Summer 2020 Internships

Resume Book

Summer 2020 Internships Candidates Resume Book Columbia University Mathematics of Finance MA Program Publication Date: Tuesday, January 27, 2020

Dear Colleague, Enclosed please find the resumes of students in Columbia University’s Mathematics of Finance MA program (MAFN) who are expected to be available for summer internships during the summer of 2020. The most current version can be downloaded from our website: http://bit.ly/MAFN-resumes. We invite you to review the resumes and consider these students for employment. Feel free to contact them directly.

You are welcome to forward this resume book to your colleagues. Also, we would appreciate if you would suggest hiring managers and human resource personnel in your organization who should receive our resume books in the future. Please email lrb@math.columbia.edu

We can also set up a recruiting presentation on campus, or you may send us a specific job description which we can then circulate to the MAFN community.

For information about the MAFN program, please visit our website at http://www.math.columbia.edu/mafn/

Sincerely yours, Izabela Rutkowski Assistant Director of Career Development and Alumni Relations i.rutkowski@columbia.edu Laurent Breach Coordinator of the Mathematics of Finance MA Program lrb@math.columbia.edu Please turn to the next 3 pages for a list of students and their email addresses

A list of Summer 2020 Internship Candidates and their email addresses Canali, Tommaso - tc3020@columbia.edu Cao, Yuchao - yc3744@columbia.edu Chen, Junping (Chloe) - jc5302@columbia.edu Chen, Kailun (Aaron) - kc3327@columbia.edu Chen, Xiaoyin (Darren) - xiaoyin.chen@columbia.edu Chen, Yunfei (Sophie) - yc3429@columbia.edu Deng, Jinjin - Jinjin.deng30@gmail.com Fang, Kanglei - kf2621@columbia.edu Fu, Shijia (Scarlett) - sf3000@columbia.edu Gao, Lingxuan (Ling) - lg3098@columbia.edu He, Huiwen (Katherine) - hh2828@columbia.edu Hu, Jiangwei - Jiangwei.hu@columbia.edu Hu, Xilin (Helen) - xilin.hu@columbia.edu Huang, Yuxiang - yh3236@columbia.edu Jiao, Jian (James) - jj3060@columbia.edu Lei, Zhimao – zl2793@columbia.edu L'Ghoul, Houssam – hl3297@columbia.edu Li, Kebing - kl3185@columbia.edu Li, Zhengnan (Aaron) - zl2877@columbia.edu

Liang, Hengbo - hl3308@columbia.edu Liu, Guixin (Gary) - gl2664@columbia.edu Liu, Xinran - xl2898@columbia.edu Liu, Yuhan (Caleb) - yl4347@columbia.edu Lu, Yunzhi - yl4352@columbia.edu Mei, Yilun (Alan) - yilun.mei@columbia.edu Nguyen, Linh Khanh (Elise) - lkn2114@columbia.edu Romero, Jonnathan - jromero0413@gmail.com Salvi, Adwait Vijay - avs2161@columbia.edu Shan, Jiamin - js5529@columbia.edu Shen, Hanmiao (Sharon) - hs3168@columbia.edu Sun, Jifan (Lexie) - js5535@columbia.edu Tang, Chao - chao.t@columbia.edu Tong, Xinyu (Martin) - xt2231@columbia.edu Wang, Hanyu - hw2766@columbia.edu Wang, Haoyang - hw2758@columbia.edu Wang, Kaiyuan - kw2613@columbia.edu Wang, Mengyu (Vera) - wang.mengyu@columbia.edu Wang, Mengyuan (Melissa) – mw3383@columbia.edu Wei, Xiheyu (Crystal) - wei.xiheyu@columbia.edu

Wei, Yexin (Patrick) - patrickweiyx@gmail.com Wu, Gu - gw2406@columbia.edu Wu, Xinyi (Cindy) - xwcolumbia@outlook.com Xiang, Siqi – sx2255@columbia.edu Xiu, Binpeng (Kevin) - bx2171@columbia.edu Xu, Lei - lx2259@columbia.edu Xu, Yichen (Ethan) - yx2584@columbia.edu Yang, Andi - ay2484@columbia.edu Yang, Buqing - by2284@columbia.edu Yao, Xiang (Allen) - xy2436@columbia.edu Yu, Yue (Serena) - yy3021@columbia.edu Zhang, Haoyi - hz2652@columbia.edu Zhang, Hong - hz2484@columbia.edu Zhang, Hongrui (John) - hongrui.z@columbia.edu Zhang, Wo - wz2515@columbia.edu Zhang, Yijia (Jenny) - yz3757@columbia.edu Zhang, Yilun (Allen) - yz3748@columbia.edu Zhang, Yuqing (Ivy) - yz3795@columbia.edu Zhao, Peijie (Brian) - pz2263@columbia.edu Zhu, Yanlin - yanlinzhu2018@gmail.com

Tommaso Canali tc3020@columbia.edu | (646) 852-8438 | 1 Morningside Dr, Apt 1813, New York, NY 10025 | www.linkedin.com/in/tommasocanali

Education

Columbia University: MA Program in Mathematics of Finance New York, NY (Sept 2019 - Dec 2020) Coursework - Derivatives Pricing, Portfolio Management, Statistical Time-Series, Stochastic Analysis Columbia Quant Group - Quant Analyst Columbia Statistics Club – Member Universitá degli Studi di Milano-Bicocca: B.S. in Mathematics Milan, Italy (Sept 2015 – Nov 2018) Coursework - Probability and Measure Theory, Financial Economics, Mathematical Statistics, Numerical Analysis, Algorithms

and Programming, Real and Complex Analysis. Distinction – Graduated with Honors. Work Experience

Epsilon SGR (Intesa San Paolo Group, AUM: $830 Billion) - Quantitative Investments Intern Milan, Italy (Jan 2019 - July 2019) • Constructed a new-multifactorial quantitative alpha model for low tracking error funds (still being developed). • Cleaned and formatted the dataset, analyzed factor indexes extracted from MSCI INC. using MATLAB. • Analyzed IC (information coefficient) and IR (information ratio) to evaluate factors historical and rolling performances. • Coded for more than 4000 hours in MATLAB. • Utilized SVN as a repository system and version control for MATLAB to develop test-driven codes and unit-testing. • Designed weekly PowerPoint presentations for portfolio managers’ meetings and for client reports.

Academic Projects

Bachelor Thesis – Pricing Options by Dynamic Programming (July 2018 - Nov 2018) • Derived a closed formula for pricing European Call Options to demonstrate the possibility for the options writer to always hedge. • Conducted a comprehensive literature review on option pricing mathematical techniques. • Presented this research for an audience of over 100 people.

Portfolio Management – Stock Picking with Multi-Factor Clustering (Sept 2019 - Dec 2019) • Developed and back-tested a multi-factor cluster-based portfolio, with active risk-management (position weights and VaR) • Replicated and expanded Fama-French 5-factor model.

Mathematical Finance- A Cross-Sectional Study of Momentum Estimators (Sept 2019 - Dec 2019) • Replicated Carhart UMD (Up-minus-Down) momentum portfolio methodology for various time horizons in Python. • Studied cross-sector variations in momentum trends to find optimal momentum investment strategies within each sector.

Skills

• Programming – MATLAB (advanced); Python, R, Java (beginner). • Microsoft Office – Excel and PowerPoint (advanced). • Spoken Languages – Italian (native), Spanish (intermediate).

Interests

• Travelling: more than 40 countries visited all over the world. • Sports: competitive junior skier and tennis player, amateur soccer and basketball player. • Chess (amateur player). • Ethnic cuisine: Indian, Thai, Chinese, Japanese, Mexican. • Cooking: traditional Italian dishes.

YUCHAO CAO

211 West 109th St., New York, NY 10025 646-525-2528 | yc3744@columbia.edu | http://bit.ly/caoyuchao

EDUCATION Columbia University, New York, NY, Sept 2019 - Dec 2020 Master of Arts in Mathematics of Finance (MAFN)

• Courses: Intro to the Math of Finance, Prog for Quant & Comp Finance(C++), Statistical Inference/ Time-Series Modeling and Stochastic Methods in Finance

University of Richmond, Richmond, VA, Sept 2015 - May 2019 Bachelor of Science in Mathematical Economics Minor in Business Administration

• Courses: Multivariate Calculus, Statistics for Bus & Econ, Microeconomic Theory W/Lab, Differential Equation, Probability, Mathematical Economics, Numerical Analysis, Data Structure(Java), Introduction to Data Science

• Honors : Summa Cum Laude, Dean’s List (2015 Fall), Dean’s List (2016 - 2018), Dean Memorial Schorlarship David & Leslie, Member of Phi beta Kappa

INTERNSHIP CaiTong Assets Management Co.Ltd, Shanghai, 07/2018 - 08/2018 Intern, Department of Index and Strategy

• Gathered historical price and fundamentals information of all publically traded companies on Shanghai Exchange and Shenzhen Exchange in the auto, airport, insurance, and securities industries.

• Cleaned the data through implementing average fill-in for absent data and used mathematical interpolation to determine the supposed stock prices during stock suspensions.

• Assisted the supervisor in measuring the correlations between different factors of the stocks using Python. HuaYing Securities Co.Ltd, Shanghai, 12/2017 - 01/2018 Intern, Department of Fixed Income

• Collected daily bond market information included in open market operations statistics, interest products and credit products based on particular needs.

• Assisted the group in setting up a GUI structure that would automatically conduct the computation once the user input the relevant parameters of the bond using Python notebook.

• Calculated the dollar duration and dollar convexity of the avalaible product by setting up two simultaneous equations.

ACADEMIC EXPERIENCE Summer Research Fellowship, University of Richmond Richmond, VA, 05/2017 - 07/2017 Research Assistant, Department of Math and Computer Science

• Received summer research fellowship grant to investigate Poncelet Curves. • Attended and gave presentations in weekly meetings. • Provided advisor with the data and images related to finite Blaschke products. • Prepared and gave a poster presentation for Spring Symposium at University of Richmond.

Youth Life Foundation, Richmond, VA, 09/2016 - 04/2017 Mentor

• Helped elementary school students with their homework and engaged students in puzzle games like word searches to help them develop interest in exploring and thinking individually.

