SKILLS & INTERESTS • CFA Level II passed

• Python, R, Matlab, SQL, Microsoft Excel, Bloomberg Terminal

• Hobbies – travelling, watching soccer games

Beike (Rebecca) Xu Phone: +1 (646) 919-1307, E-mail: beikex@princeton.edu

605 W 42nd St, Apt 24L, New York, NY 10036

EDUCATION Princeton University – Princeton, NJ 08/2017 – 05/2019 (expected graduation) Master in Finance | Acceptance rate: 6.5% Relative Courses: Asset Pricing and Stochastic Calculus, Portfolio Theory and Asset Management, Risk Management, Asian Capital Markets, Statistical Analysis of Finance Cumulative GPA: 3.8/4.0 | Core Course GPA: 4.0/4.0

Duke University – Durham, NC 08/2011 – 05/2015 B.S. Economics with Finance Concentration; Minor in Mathematics | Acceptance rate: 9.0% Relative Courses: Intermediate Finance, Financial Market and Investments, Mathematical Finance, Econometrics Cumulative GPA: 3.7/4.0 | Major GPA: 3.9/4.0 | 2012 Fall, 2013 Fall Awarded Dean’s List

PROFESSIONAL EXPERIENCE Morgan Stanley – Hong Kong, Summer Analyst 06/2018 – 08/2018 Ranked top-tier and granted with return offer - Lead-left Sponsor, Global Coordinator and Bookrunner for NIO’s (NYSE: NIO) IPO of $1.0 billion

o Performed detailed analysis on listing venues comparison as well as optimal issuance window for Board meeting o Analyzed allocation precedents and investors’ comparable companies shareholdings in preparation for investor tiering o Coordinated with 7 other banks during PDIE and provided valuation waterfall based on investor feedback

- Lead-left Sponsor, Global Coordinator and Bookrunner for Ascletis’ (HK: 1672) IPO of $400 million o Prepared in-depth analysis on market conditions, investor demand and formed valuation to derive recommended price range o Conducted daily Roadshow institutional order book building and global equity market update to provide final pricing view o Actively participated in day-to-day marketing and equity story positioning as largest pre-revenue biotech IPO globally

Deutsche Bank Securities – New York, NY, Full-time Investment Banking Analyst 07/2015 – 07/2016 - Joint book-runner for Pfizer’s (NYSE: PFE) $5.0 billion debt offering for corporate purposes and commercial paper repay

o Conducted in-depth industry analysis and decided modeling assumptions for three different scenarios o Constructed pay-down debt model for principal amount of $650m underwriting senior notes

- Participated in advising a public medical device company Halyard Health (NYSE: HYH) on its $710 million divestiture o Constructed detailed cost synergies analysis on COGS allocations and corporate overhead for 13 potential buyers o Analyzed inversion benefit for international buyers from interest stripping and some utilization of tax step-up o Constructed in-depth DCF and LBO valuation models and performed pro forma merger analysis

- Exclusive financial advisor for MedAssets on its $142 million acquisition of Sg2 o Performed DCF valuations based on 3 different scenarios of downside, management and credit cases o Analyzed potential synergies based on precedent transactions and due diligence reports

AWARDS AND HONORS

Morgan Stanley Trading Game – Top 10% among 128 participants 09-12/2012, 09-12/2013 - Constructed a two-factor model by incorporating valuation factors into the framework of Fama multifactor model - Utilized multifactor model to track potential underpriced securities and closely followed market by reading daily news Barclays Boot Camp 12/2013 - Selected as one of the 42 students nationwide to participate in intensive 3-day case competitions - Ranked 20%, invited to interviews and received investment banking internship offer from Barclays New York Office Barclays Equity Research Competition – Runner up 11/2013 - Established equity valuation, conducted industry research on Home Depot (NYSE:HD) and presented to professionals Global BNP Paribas Finance Competition – Ranked top 15% among 2465 teams worldwide 04/2013 - Carried out various tasks in the fields of retail banking, investing banking and corporate finance Patent for Auto-Adjustable Target for Laser Tracker – Patent Number: 20091009376 02/2010 - Facilitated the laser tracker to catch fast-moving laser by enabling the receiver to automatically correct deviation

LEADERSHIP AND ACTIVITIES Duke Association for Business Oriented Women (BOW) – Mentor 09/2013 – 05/2015 - Led seminar on basics of core industries and divisions within the industry Duke Dance Council – NIMS, Duke Chinese Dance, Choreographer 09/2011 – 05/2015 - Choreographed and performed at Countdown Craziness, the open ceremony of NCAA Basketball Season

SKILLS AND INTERESTS Languages: Native in Mandarin Chinese Technical: CFA Level II | Advanced in Microsoft Office | Intermediate in R-studio, MATLAB Others: Acted in movie The Painted Veil, Acted in TV series Empress Dowager Feng of Northern Wei | Scuba diving | Poker

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.