SKILLS AND INTERESTS

• Intermediate proficiency in Java, Python and Octave; basic proficiency in R; Proficient in Excel and PowerPoint • Certificate: Coursera: Machine Learning(by Andrew Ng) • Native in Chinese; basic proficiency in Japanese

JUNPING (CHLOE) CHEN

jc5302@columbia.edu | 1-646-387-1836 | linkedin.com/in/junping-chen

EDUCATION Columbia University New York, NY

MA in Mathematics of Finance 08/2019 – 12/2020

• Coursework: Time-Series Modelling, Programming for Quantitative and Computational Finance, Stochastic Process,

Hedge Funds Strategies and Risk Zhongnan University of Economics and Law Wuhan, China

Bachelor of Finance with emphasis in Chartered Financial Analyst (CFA) 09/2015 – 07/2019

• GPA: 3.80/4.00

• Honors: Plane Tree Scholarship (top 0.5% of freshmen); First Class Scholarship (top 2% of university students) Stony Brook University Stony Brook, NY

Exchange Student, Major in Applied Mathematics and Statistics 08/2017 – 12/2017

• GPA: 4.00/4.00

WORK EXPERIENCE

Sea Aurora Asset Management Co., Ltd. (startup company) Wuhan, China

Quantitative Research Intern 06/2018 – 06/2019

• Back-tested dozens of strategies from the Global Alpha Strategy Handbook based on constitutes of the CSI300, 50ETF, and CSI

Small Cap 500 indices in order to extract useful strategies; yielded 18% return with only 5% drawdown

• Constructed a generic valuation model for Blue Chip using MATLAB; provided technical support and guidance for the automatic

valuation system; developed a model to estimate individual stock beta and potential alpha

• Applied historical back testing, Monte Carlo Simulation and dynamic time series parameter methods to build six risk assessment

models in order to calculate Value at Risk for different holding periods

Guangzhou Securities Guangzhou, China

Industry Research Intern 01/2018 – 03/2018

• Explored industry chain for new energy vehicles and processed data for seven relative sector indices in R in order to obtain an

exponent linear regression model

• Authored an industry research report and issued a buy recommendation for five companies; fetched sector index data and financial

statements of potential companies from Wind database

• Performed Discounted Cash Flow valuation and scenario analysis to estimate intrinsic value of relevant companies using VBA

RESEARCH EXPERIENCE Pricing American Options Zhongnan University of Economics and Law

Project for Numerical Calculation and Financial Simulation course supervised by Prof. Zhisheng Li 05/2018 – 06/2018

• Built generic American option pricing models in MATLAB with Black-Scholes Model and binomial and trinomial tree methods

• Optimized pricing method using a Weibull distribution and jump diffusion model under the Monte Carlo simulation in order to

simulate the price path of the underlying stock and calculate the option price

• Produced a report analyzing the efficiency and accuracy of path dependent options

Statistical Analysis of Gene-Environment Interactions Stony Brook University

Project for Data Analysis course supervised by Prof. Stephen Finch 11/2017 – 12/2017

• Led a team of four members to study gene and environment factors that contribute to depression

• Investigated the interaction between factors and reduced factor number using Principal Component Analysis; applied lack of fit

test in Minitab to remove repeated value

• Modified candidate model through the AIC principle and conducted multiple regression in R; created a mathematical model report

analyzing the effect of genes and the environment on gene expressions of depression

SKILLS AND CERTIFICATIONS

• Computer: MATLAB, C++, Python, R, C, VBA, EVIEWS, Minitab

• Certifications: Passed CFA Level 1; FRM Program - Passed Part II; Securities Qualification; Futures Securities Qualification;

Baruch online certification for C++ Programming for Financial Engineering; Certificate of Accounting Professional

ADDITIONAL INFORMATION

• Language: Mandarin Chinese (native), Cantonese(native)

• Interests: Chess (FIDE rating 1790, Chess teacher, National First-Class Athlete, licensed arbiter in China), Badminton

Kailun(Aaron) Chen

225 W 109th

Street, Apt 22, New York, NY,10025|kc3327@columbia.edu | (929) 353 – 2623| www.linkedin.com/in/kailunchen

EDUCATION

Columbia University, New York, NY Sept 2019-Expected Dec 2020

Master of Arts in Mathematics of Finance Coursework: Mathematics of Finance, Time-Series Modeling, Stochastic Processes and Applications, Hedge Fund Strategy & Risk, Multi-Asset

Portfolio Management, Numerical Methods In Finance, Stochastic Methods In Finance, Machine Learning

Michigan State University, East Lansing, MI Sept 2014-May 2018 Bachelor of Science in Mathematics with honor, Bachelor of Art in Supply Chain Management with honor Cumulative GPA: 3.9/4.0

Coursework: Probability, Linear Algebra, Ordinary Differential Equations, Machine Learning, Number Theory, Business Analytics& Info

System, Quantitative Business Research Method

WORK EXPERIENCE

Axpo US LLC Quantitative Analyst Intern New York, Jan 2020-Present

• Working on the Python projects based on Beacon ETRM (Electronic Trading and Risk Management) environment

Fosun International Ltd. Quantitative Risk Intern, Asset Allocation Center Shanghai, Oct 2018-May 2019

• Conducted research on external rating agents’ credit risk models (Moody’s EDF and S&P’s Market Signal) and Bloomberg credit

models (DRSK) to determine features and indexes for credit risk model(Excel)

• Researched the methodology on bond issuer, obligor and credit parent to enhance the coverage of credit model more than 30%

• Established excel based risk management model to categorize the bonds pool whose market value is over one billion dollars

• Monitored “Risky” bonds’ performance and reported the detailed criteria for the implied rating to the B of D

• Cooperated with outsourced data analyze team to transfer excel based risk management model to java based model

Fosun International Ltd. Fixed income analyst Intern, Investment Management Group Shanghai, Aug 2018-Oct 2018

• Pre-screened and reviewed bond investment reports, present my credit opinions to supervisors for approval

• Used Moody's credit opinions, S&P's rating summaries, FactSet's info and Bloomberg terminal to evaluate bonds' credit risk and wrote

evaluation report for corporate bonds, EETC, loans and direct lending

• Analyzed S&P industry scorecard and industry rating methodology to evaluate bonds' industry risk

• Automated and optimized the credit risk weekly reporting process and minimize heavy reporting workload within 30 minutes

Orient Securities Private Equity Intern, Private Equity Group Shanghai, July 2018-Aug2018

• Collected industrial and corporate information from Bloomberg and Wind to analyzed the supply chain and competitive advantage from

collected information and drafted research reports

Zhongliang Real Estate Group Co., Ltd Financing Assistant Intern, Financing Department Shanghai, July 2016 – Aug 2016

PROJECT EXPERIENCE

Sector Momentum Strategy Hedge Fund Group, regarding back testing and implementing intra-sector and inter-sector Momentum strategy on

commodity futures. Holding period 1 Month and ranking period 60 days with annualized return 31%, MaxDD 31.5%(Python)

Dispersion Strategy Hedge Fund Group, regarding taking long/short position on S&P100 index option and its constituent stock option with delta hedging and vega hedging. Employing principal components analysis on stock selecting(pick 13 out of 100) to reduce transaction cost and

hedging cost, annualized return 30.427% and volatility 39%, maxDrawdown31.38%, Sharpe0.73(Python, SQL)

NR4/IBAR FX Strategy Hedge Fund Group, regarding generating the alpha from G10 currencies by discovering NR4 and IBAR pattern and taking long/short position based on different closing methods. Annualized return 1% for volatility adjusted threshold. (Python)

Yield Curve Arbitrage Hedge Fund Group, regarding taking long and short positions on different points of the yield curve of the treasuries so as

to profit from treasuries misprices by utilizing Nelson‐Siegel Model. Sharpe Ratio 0.88 and MaxDD 5%(Python)

Electricity Trading Hedge Fund Group, regarding conducting research on North American electricity dual pricing system(DART markets) and

exploring virtual bidding strategy and geographic arbitrage using FTRs and CFDs

Early Warning Strategy With Moody’s EDF Fosun Credit Risk Group, Team leader, regarding conducting research on analyzing Moody’s’ EDF model to generate four early warning methods for rating deterioration and issuer default.

Bond Rating Downgrade With Machine Learning Fosun Credit Risk Group, individual project, regarding predicting whether or not a bond

will downgrade from Baa level to Ba level (from investment grade to high yield) by using several algorithms including random forest, gradient boosting and SVM(Python)

Model Validation For Credit Risk Model Fosun Credit Risk Team, individual project, regarding conducting researches on model validation

methods including CAP, receiver operating characteristic, Kolmogorov Smirnov, logarithmic loss, Kendall Tau to select best fit methods for our team’s credit risk model; Conducting threshold-setting research and presenting model validation methodology to my asset allocation team to

make AUC of our risk management model up to 91% (Better than EDF’s AUC) (Python)

Implied Rating From USD US Composite Yield Curve Fosun Credit Risk Group, Team leader, regarding generating implied rating of senior

unsecured bonds from Bloomberg’s yield curve involving akima interpolation(Python)

SKILLS

Programming: Python (NumPy, Pandas, SciPy, Scikit-learn, matplotlib, seaborn) , C++, R(fGarch, quantmod, stats, ggplot2), VBA,

mySQL(mysql workbench, DB API, MySQL Connector), PostgreSQL, MATLAB Tools: Bloomberg terminal, Bloomberg Excel Adds-in, Factset, S&P CapIQ, S&P Excel Adds-in, Moody’s Adds-in, Moody’s Creditedge,Wind,

Latex, Excel, PowerPoint, Tableau

Certifications: CFA Level II Candidate (Passed Level I in June 2019), Bloomberg BMC Certificate, Data Science Python Certificate, IBM Databases and SQL for Data Science, IBM Data Visualization with Python, DataCamp SQL Fundamental Skill Track

INTERESTS

Snowboarding(Black Diamond), Cooking(over 30 different Chinese special foods)

Xiaoyin (Darren) Chen xiaoyin.chen@columbia.edu | (412) 944-7666 | 200 W 106th St, New York, NY 10025

EDUCATION Columbia University August 2019 – Expected December 2020 Master of Arts in Mathematics of Finance New York, NY • Relevant courses: Capital Markets and Investments, Intro to Mathematics of Finance, Time-series Analysis, Stochastic Processes Colgate University January 2016 – May 2019 Bachelor of Arts in Applied Mathematics Hamilton, NY • Cumulative GPA: 3.64/4.00 • Relevant courses: Financial Economics, Accounting, Money and Banking, Mathematical Statistics, Probability, Differential Equations,

Linear Algebra, Real Analysis, Numerical Analysis, Computational Mathematics (MATLAB), Intro to Computing (Python) Carnegie Mellon University August 2015 – December 2015 Bachelor of Business Administration Pittsburgh, PA • Cumulative GPA: 3.75/4.00 • Transferred to Colgate Univeristy PROFESSIONAL EXPERIENCE Guotai Junan Securities June 2018 – August 2018 Asset Management Analyst Intern Shanghai, China • Dived into industry-specific multiples and particularly explored the relevance of P/B and ROE in different market sectors • Developed a trading strategy based on P/B-ROE model and back-tested the strategy on historical data of Chinese stocks in past

three years • Investigated how macroeconomic variables and government policies affect various market sectors and investors’ expectation • Cooperated with colleagues on weekly reports and presentations of domestic and foreign markets; attended client meetings JGR Capital July 2017 – August 2017 Equity Research Analyst Intern New York, NY • Researched three small-cap companies via comparable company analysis; organized financial data in Excel • Projected their future performance based on top-down and bottom-up revenue forecasting models and evaluated stock prices of

the three companies through DCF model • Created a 5-page report for each of the researched companies and presented reports to supervisors for investment decisions Bank of China June 2016 – August 2016 Fixed Income Analyst Intern Nanjing, China • Analyzed credit risk of companies on both a qualitative and quantitative basis; assisted the research team with bond

recommendations and rating reports • Conducted market research on how various economic indicators affect the performance of sovereign and municipal bonds LEADERSHIP ACTIVITES Colgate Investment Group January 2016 – May 2018 Analyst - Financial and Industrial Sector Hamilton, NY • Generated and analyzed investment theses through the use of relative strength analysis and fundamental analysis including the analysis

of macro/industry trends, comparable company analysis and intrinsic valuation (DCF) • Identified the optimal entry and exit points of investment opportunities through research on the market environment and

technical analysis of CMF, ADX, Stoch RSI and MACD • Participated in monthly investment group meetings in a team of nine with other groups; presented and defended investment

theses against an audience of 70+ members Colgate University January 2018 – May 2018 Lab Teaching Assistant for Computational Mathematics Course Hamilton, NY • Tutored 15 students on topics including non-linear/complex dynamic systems, error analysis and ODEs • Guided students to run numerical analysis on MATLAB and integrate analytical and numerical perspectives of mathematics PROJECT Thesis on the Extensions of the Black-Scholes Option Pricing Model September 2018 – December 2018 • Researched the Black-Scholes model with time-dependent risk-free rate and volatility; used semi-implicit Runge-Kutta scheme

and finite difference method to conduct numerical simulations of the BS PDE on MATLAB • Wrote a thesis paper about how the extended model prices European call options differently from the original version SKILLS AND INTERESTS • CFA level II Candidate • Technical Skills: Proficient in Microsoft Office suites, MATLAB and Python • Personal Investing: Managing a portfolio of 50K dollars from May 2017 with annual return of 8%. Adopting top-down

investing methods, trading rangesare using technical indicators and investing in ETFs • Interests: Skiing, Mountaineering (reached 20,269-feet summit of Yuzhu Peak (Tibet) in June 2016), Cycling (cycled for 1300

miles from East China to Tibet in 24 days in 2012)

EDUCATION

Yunfei (Sophie) Chen

yc3429@columbia.edu | 517 W 121st St, NY10027 | 917-378-0713 |

https://www.linkedin.com/in/yunfei-c

Columbia University | Master of Arts, Mathematics of Finance New York, NY, Expected Dec 2020

· Coursework: Stochastic Processes, Time-Series Modelling (R), Linear Regression Models (R), Math Finance (MATLAB,

Python, VBA), Numerical Methods in Finance, Stochastic Methods in Finance, Non-linear Option Pricing

· Champion of the UBS Global Markets Quant Hackathon 2019 (1 out of 1000) Oct – Nov 2019

Fudan University (Ranks 40th in QS World University Rankings 2020) Shanghai, China

Bachelor of Economics, Mathematical Economics Sep 2014 – Jul 2018

· Coursework: Mathematical Analysis, Linear Algebra, Differential Equations, Stochastic Processes, Optimization,

Econometrics, Time Series, Probability, Financial Engineering, Investments, International Finance, Python Programming,

MATLAB Programming, Advanced Macroeconomics (PhD), Machine Learning & Deep Learning Specialization (Coursera)

· Exchange Program at University of Hawaii at Manoa

EXPERIENCE

Guotai Junan Securities Co., Ltd. (Top-tier Securities in China) Shanghai, China

Remote Quant Intern | Department of Securities Derivatives Investment, Shanghai Headquarters Dec 2019 – Present

· Reviewed academic research and wrote an in-depth report on the pricing and hedging methods of knock-out option

· Conducted empirical research on the Vega Greeks (Vanna, Volga) and Vega-hedging of vanilla and exotic options with

Python; presented work to senior colleagues in a weekly meeting

China Times Asset Management Co.,Ltd. Shanghai, China

Quantitative Analysis & Database Intern | Department of Investment & Research Oct 2018 – May 2019

· Built Python programs to pull data from APIs, conduct data cleaning and interpolation, and interact with SQL databases

· Aggregated futures trading data from contract level to commodity; calculated weighted daily indices for each commodity

· Developed functions for calculating 5 momentum factors relevant to limit-up/-down and real-time quantity relative ratio

· Extended and revised the CTA deal analysis framework; translated it from MATLAB to Python (thousands of lines)

· Developed a captcha recognition program to detect characters with a sliding window, achieving over 90% accuracy

Ningbo Rongan Asset Management Co.,Ltd. Shanghai, China

Quantitative Strategy Research Intern | Shanghai Investment Research Center Sep 2017 – Jan 2018

· Implemented stock selection with a stock-bond rotation strategy using Python; processed data from Wind Terminal

· Evaluated strategy performance, including yearly return, max drawdown and Sharpe ratio on backtesting platforms

Shanghai Puzhi Information Technology Co.,Ltd. Shanghai, China

Financial Analyst Intern | Quantitative Trading Team Jul – Aug 2017

· Implemented stock picking using Elliott Wave Theory and made daily reports to supervisor; collected A-shares data

· Conducted technical analysis to help with stock trading, including expected buy/selling prices, stop-profit/-loss points etc.

PROJECT / RESEARCH EXPERIENCE

A Joint Market Risk and Liquidity Risk Model, Shidler College of Business, UH Manoa Honolulu, HI

Research Assistant in Finance | Supervisor: Professor Gunter Meissner Sep 2016 – Aug 2019

· Quantified liquidity risk in the market using the Geometric Brownian Model with a Bernoulli Jump

· Batch-downloaded from Bloomberg Terminal 6-month per second bid and ask prices of 30 DJIA bonds with VBA

· Used Python and SQL to sort out the highest bid price and the lowest ask price per second for each bond; derived the bid-

ask spread and price volatility of each bond, statistically testing the downside occurrences of liquidity shocks

SKILLS / HONORS

Computer skills: Python, SQL, VBA (Intermediate); C++, MATLAB, R, TensorFlow, Stata (Basic); Bloomberg, Wind

Certifications: CFA I Passed, FRM I Passed, Bloomberg Market Concepts, Certificate of Accounting Professional in China

Honors: Undergraduate Outstanding Scholarship (Fudan University, Sep 2016 & Jun 2018)

Languages: Mandarin & Shanghainese (Native), Korean (Basic)

Jinjin Deng Jinjin.deng30@gmail.com | 200 W 96St, NYC, NY, 10025 | +1(332)201-5284 | www.linkedin.com/in/jinjin-deng

Education Columbia University, M.A. in Mathematics of Finance New York, USA/ expected Dec. 2020

⚫ Coursework: Fixed Income Portfolio Management, Hedge Fund Strategies, Financial Risk Management ⚫

Columbia University, Visiting Student Program New York, USA/ Sep.- Dec. 2018

⚫ Coursework: Stochastic Process and Application, Time-series Modeling, Python for Data Analysis ⚫

Jinan University, Bachelor of Economic Guangzhou, China/ Sep. 2015~Sep. 2019

⚫ Coursework: Financial Engineering, Corporate Finance, Econometrics, Security Investment, Accounting, Statistics

⚫ GPA: 3.6/4.0

Internship Experience GF Securities/ Investment Banking Intern (leading IB in China) Shenzhen, China/ May - July 2019⚫ Researched TMT startups and E-commerce industry, used trend analysis and comparative method to evaluate investments.

⚫ Responded to CSRC (China Securities Regulatory Commission) comments on preliminary prospectus of ZhouLiuFu’s IPO.

⚫ Analyzed (Excel) ZhouLiuFu’s expanding capacity and competitive advantages using its customer group and store

distribution patterns and revenues compared with similar companies.

Shenwan Hongyuan Securities/ Risk Management Intern (leading IB in China) Shenzhen, China/ June - Aug. 2018⚫ Validated model results of historical VaR and incremental VaR for bond and derivatives at portfolio and sub-portfolio level.

⚫ Analyzed Jiangsu Protruly’s fall-down with ratio method based on its balance sheet and auditing report, etc.

⚫ Collected and analyzed information about the companies in the 5G industry, wrote the industry research report, and

recommended the leading enterprise in 5G industry i.e. ZTE Corporation.

Industrial Securities/ Asset Management Intern Beijing, China/ Jan. - Feb. 2018 ⚫ Took post-loan follow-up survey of stock pledge repo business, regularly monitored financier’s risk level, and updated

post-loan statistic table.

⚫ Conducted due diligence in the ABS issuance, analyzing its annual reports, auditing reports, and business loan.

⚫ Applied fund-related knowledge in the sales of the LOF of YuanXinYongFeng.

Bronzehorse Capital/ Strategy Research Intern Beijing, China/ July - Aug. 2017 ⚫ Researched overall trends of the stock and bond market, including CSI 300 Index and T-Bond Futures.

⚫ Analyzed growth rate of listed companies by extracting financial data and valuation data.

Research & Project Experience Fixed Income Portfolio Management Project Columbia University/ Sep.-Dec. 2019

⚫ Constructed diversified fixed income portfolio with investment limit and DV01 and VaR limit.

⚫ Hedged interest rate risk using bonds, swaps and futures.

⚫ Employed active management strategies such as steepener, flattener and butterfly according to market condition.

⚫ Analyzed portfolio risk by computing duration and convexity.

Implementation on Production Spread Strategy Columbia University/ Nov. 2019

⚫ Conducted 1:1 crack spread and refined it with rolling cost and 3:2:1 crack spread

⚫ Wrote implementation paper, discussing the difficulties and reasoning refinements, and analyzed results.

Research on Risk Measurement in Financial Market Jinan University/ May - June 2018

⚫ Collected pertinent data and processed close price into Logarithmic yield.

⚫ Selected and used GARCH models to estimate conditional variance and evaluated VaR with parametric method.

⚫ Conducted back testing to test the robustness of VaR.

⚫ Developed the research paper Research on Risk Measurement in Financial Market Based on GARCH-VaR and FHS

published on Applied Economics and Finance

Skills & Interests Programming: Python (proficient), R (intermediate), VBA in Excel (intermediate), Bloomberg (beginner)

Languages: Mandarin (native), Cantonese (basic)

Interests: Reading The Economist, Wall Street Journal, Hiking, Road Trip, Piano, Latin Dancing

KANGLEI FANG323 W 96th St, Apt 1005, New York, NY 10025• (646) 309-7232

kf2621@columbia.edu•linkedin.com/in/kanglei-fang Education_____________________________________________________________________________ Columbia University | Graduate School of Arts and Sciences New York, NY Master of Arts in Mathematics of Finance (MAFN) Aug. 2019-Dec.2020(Expected) Related Coursework: Statistical Inference and Time-Series Modelling, Stochastic Processes, Capital Markets and Investments, Financial Risk Management and Regulations Jilin University | School of Mathematics Changchun, China Bachelor of Economics in Financial Mathematics, GPA:3.88/4, Major GPA:4/4 Aug. 2015-Jul. 2019Tang Aoqing Honors Program in Science (Mathematics) (Dean’s list, National Scholarship) Related Coursework: Calculus with Theory, Linear Algebra, Complex Analysis, ODE, PDE, SDE, Probability and Statistics, Financial Mathematics, Financial Computation, Real Analysis, Multivariate Statistical Analysis. Georgia Institute of Technology | School of Mathematics Atlanta, GA School of Mathematics Visiting Honors Student Program, GPA:3.89/4 Jan.2018-May.2018Related Coursework: Introduction to Probability and Statistics, Mathematical Statistics II. Professional Experience_________________________________________________________________ Huatai Securities Institute Beijing, China Intern Assistant Researcher, Financial Engineering Group Aug. 2018-Sep.2018 • Participated in the Stock Fluctuation Rate Prediction based on GARCH and its Derivative Models Program,

completed data cleaning and screening by Python. • Calculated and predicted the fluctuation ratio by GARCH and its derivative models which improved the

prediction accuracy rate by 17%. • Solved the possible convergence problem of GARCH model in the Second-board market through Augmented

Lagrange Method. Shanghai HuaAn Funds Shanghai, China Intern Equity Assistant Researcher, Index and Quantification Head Office Jul.2018-Aug.2018 • Attended in the Multifactor Stock Selection Analysis Based on Consensus Data Program.• Processed more than 2.2 million consensus data from GO-GOAL (a finance database) and completed format

unification, worthless data elimination and data fitting in Python and SQL.• Selected stocks according to four factors constructed by the processed data achieving 16% profit rate compared

to SSE.• Prepared roadshow to promote improved models and learned from other funds’ roadshows.Huatai United Securities Co., Ltd Beijing, China Intern Manager Assistant, Investment Banking Department Jul. 2017-Aug.2017 • Attended internal thematic training on Corporation Law, Securities Act, IPO and M&A Administration Measures,

and financial management. • Responsible for the previous due diligence for an assets reorganization program, cleared up some historical

documents and contracts. • Cooperated with capital operation proposals and finished PPTs, presentations, and prospectuses.Project Experience_____________________________________________________________________ Financial Risk Calculation System Nov.2019-Dec.2019 Columbia University Financial Risk Management and Regulations Final Project• Used Python to write a risk calculation system (about 1200 lines) to calculate different kinds of VaR and Expected

Shortfall (like GBM, Parametric, Historical, Monte Carlo etc.) of a portfolio contains arbitrary numbers of stocks and options.

• Backtested calculated risk factors and provided improvement suggestions about calculating options risk factors.• Using LaTeX to write model documentation, software documentation and test plan.Skills_________________________________________________________________________________ Computer skills: Advanced: PowerPoint, LaTeX; Intermediate: Python, C, R, MATLAB, SQL, EXCEL. Languages: Native Chinese Speaker Club: Columbia Quant Group (Quant Analyst) Interests______________________________________________________________________________ Reading, Curling[A Winter Sport], Badminton

Shijia (Scarlett) Fu 501 W 113th St New York, NY 10025

332-201-8363 � sf3000@columbia.edu EDUCATION Columbia University MA in Mathematics of Finance

New York, NY Sept. 2019- Dec. 2020 (Expected)

Coursework: Mathematics of Finance, Statistical Inference, Programming for Quantitative Finance, Stochastic Processes Renmin University of China BS in Mathematics and Applied Mathematics

Beijing, CN Sept. 2015- June 2019

Honors: Second-class Scholarship(2018), Third-class Scholarship(2016, 2017), Merit Student (2016,2018) Coursework: Real Analysis, Time Series, Probability, Statistics, Optimization, ODE, PDE, C, Data Structure University of Helsinki Exchange Program

Helsinki, Finland Sept. 2017- Dec. 2017

Coursework: Stochastic Methods, Artificial Intelligence, Machine Learning, SAS PROFESSIONAL EXPERIENCE Horizon Asset Management Co.Ltd. Quantitative Strategy Intern Provided support for the first quantitative investment product of the company.

Beijing, CN Sept. 2018 - Dec. 2018

� Grasped the backbone of over 80 research papers and sorted out a detailed spreadsheet about the core concepts and dependent data of each report in one week

� Cleaned 15 years of data, and pointed out the loopholes of the data merge logic � Wrote functions of the back-test platform in Python. The program that implemented intersection and union of several

universes is still in use today � Constructed price/volume alpha factors for inter-day market neutral strategy on A-shares HSBC Data Analytics Summer Intern

Shanghai, CN July. 2018 – Aug. 2018

� Segmented customers based on their consumption habits and product character, and used SQL to compile customer information from database

� Assisted data scientist in building Random Forest model to capture specific customer group, predict their demands and improve response rate. Used A-B test to validate its effect

� Conducted Bayesian Analysis on the purchase history of credit card users, created customer profiles and selected cooperative merchants accordingly

PROJECT Graduation Thesis: Journe Wavelet SVM Based on Kernel Polarization(Renmin University) Feb. 2019 – Apr. 2019 � Created a new kernel function for complicated classification tasks � Achieved 71% and 85.5% accuracy on the German credit dataset and the Australian credit dataset, respectively. ACTIVITIES Renmin University Youth Volunteer Association, Vice Minister Sept. 2015 – June. 2017 Renmin University Debate Team, Member Sept. 2015 – June. 2016

SKILLS & INTERESTS

Technical Skills: Python(Numpy, Pandas), C++(beginner), R, SQL(basic), C(intermediate)

Certificates: Coursera Financial Engineering and Risk Management I, II, C++ Programming

Productivity Software: Excel, PowerPoint

Interests: opera, dancing, archery, etc.

Lingxuan (Ling) Gao

lg3098@columbia.edu • 646-830-4566 • 784 Columbus Ave Apt 6S, New York, NY,10025 EDUCATION

Columbia University New York, NY, Aug 2019-present M.A Mathematics of Finance Project: Quant Methods in Investment Management Columbia Quant Group, Quant Analyst New York University Tandon School of Engineering New York, NY, Honor Graduation May 2019 B.S in Applied Math and Physics (Cum Laude) Awards: Dean’s List for 2015-2016, 2016-2017, 2017-2018 Related Courses: Math Modeling, Project in Mathematics (Machine Learning), Intro to Programming & Problem Solving WORK EXPERIENCE

CITIC Bank, Summer Risk Analyst Intern Shenzhen, China, Jun-Aug 2019 • Researched on the global market, national funds, and securities • Conducted risk analysis on private equity projects (Excel VBA) • Calculated the potential profit of private equity projects (Python) • Communicated and corporated with Investment Banking Divisions on private equity projects NYU Center for Urban Science + Progress (CUSP), Data Analysis Research New York, USA, Jun 2018-Jan 2019 • Created a complete ontology including the characteristics of subway stations of various sizes, ages, and origins • Data Analysis Research with professor Laefer and professor Tabak on LiDAR dataset and optimal transport theory NYU Courant, Math Grader &Tutor New York, USA, Sep 2017-Dec 2018 • Graded and tutored coursework for Advanced Linear Algebra and Complex Variable (MA-UY 3113) NYU Tandon, Physics Research New York, USA, Jun-Aug 2017 • Physics Research with professor Tsifrinovich on the motion of isolated galaxies in the expanding universe Panopath Co, Consultant and Writer Shanghai, China, Jul 2016-Sep 2017 • One of the earliest Co-founders, Writer for the Wechat Public Account • Operated various activities, Provided consulting services on high school students’ future career development Bank of Nanjing, Summer Finance Analyst Nanjing, China, Jul-Aug 2016 • Analyzed balance sheets and financial data for the investment department • Promoted a new loan portfolio through cold calling over 1000 potential borrowers and found 5 new company

borrowers at commercial loan department CERTIFICATES

Society of Actuaries • Probability Exam Certificate May 2019 • Financial Mathematics Exam Certificate Jun 2018 Macquarie University, Online by Coursera • Excel Skills for Business Specialization Jul 2019 Bloomberg Market Concepts (BMC), By Bloomberg Nov 2019 SKILLS AND INTERESTS • Machine Learning: Python (Intermediate), SQL (Beginner), R (Beginner) • Bloomberg Terminal, Excel (Intermediate), PowerPoint (Advanced), Photoshop (Intermediate) • Chinese Mandarin (Native) • Violin (NYU Community Orchestra, NYU Music Ensemble, Jincai High School Orchestra, Nanjing Youth Orchestra)

Huiwen(Katherine) He 400 West 113th St, New York, NY, 10025 • 857-413-7787 • hh2828@columbia.edu • www.linkedin.com/in/huiwen-katherine-he

EDUCATION

Columbia University, Graduate School of Arts and Sciences New York, NY

M.A. in Mathematics of Finance Expected Dec 2020

Coursework: Quant Methods in Investment Management(Python), Time-Series Modelling(R), Stochastic Processes, Essential Data

Structures (C and C++); Numerical Methods in Finance(VBA); Stochastic Methods in Finance; Artificial Intelligence(Python);

Machine Learning(Python)

Boston University, Questrom School of Business Boston, MA

Bachelor of Science in Business Administration Sept 2016 – May 2019

Dual concentration in Accounting and Finance; Mathematics Minor

Awards: Dean’s List (Spring 2017 – Spring 2019); Summa Cum Laude; Beta Gamma Sigma

Coursework: Probability, Financial Statement Analysis, Investment Analysis, Data Science in R(R), Differential Equations, Linear

Algebra, Multivariable Calculus, Numerical Analysis, Python, Management Communications, Accounting

WORK EXPERIENCE

China Merchants Securities Co., Ltd., Shenzhen, China June 2019 – Aug 2019

Quantitative Analyst Intern

Enhanced the factor selection process for China A-shares portfolios by constructing a rank IC-based feature selection model and

incorporating information on feature importance derived from AdaBoost using Python

Preprocessed data for convertible bonds research by performing data wrangling, such as normalization and merging DataFrames,

and Exploratory Data Analysis (EDA)

Performed regression analysis to investigate the collinearity in multi-factor models for China A-shares portfolios and enhanced the

models by incorporating interactions term using Python

Panacea Lab, Inc., Cambridge, MA June 2018 - Aug 2018

Research Intern

Proposed a social media marketing campaign through analyzing market trends of the toothbrush industry, assessing market

competitors and user preferences and researching advertising strategies in the industry

Performed a cluster analysis on a 350-consumer survey to personalize customer marketing strategies and optimized the price point

based on purchase intent using demand curve

Guangzhou Industrial Transformation and Upgrading Investment Fund Co., Ltd, Guangzhou, China

Research Intern July 2017 - August 2017

Assessed a potential investment opportunity on a cosmetics company and conducted a due diligence analysis, including industry

analysis, profitability analysis and other analysis of financial statements

Examined the overall risk of the potential investment opportunity through qualitative analysis by creating a qualitative risk

assessment matrix, classifying risk categories and estimating its risk probability and impact

PROJECT EXPERIENCE

Boston University, Boston, MA Oct 2018 - Jan 2019

Undergraduate Research Assistant for Prof. Albuquerque

Derived and synthesized an excel report for change in CEO compensation based on 8-Ks to determine the effectiveness Institutional

Shareholder Services(ISS)’s Pay-for-Performance guideline

Academic Team Project Jan 2018 – May 2018

Cross Functional CORE Project

Led a team of nine to develop a unique product idea on a stroller and devised an integrated business plan

Proposed a risk mitigation strategy from qualitative and quantitative perspective through scenario analysis, sensitivity analysis and

simulation by using excel and @Risk

Quantitative Methods in Investment - Pairs Trading and RSRS Combined Trading Strategy Sept 2019 – Dec 2019

Developed and tested a quantitative trading and risk management strategy with a team of five by analyzing 20-years historical daily

data, using the Resistance Support Relative Strength strategy(RSRS) method to identify trading signals and combining the

cointegration method in pair trading to hedge risk.

Collected, sorted and cleaned data from IBES and CRSP Data by performing filling null value, normalization, merging two data

and parsing data into a SQL database

Increased the speed for pair selection process by 16% by performing principal components analysis(PCA) and K-mean clustering

on stock returns to narrow the stock pool

Tested the strategy’s robustness and sensitivity by using Python to perform back-tests, in-sample/out-sample comparisons and

conducted perform analysis, such as Sharpe Ratio and VAR, and general evaluation against benchmarks.

SKILLS & LANGUAGES

Programming: Python; R; Excel (@Risk, XLMiner, solver); PowerPoint; Bloomberg Certificate; SQL

Languages: Mandarin(Native), Cantonese(Native), English(Fluent)

Interests: Violin, Broadway Shows, Hiking

JIANGWEI HU 203 W 108th ST New York NY 10025 | +1 6468528420 | Jiangwei.hu@columbia.edu | www.linkedin.com/in/jiangweihu

EDUCATION

Columbia University Master of Arts in Mathematics of Finance

New York, NY December 2020 (expected)

• Coursework: Non-linear Option Pricing | Risk Management | Stochastic Processes | Stochastic Calculus | Numerical Methods |

Time-Series Modeling | Intro to Mathematics of Finance

Central University of Finance and Economics Beijing, CN Bachelor of Economics, Major in Finance (GPA: 87.83/100) July 2019

• Coursework: Investments | Fixed Income Securities | Risk Management | International Finance | Database Theory and

Application | Mathematical Analysis | Ordinary Differential Equations | Probability and Statistics | Linear Algebra

• Scholarship for Academic Excellence (Top 5%)

University of Pennsylvania Philadelphia, PA Exchange Student (GPA: 3.93/4.0) August 2017 – December 2017

• Coursework: Financial Derivatives | Econometrics | Advanced Corporate Finance | Statistics for Economists

PROFESSIONAL EXPERIENCE

China International Capital Corporation Limited (CICC) - Equity Derivatives & Solutions Team Beijing, CN Equity Derivatives Analyst Intern September 2018 – March 2019

• Proposed investment topics, identified and pitched derivatives solutions to institutional investors, including auto-callable options,

covered calls, and zero-cost collars, created sales support material and presentations for marketing purposes.

• Implemented Monte Carlo simulation to estimate the early termination value of an auto-callable option.

• Investigated and resolved queries from clients stemming from their trading positions. Processed daily pricing requests.

• Liaised with internal stakeholders to resolve day to day trading issues: processed invoices and resolved discrepancies in cash flow

settlement with middle and back office, reviewed documents and contracts with legal team.

• Onboarding new clients and prospects.

Guotai Junan Securities Co., Ltd. - OTC Derivatives Team Shanghai, CN Summer Research Analyst Intern July 2018 – August 2018

• Researched RANs (range accrual notes), performed scenario analysis on contract payoff, drafted term sheets specifying terms of a

RAN contract.

• Implemented option pricing (plain vanilla, digital, and barrier) in VBA.

• Collected market data for pricing model inputs: interest rates, dividends, trading days, historical and implied volatility.

CITIC Securities Co., Ltd. - Research Department Beijing, CN Equity Research Analyst Intern February 2017 – August 2017

• Researched industry parameters, built a multivariate regression model linking market size and growth of the furniture industry

to China’s real estate market dynamics and urban policies.

• Performed financial statement projection, applied DCF valuation and equity value multiples to determine the fair value of stocks.

• Drafted equity research reports to support BUY/SELL stock investment recommendations by the Senior Analyst.

SKILLS

• Computer skills: Excel, PowerPoint (Advanced); C++, R, Python, MATLAB, VBA, SQL (Intermediate)

• Languages: Mandarin (Native)

PROJECTS

Risk Calculation System in R - Columbia University New York, NY Term Project Sept 2019 - Dec 2019

• Developed risk calculation system in R that can compute parametric, historical, Monte Carlo VaR and Expected Shortfall for a

portfolio of stocks and options, and back test the result against history.

ACTIVITIES AND LEADERSHIP

College Dance Troupe – Central University of Finance and Economics Beijing, CN Core Member and Dance Performer September 2015 – July 2017

• 2nd Place Prize winner in the Beijing College Dance Competition.

• Co-organized and performed in biannual performance nights attended by over 700 fellow students and faculty.

• Initiated a series of events to promote performing arts literacy on campus, e.g., workshops and open-to-public training sessions.

XILIN (HELEN) HU 646.206.2822 www.linkedin.com/in/xilin-hu xilin.hu@columbia.edu

EDUCATION

COLUMBIA UNIVERSITY, GRADUATE SCHOOL OF ARTS AND SCIENCES New York Master of Arts in Mathematics of Finance –MAFN Expected 12/20

• Anticipated Coursework: Stochastic Processes, Financial Risk Management and Regulation, Hedge Fund Strategies & Risk PEKING UNIVERSITY, GUANGHUA SCHOOL OF MANAGEMENT Beijing Bachelor of Arts in Finance, GPA: 3.9/4.0 9/15 – 7/19

• Core Coursework: Probability, Econometrics, Time Series Analysis, Fixed Income, Corporate Finance, Accounting • Honors: Outstanding Graduate of Guanghua School of Management, Award for Academic Excellence (top 5%)

MIAMI UNIVERSITY Oxford, OH Exchange Student, GPA: 4.0/4.0 8/17 – 12/17

• Teaching assistant of Higgin Kim Asia Business Program at Farmer School of Business

EXPERIENCE S&P GLOBAL Beijing Risk Solutions Intern, Market Intelligence Department 2/19 – 6/19

• Programming: Developed VBA-based tools to streamline the workflow including the data organization of the ratings • Credit Risk Modeling: Researched the differences between Chinese and US government and developed government credit

rating models by adjusting the framework in US: case studies in 20 provinces and cities completed • Model Verification: Gathered data from Wind database and Capital IQ and calculated the financial ratios to assist with banks

and corporates’ credit ratings, benchmarking with results from Ratings Department BDA CHINA LIMITED (Top Chinese Investment Consulting Firm) Beijing Analyst Intern 7/18 – 8/18

• Data Analysis: Investigated consumer tracking survey results of an Indian website for the past 5 years, evaluated the performance of each business sector and anticipated the future competition landscape

• Due Diligence: Examined an Artificial Intelligence algorithm company through analyzing the market size of AI application and competitive landscape of the industry regarding algorithm ability, business expansion capability and industry experience

BAIN & COMPANY Beijing Part-time Project Assistant 5/18 – 7/18

• Innovation/Teamwork: Devised the China Smart City Project Database with a scale of about two thousand through collecting and sorting out a great number of data, providing insights into market focus for a tech firm to win the bid

GRANT THORNTON LLP Beijing Project Intern, Consulting Group 1/18 – 3/18

• Research: Built the risk assessment framework for a security company and independently designed the corresponding risk indictors that is expected to be promoted as the industry standard

• Market Analysis: Analyzed the product, clients, channels, organizational structure and competitors of a high-tech company and a construction group, provided solutions for expanding their current business

ORIENT SECURITIES Shanghai Market Intern, Wealth Management Headquarters 6/17 – 7/17

• Equity Research/Communication: Assessed business models and financial statements of companies that will be listed in Hong Kong based on the IPO prospectus and presented the report to managers

PROJECTS

Generalized Linear Regression Modeling in Two-class Classification Problem, Peking University • Implemented logistic regression algorithm in R to explore whether stock with better financial data like higher EPS and P/E

ratio in Chinese market has higher return than market benchmarks and AUC under ROC curve achieved 82%

Analysis of Flight Delays and Cancellations of Chinese Airport, Peking University • Web-Crawled Chinese airports flight delays and cancellations data with latitude and longitude using Python, visualized by

ECharts on map and researched the factors related to delay and cancellation rate

ADDITIONAL INFORMATION

• Computer Skills: Python, R, MATLAB, VBA, SQL, Excel, PowerPoint • Interests: Piano (Grade 8 certificate), Dancing (Chinese dance Grade 10 certificate), Badminton (referee of 2016 PKU

Master and Doctor Badminton Match and 2017 PKU Badminton Match) • Leadership: Provided proposals for future development of China America Business Organization (CABO) as project leader • Volunteer Activities: Led an educational tour in PKU for children from rural area; Excellent Volunteer of PKU Hall

YUXIANG HUANG

Email: yh3236@columbia.edu | Address: 504W 110th St., Apt 2F, New York, NY 10025

Tel: 347-283-3649 | LinkedIn: https://www.linkedin.com/in/yuxiang-huang-483314161/

EDUCATION

COLUMBIA UNIVERSITY New York, NY

MA in Mathematics of Finance Expected: 12/2020

• Coursework: Stochastic Processes, Statistical Inference / Time Series Modeling, Financial Risk Management &Regulations,

Hedge Fund strategies & Risk

JIANGXI UNIVERSITY OF FINANCE AND ECONOMICS Nanchang, China

B.A. in Economics 2015 - 2019

• GPA: 3.96/4.00 Ranking: 1/662

• Coursework: Calculus, Linear Algebra, Probability and Mathematical Statistics, Measure Theory, Stochastic Processes

• Awards: National Scholarship (5/2659); Scholarship of China Mobile Star (3/2659); 2nd Price in 15th “Challenge Cup”

National College Students Academic Science and Technology Competition

• Publication: Yuxiang Huang, “Quantitative Investment with Machine Learning in US Equity Market.” 2018 2nd

International Conference on Future Computer and Information Technology (ICFCIT 2018),[C]

PROFESSIONAL EXPERIENCE

RICEQUANT Shenzhen, China

Quantitative Research Intern, Equity Trading Division 07/2019-09/2019

• Constructed and improved stock selection models based on Amihud illiquidity factor (ILLIQ) across different frequency

measures

• Constructed quantitative investment strategies based on Hidden Markov Model to predict stock return

• Conducted backtesting for several strategies and designed fixed stop-loss and trailing stop-loss strategy based on the 10%

drawdown of max profit

• Built a performance and risk analysis program to assess various risk exposures and generate flexible reports and charts

GF SECURITIES Shanghai, China

Research Analyst, Research Division 09/2018-12/2018

• Performed data analysis on more than 90,000 public-private partnership project data entries of treasury department from Jan.

2016 to Sep. 2018 and analyzed regional implementation rate of these projects

• Developed a reporting system to update the real time order information of major companies in the construction industry

• Completed a study of the added-value tax on construction enterprises and wrote reports by analyzing the financial statements

of eight major construction enterprises

CAIDA SECURITIES Shijiazhuang, China

Summer Analyst, Securities Investment Department and Investment Banking Department 07/2018-08/2018

• Assisted business managers in collecting and analyzing companies' financials of new issuance stocks, and constructed a

regression model to calculate new issuance prices based on various factors, including trends of stock prices of comparable

companies, business volume, stock price fluctuation range, and company’s ranking in the industry

• Completed the interest rate pricing analysis and used bond market conditions, prevailing coupon rate, and margins between

primary and secondary markets to give recommendations for the pricing range of new issuance bonds

• Applied Monte Carlo Simulation for various credit scenarios of underlying collaterals to classify and grade ABS products

RESEARCH EXPERIENCE

Quantitative Investment with Machine Learning in Us Equity Market 08/2018-10/2018

• Performed technical analysis and predicted technical indicators of S&P 500 index by extracting underlying stock data from

Thomson Reuters and conducting data processing and classification using Python, and its scientific packages such as

NumPy, Matplotlib, Pandas, and TA-Lib

• Designed quantitative investment strategies using machine learning algorithms including support-vector machine, k-nearest

neighbors, and neural networks implemented by scikit-learn and achieved an annualized rate of return of over 40%

Quantitative Investment Research Based on Alpha Smart-Beta Strategies 07/2017-09/2017

• Identified key drivers for CSI 800 Index return by using regression method to filter 64 indicators and developed multi-factor

stock selection model based on Barra risk factors

• Conducted research on event-driven investment strategy, analyzed the characteristics of stock repurchase events such as

seasonality, industry and valuation distribution, and repurchase ratio, and explored potential event-driven strategies

SKILLS & INTERESTS

⚫ Technical Skills: C, R, Python, MATLAB, Stata, SAS, SPSS

⚫ Hobbies: Table-tennis (National table-tennis referee), swimming, piano

⚫ Certifications: CFA level II candidate, FRM Program – Passed Part I and Part II

JIAN (JAMES) JIAO 225 W 109th, New York, NY 10025 • jj3060@columbia.edu • (646)427-5961 • www.linkedin.com/in/jian-james-jiao

EDUCATION Columbia University, New York, NY Expected 2020 Master of Arts in Mathematics with a Specialization in the Mathematics of Finance • Core curriculum: Time Statistical Inference/Time-Series Modeling, Stochastic Processes, Financial Risk Management, Fixed Income Portfolio

Management, Stochastic Methods in Finance, Numerical Methods in Finance, Multi-asset Portfolio Management, Equity Derivatives; • Columbia Quant Group: Quant Analyst Class of 2020 Shanghai University of Finance and Economics, Shanghai 2015 - 2019 Bachelor of Science in Quantitative Economics, School of Economics • Core curriculum: mathematical analysis, function of real variables, differentiation equation, stochastic process, intermediate microeconomics

and macroeconomics, probability and mathematical statistics, game theory, C++, econometrics, analysis of financial time series, operational research, data mining, SAS

• Cumulative GPA: 3.62; Second-prize scholarship; Honored graduates; • National second prize of 2017 Mathematical Contest in Modeling, rank the first campus wide University of Wisconsin-Madison, Madison, WI 2017 - 2018 • Core curriculum: applied econometrics analysis, data programming, data analytics, investment theory, decision analysis; • Cumulative GPA: 4.0; Academic Excellence Award CERTIFICATIONS AND SKILLS • Computer Science: Visual Pascal, C++, Matlab, Python; Statistical software of R, SAS, Tableau; Proficient in PowerPoint , Excel • Finance: Security qualification of SEC China; FRM II pass; CFA II candidate; Second Prize Award Tsinghua University QTC-MLS workshop

PROFESSIONAL EXPERIENCE

China Galaxy Securities(CGS), Beijing (Held by Ministry of Finance, PRC, with top 5 margin trading balance in China) 7/2019 - 9/2019 Margin Trading Data Analytics Summer Intern; Drawing margin trading yield curve and scoring listed companies, revenue forecasting. • Processed time series margin trading data so as to calculate the rate income and generate the yield curve on a branch basis, which acts as a

leading factor of the security market; Used these pattern to form a scoring model to all listed companies; • Forecasted future revenue from margin trading or short selling business and quantified potential risk exposure for further risk analysis. Huatai Securities Asset Management, Shanghai (Top 2 Asset Management Scale in China) 5/2019 - 7/2019 ABS Duration Management Quant Intern, Structured Financing Department; Automation for income distribution and credit re-rating for ABS. • Designed and utilized ABS-Duration management system to monitor post-investment activities, realizing automatic calculation and reminder of

revolving period, amortization period and multiple reporting days; Construct the underlying logic of automatic generation of income distribution reports, according to the amortization rule on prospectus;

• Examined the credit rating model, anticipating future cash inflows and outflows; Modified rating in order to trigger event of default. Guotai Junan Securities, Shanghai (Rank 1st Financial Engineering Research Team in 2017 New Fortune Best Analyst) 11/2018 - 3/2019 Financial Engineering Research Team Intern, Equity Research Department; Alpha digging and realizing, backtesting, optimizing, data mining. • Applied logistic regression and machine learning algorithms to analyze the validity of Multi-factorial stock-picking strategy through correlation

test and monotonic test respectively and took CIC 500 stock index futures as a hedging object, completed a back testing on effectiveness of fund selection strategy; Included but not limited to excess return on corporate bond, shell value and supply chain factors;

• Conducted data mining process with genetic algorithm to intelligently generate factors that yield a stable excess return.

Porsche Consulting, Shanghai 7/2018 - 11/2018 Data Scientist Intern; A project helped Nike set up their supply chain in Greater China, lowering cost and enhancing service agreement level. • Upgraded Nike’s logistic and warehouse system, including network setting, delivery, economic order quantity and inventory management within

Greater China; Set up supply chain model based on historical financial data, cost data and inbound/outbound data; • Finished Intelligently operational research with the help of Llamasoft through parameter adjustment and optimized the quantitative model,

which devoted to 20% cost cut with a 300% service agreement level up.

Projects Fixed Income Portfolio Management, Columbia University 9/2019 - 12/2019 • Constructed a fixed income portfolio in US bond market betting on 26 speculative grading bonds; Monitored weekly P&L and portfolio yield; • Rebalanced portfolio within concentration and plafond; Hedged duration and convexity by shorting swaps, CTD futures and Euro$ futures;

• Applied Steepening and Butterfly strategies to ride the yield curve; Active portfolio management yields an EAR of 13% on $400 million initial.

Portfolio Risk Calculation, Value at Risk and Expected Shortfall System, Columbia University 9/2019 - 12/2019 • Developed a risk calculation system for arbitrary portfolio of stocks and options under various window lengths and exponential weightings; • Implemented Parametric, historical and Monte Carlo method to calculate VaR and Expected Shortfall and compared performance;

• Back-tested the system by inputting historical stock prices and implied volatility of options under real world scenarios.

Stock Index Volatility Prediction with LSTM model (Python), Tsinghua University 8/2018 • Computed individual volatility of CSI500 stocks and weighted average by index weights to generate effective alphas; • Set up, complied and trained the LSTM model for volatility prediction by dynamic parameter calibration for neural network nodes,

regularization ratio, eigen value, etc. and reach a chance of nearly 60% probability of correct prediction of CSI500 volatility.

Interests • Level 10 for percussion; 3-year experience in symphony orchestra; 7-year experience in acoustic band; proficient in stage and lightening effect; • Registered Level 3 Football Referee in Chinese Football Association; Mixed Martial Arts.

Houssam L’Ghoul 92 St Nicholas Ave, New York, NY 10026 +13472849535 hl3297@columbia.edu

linkedin.com/in/l-ghoul-houssam

EDUCATION

Columbia University New York, USA

Mathematics of Finance MA Program Expected Dec 2020

Relevant Coursework: Introduction to the Mathematics of Finance, Statistical Inference/Time-Series Modeling, Stochastic

Processes-Applications, Stochastic Methods in Finance, Fixed Income Portfolio, Quantitative Methods in Investments, Multi-Asset Portfolio Management

Ecole des Mines de Nancy: French Graduate School of Engineering Nancy, France Major in Applied Mathematics GPA:3.7/4 2017 – 2019

Relevant Coursework: Partial differential equation, Probabilities, Data analysis, Modeling and simulation of real

systems, Financial modeling

Lycée La Martinière Monplaisir : Classes Préparatoires aux Grandes Ecoles Lyon, France

Major in Advanced and Applied Mathematics, Computer Science and Physics, ranked among the Top-10 students 2015 – 2017

A 2-year undergraduate program preparing to national competitive exams for admission to French most prestigious graduate schools of engineering

Selected in Elite class for the second year

Baccalaureate in Science/Mathematics and Engineering Science (high school leaving diploma) Lyon, France

Passed with Distinction 16.7/20 2015

PROFESSIONAL EXPERIENCE

Saint-Gobain Paris, France Data science intern Sep 18 – Jun 19

Developed a mathematical protocol programmed in Matlab and R, using statistical methods and stochastic processes

such as “principal component analysis” and time series to detect and anticipate the deterioration of humidity sensors in

manufacturing process.

Skills developed: algebra and statistical methods, data analysis with the PCA methods and programs.

OCP Group (a leading exporter of crude phosphate and phosphate fertilizers worldwide) Youssoufia, Morocco Intern Jan 17 – Feb 17

Controlled the data collected by sensors of the production process using Excel monitor

Provided updated daily report to senior manager

Academic Projects

Fixed Income Portfolio: Columbia University New York, USA Developed tools for valuating and hedging of Fixed income securities in order to have a certain return 2019

within a certain set of parameters, using Matlab and Excel monitor

Hedge Fund Trading Strategies: Columbia University New York, USA Trading on stock and derivatives using Pair trading and Trading on convexity of spread in option calls 2019

with different strike prices. Used Matlab and R

SKILLS & Others

Computer Skills:

Advanced: Python, Matlab, R, Power Point, Excel

Intermediate: SQL, VBA, LateX Languages:

French & Arabic Native speaker, English Advanced C1, Spanish Intermediate B1, Portuguese Beginner

Leadership & Campus Involvement

TEDx Nancy Partnership department Nancy, France Find companies that agree to support the event TEDx Nancy (June 2019) 2018 – 2019

Cordées de la Réussite Teacher of Mathematics and Physics in high school Nancy, France

Volunteer Mathematics teacher to promote access to higher education for youngsters 2017 – 2018 Winner of the Speech Contest of Nancy 2017 Nancy, France

Zhimao Lei 204 W 108th St Apt 34, NY, 10025 | (765) 430 -3529 | zl2793@columbia.edu | https://www.linkedin.com/in/zLei/

EDUCATION COLUMBIA UNIVERSITY New York, NY

Sep 2019 – Dec 2020 (Expected) • Courses: Stochastic Processes and Applications, Time-Series Modelling, Financial Risk Management, Multi-asset

Portfolio Management COLUMBIA UNIVERSITY New York, NY Columbia Video Network (Non-Degree Graduate Coursework), GPA: 4.00/4.00 Jan 2019 – May 2019 • Courses: Probability and Statistics, Optimization Models and Methods for Financial Engineering PURDUE UNIVERSITY West Lafayette, IN B.S. in Electrical Engineering, Minor in Economics, GPA: 3.79/4.00 Aug 2013 – May 2017 • Courses: Programming Applications, Linear Algebra, Ordinary Differential Equations, Multivariate Calculus • Honors: Eli Shay Scholarship in Electrical and Computer Engineering, Dean’s List (2013-2017)

ACADEMIC PROJECTS • Portfolio Management: Researched on the method of Black-Litterman asset allocation model, coded in MATLAB to

stabilize variables and applied VARMA models to generate unbiased investor’s views regarding the performance of various assets with market equilibrium, realized the asset allocation model in program and constructed portfolios with relatively high Sharpe ratio 1.7 ± 0.3 with robustness test on extended periods (Fall 2019, Columbia University)

• Quantitative Risk Management: Developed a quantitative risk calculation system in Python, integrated Monte Carlo, historical, and parametric VaR and ES in the system, backtested the numerical risk measure against history, obtained acceptable number of expectances that validated the system (Fall 2019, Columbia University)

PROFESSIONAL EXPERIENCE YINHUA FUND MANAGEMENT CO., LTD Beijing, CN Intern FOF Researcher/Asset Manager, Quantitative Investment Jun 2018 – Oct 2018 • Analyzed risk-return characteristics and correlations of various underlying assets in Python, with a calculation system

that has ability to analyze 100+ funds with high efficiency • Developed investment strategies in a group, calculated return covariance matrix, and balanced the risk contribution of

targeted assets in the portfolio with risk parity strategy • Predicted the annualized rate of return, annualized volatility, Sharpe ratio, maximum drawdown, and Calmar ratio of

the portfolio in Python BANK OF CHINA, SICHUAN BRANCH Chengdu, CN Intern Risk Analyst, Quantitative Risk Management Department Jan 2018 – May 2018 • Derived correlation of risk exposure, time adjustment factors, and capital requirements for non-default and default

credit exposure in SQL database and Python • Collected financial statements of 15+ corporate loan clients with a team, built a SQL database, and performed

sensitivity analysis in Python to evaluate risk and return of lending opportunities worth $3.7 billion BANK OF CHINA, CHENGDU SUB-BRANCH Chengdu, CN Intern Customer Manager, Corporate Banking Department Jul 2017 – Sep 2017 • Assessed clients’ credit rating using the internal rating-based approach (IRB), tracked clients’ risk status to

compensate any delay of change in external credit rating PURDUE UNIVERSITY West Lafayette, IN Teaching Assistant, Physics Department Jan 2014 – May 2014 • Mentored 30 students to learn Python programming and review mathematical formulas and implements in use

SKILLS • Programming: Python (Numpy, Scipy, Matplotlib, vPython, cvxpy), C/C++, MATLAB (Simulink), R • Certificate: FRM Part I Passed, FRM Part II Passed, CFA Level I Candidate • Tools: VBA, Jupyter, R-Studio, Bloomberg, MS Excel, MS PowerPoint, Premiere, AutoCAD, Catia • Languages: Mandarin (Native), English (Fluent) • Interests: Tennis, Piano (Grade Examination of Musical Level 10, China), 3D Printing, Judo

M.A. in Mathematics of Finance

KEBING LI 2840 Jackson Avenue, Long Island City, NY | 207-313-7841 | kl3185@columbia.edu | https://www.linkedin.com/in/kebing

Education

Columbia University | Master of Arts in the Mathematics of Finance (MAFN) Dec. 2020 · Related coursework: Statistical Inference and Time-Series Modeling, Numerical Methods, Stochastic Process, Stochastic Methods

in Finance, Hedge Funds Strategies & Risk, Multi-Asset Portfolio Management, Financial Risk Management, Math of Finance

Colby College | Bachelor of Arts | Overall GPA: 3.78, Major GPA: 3.86 May 2019 · Double-Major: Mathematics and Economics (Graduated with Honor) | Minor: Computer Science | Honors: Dean’s List (five times),

Putnam Mathematical Competition (Individual: 530.5th/4164, Team: 1st in Maine), MCM 2018 (Honorable Mention)

· Related coursework: Econometrics, Statistical Modeling, Data Structures & Algorithm, Data Analysis & Visualization, Game

Theory (TAed), Auction Theory, Behavioral Economics, Corporate Finance, Financial Accounting, Probability, Real Analysis

Related Experience

Everspring Capital Management | Hedge Fund Quant Analyst Intern 01.2020 – 02.2020 | New York, NY · Directly assisted portfolio manager with optimizing portfolio asset allocations using various mean-variance optimizers. Conducted

research on Bloomberg and TradeStation Futures and ETF data adjustment conventions and wrote Python scripts to convert the

unadjusted prices. Helped portfolio manager automate trading execution process and monitor transactions using Python.

· Back-tested a long-only systematic equity trading strategy that employs machine-learning-based model (LSTM) and evaluated the

risk and return profiles for three existing portfolios.

China Everbright Bank | Summer Trading Assistant 06.2019 – 07.2019 | Beijing, China · Assisted experienced traders with outsourcing trading signals from research paper, gathering data on analyst-recommended stocks

and investment-grade bonds, automating trade execution processes via Python and Bloomberg API, collecting daily trading data

through Wind API, and evaluating the potential market, liquidity, and model risk with the Risk Management team.

Eaton Vance Investment Management | NextShares Summer Analyst 06.2018 – 08.2018 | Boston, MA · Built models in Excel to analyze 100+ ETFs and mutual funds data with EV's originated NextShares Funds data, and monitored

NextShares’ daily trading data, including volume, Intraday Indicative Value, and bid/ask price using Python.

· Contributed to the completion of the NextShares Impact Performance Study that examined how the financial mechanism behind the

NextShares funds allowed it to outperform its competing ETFs and mutual funds.

Teaching Assistant, Tutor, Grader | Colby College 02.2016 – 05.2019 | Waterville, ME · Organized and led the Vector Calculus, Linear Algebra, and Game Theory recitation sessions for 20+ students; Tutored Single-

Variable Calculus, Linear Algebra, and Data Analysis & Visualization students; Graded Vector Calculus and Intro Python projects.

Project Experience

Hedge Funds Strategies Implementation @ Columbia University 09.2019 – 12.2019 | New York, NY · Implemented inter-sector rotation trading strategies on commodity futures using 12 combinations of ranking/holding periods and

back-tested over 3 years. Implemented a Stat-Arb pairs-trading strategy on Russell 1500 stocks and back-tested over 10 years.

Risk Measure Calculating Software @ Columbia University 09.2019 – 12.2019 | New York, NY · Developed a risk calculation system that enables users to calculate and plot the VaR and CVaR using Monte Carlo simulation,

historical distribution, or parametric method. The users can choose their own portfolio of stocks and options, time horizon, etc.

Economics Honors Thesis @ Colby College 09.2018 – 04.2019 | Waterville, ME · Built econometric models in R on over five million Uber and Yellow Taxi data to investigate the effect crime has on Uber and

Yellow Taxi pickups in NYC, and used Python (Matplotlib, Pandas), R, and ArcGIS to visualize the pickup patterns.

Data Analysis & Visualization Project @ Colby College 03.2018 – 05.2018 | Waterville, ME · Investigated the relation between hero selections and winning rates in Dota2 games using machine-learning techniques, including

PCA, Naïve Bayes and KNN in Python (Numpy, Scipy). Predicted the best counter heroes given the opponents’ selection.

Summer Researcher @ Tsinghua University (Center for Statistical Science) 05.2017 – 07.2017 | Beijing, China · Applied Python NLP package to interpret medical contexts and used the model to help doctors in rural areas make better decisions.

Skills / Other

Computer: Advanced: Python, R | Intermediate: Octave, Matlab, Excel VBA, Stata | Beginner: Bloomberg, C++, Java, SQL

Club & Interests: Colby Game Club (Founder); Columbia Quant Group; Colby Student Investment Association; Columbia Chinese

Soccer Team; Colby Basketball Club | Strategic Games (Poker, Go, Dota2, Hearthstone, FM), Sports Betting (Soccer, NBA, Esports)

Zhengnan (Aaron) Li

Address: 501 W 113th St, New York, NY 10025 USA | Phone: +1 (615) 602-7912

Email: zl2877@columbia.edu | LinkedIn: www.linkedin.com/in/zhengnan-aaron-li

EDUCATION

Columbia University, Master of Arts

Program: Mathematics of Finance

New York, USA

(Expected) 09/2019 - 12/2020

Related Coursework: Multi-asset Portfolio Management, Numerical Method in Finance, Financial Risk Management &

Regulation, Stochastic Process, Time Series

Vanderbilt University, Bachelor of Arts, GPA:3.93/4.0

Double Major: Mathematics and Economics

Nashville, USA

08/2015 - 05/2019

Minor: Managerial Studies: Financial Economic

Related Coursework: Multivariable Calculus, Linear Algebra, Probability and Statistics, Mathematical Data Science,

Corporate Finance, Investment Analysis, Financial Management, Economics of Risk, Programming for Eng & Sci

Honors: magna cum laude, Dean’s List (For all semesters) WORK EXPERIENCE

• Responsible for grading homework, midterms, exams

• Assisted and provided individualized feedback to 80 students a week via email and during office hours

Huayi Capital Medical Industry Investment Co., Ltd.

Assistant Analyst, Investment Dept.

Shanghai, China

06/2018 - 08/2018

Led a 3-person team focusing on the industry/enterprise research project on the myopia laser treatment equipment industry

• Automated data collection from WIND database, target company’s websites, industry reports, and Google

• Established two models to calculate the potential market size of myopia laser treatment equipment in 2020

• Conducted corporate evaluation on an Australian firm (CV Laser Pty) regarding its products and financial statements

Shanghai Dongxing Investment Holdings Co., Ltd.

Investment Banking Summer Analyst, Investment Management Dept.

Shanghai, China

05/2017 - 07/2017

Participated in the $900M equity investment of Zhongchang Marine, second-largest private CN cargo enterprise

• Carried out field investigation and interviews to supervise the construction process and housing sales status

• Co-wrote a financial analysis and investment feasibility report to identify the risk level for senior manager’s reference

• Assisted in composing a comprehensive financial plan and risk control measures based on the profitability and risk

assessment for the target company

CEFC Shanghai Securities Co., Ltd.

Management Assistant, Investment & Management Dept.

Shanghai, China

05/2016 - 07/2016

• Provided advice and recommendations to customers on stock or fund products and tactics on selling points

• Organized Financing Salons with the customer manager to market financial products and Apps PROJECT EXPERIENCE

Project on Risk Calculation System

Financial Risk Management & Regulation Class

Columbia University

11/2019 - 12/2019

• Used Python to build a risk calculation system, which takes a random portfolio of stocks and options as input by

calibrating years of samples, weights of stocks and options, portfolio position to calculate historical VaR & ES, Monte

Carlo VaR & ES, parametric VaR of the portfolio

• Wrote a project report that includes five deliverables: model documentation, software design documentation, test plan,

software, test results

Project on Regression Classification and Missing Data Imputation

Mathematical Data Science Class

Vanderbilt University

03/2019 - 04/2019

• Conducted Lasso and Ridge regressions in R Studio to analyze relevant continuous factors for cardiovascular disease,

and Linear and Quadratic analysis to analyze relevant discrete factors

• Used Glmnet and MICE packages in R Studio to impute missing values and evaluate the effect of imputation on

regression and classification SKILLS & INTERESTS

Programming Skills:

Certificate:

Language:

Interests:

Python, Matlab, R Studio, Stata, Excel, PowerPoint

Passed CFA Level 1

Chinese (Native)

Playing Dota2 (Top 1% player), Singing, Exploring Restaurants

Department of Mathematics, Vanderbilt University

Teaching Assistant, Intro to Statistics and Linear Algebra

Nashville, USA

01/2018 - 12/2018

Hengbo Liang 225 West 109th Street, New York City, NY, 10025 | +1-(646)897-8611

hl3308@columbia.edu | www.linkedin.com/in/hengbo-liang

EDUCATION

Columbia University, Graduate School of Arts and Sciences, New York, NY 09/2019 – Expected 12/2020

➢ M.A. in Mathematics of Finance

➢ Coursework: Mathematics of Finance, Time-Series Modelling, Stochastic Processes, Hedge Fund Strategies and Risk, Machine

Learning(Spring), Numerical Methods in Finance(Spring), Non-Linear Option Pricing(Spring)

Tsinghua University, School of Science, Beijing 09/2015 - 07/2019

➢ B.S. in Mathematics and Physics, GPA: 3.68/4.00, Ranking: 5/52; Minor in Business Administration, GPA: 3.79/4.00

➢ Tsinghua University Academic Excellence Scholarship (Top 10%) in year 2017 and 2018

➢ Coursework: Linear Regression Analysis, Operations Research, Investment, Econometrics, Corporate Finance, Basic Accounting,

Advanced Algebra, Advanced Calculus, Statistical Inference, Complex Analysis, Mathematical Physics Equations, C++

Programming, Matlab Programming, Data Structures

SKILLS

Computer Skills: Python(Advanced), C/ C++(Advanced), Matlab(Advanced), R(Beginner), LaTeX, Excel, Powerpoint Presentations

Languages: Mandarin (Native)

INTERNSHIP EXPERIENCE

Derivatives-China Hedge Fund, Beijing 09/2018 - 12/2018

Quantitative Research Intern

➢ Processed high-frequency data of A-share, generated stock returns, volume and turnover data in every 15 minutes.

➢ Designed new momentum factors with Autoregressive time-series model with hourly return, turnover rate and correlations.

➢ Evaluated the influence of unlock of non-tradable shares on stock prices, and designed relevant factors based on unlocking events.

➢ Assisted instructors to calculate different technical factors using Python.

WizardQuant Hedge Fund, Zhuhai, China 07/2018 - 08/2018

Quantitative Research Summer Intern

➢ Constructed and improved an Exploratory Data Analysis Program in Python to process data, perform descriptive statistics, identify

outliers and construct and test linear regression and ARIMA models.

➢ Designed monthly signal factors based on financial statement forecasts and improved original EPS-based factor from Wind

database as benchmark by 36% in Sharpe Ratio.

EXPERIENCE IN ACADEMIA/ RESEARCH

FX-Carry Strategy (Hedge Fund class project) , Columbia University 12/2019 ➢ Back-tested and implemented FX-Carry momentum strategy within G10 currencies. Profited from the differences between

interest rates of two countries which have the largest Carry-to-Risk. Obtained a Sharpe Ratio of 1.07. (Python)

Price Momentum Strategy (Hedge Fund class project), Columbia University 11/2019 ➢ Back-tested and implemented price momentum strategy with target volatility on US stocks. Adjusted the weights of each stocks

using Correlation Threshold and Omega Optimization method, with Sharpe Ratio 0.91. (Python)

Sector Momentum Strategy (Hedge Fund class project), Columbia University 10/2019 ➢ Back-tested and implemented intra-sector and inter-sector momentum strategy on commodity futures, with holding period 1

month and ranking period 60 days and Sharpe Ratio 0.84. (Python and presented in class)

GEC Academy, Beijing 07/2019 - 01/2020 Teaching Assistant: Python for Financial Engineering, Introduction to Valuation for Financial Engineering

➢ Assisted instructors from Columbia Business School and NYU to deliver courses on Financial Engineering via Zoom.

➢ Delivered mentor sessions on bond/future/option pricing and application of Matplotlib and Seaborn libraries in Python.

➢ Held Q&A sessions, organized and instructed students to complete their final projects.

Multi-Factor Strategy in Quantitative Finance 05/2018 - 08/2018

Advisor: Jing Wu, Assistant Professor, Lab of Quantitative Operations & Finance Research, City University of Hong Kong

➢ Researched short-term alpha in China’s A-stock market using Python.

➢ Implemented multi-factor strategy with Python: Using CART trees to classify different stocks by their return performance, and

then adding dummy variables given by each node of trees and macro-economic variables into Fama-Macbeth Regression Model.

➢ Improved the normal linear regression model as benchmark by 14.81% in annual returns of the 2014-2018 performance.

INTERESTS

Interests: Accordion, swimming, table tennis, tennis.

Guixin (Gary) Liu 203W 109th St., New York, NY, 10025 | +1 646-206-1263 | gl2664@columbia.edu

EDUCATION

New York, NY Expected 12/2020

Chengdu, Sichuan

COLUMBIA UNIVERSITY Master of Arts in Mathematics, with a Specialization in the Mathematics of Finance

SOUTHWESTERN UNIVERSITY OF FINANCE AND ECONOMICS (SWUFE) Bachelor of Economics in Finance, International Innovation Class 09/2014-06/2018 • Coursework: Partial Differential Equations, Numeric Analysis, Real Analysis, Computational Finance, Econometrics• National Scholarship (Top 1%); Academic Scholarship, 7 consecutive semesters• Provincial 1st Prize, National Undergraduate Mathematical Modeling ContestTEXAS A&M UNIVERSITY College Station, Texas Exchange Program, Spring Semester 01/2017-05/2017 • Coursework: Maths Statistics II, Investment, Financial Derivatives, Applied Time Series, Game Theory

PROFESSIONAL EXPERIENCE

FOUNDER SECURITIES CO., LTD Beijing Intern, Asset Management Department 10/2018-01/2019 • Used Python to attribute multi-period active returns of equity and fixed-income portfolios to various factors suggested

by Brinson (1985) and Campisi (2000)• Used Barra Risk Model to attribute equity portfolio risk & return; assessed fund managers' investment stylesHUAXI FUTURES CO., LTD Chengdu, Sichuan Intern, Option Trading, Derivatives Department 07/2018-09/2018 • Maintained commodity options trading book on a daily basis by pricing options, computing delta, calculating hedging

P&L, and performing overnight scenario risk analyses• Priced OTC commodity options including European, American, Asian, Lookback, Barrier, Binary, and other exotic

options using Black-Scholes, Binomial Tree, Monte-Carlo Simulation, and LSMC Simulation in MATLAB• Optimized pricing scheme with price simulation and ensured price mark-up covers hedging cost 95% of the timeCCCC FUND MANAGEMENT CO., LTD Beijing Intern, Investment Department 06/2017-08/2017 • Prepared fund-raising plans by calculating NPV and projecting future cash flows and other financials• Used Lingo to optimize debt borrowing and repayment schemes under financial constraints for a railway project• Used MATLAB to project future financial situations of Special Purpose Vehicles (SPV) for infrastructure projects

PROJECTS

GARCH MODELS AND VALUE AT RISK FOR CHINESE STOCK MARKET Chengdu, Sichuan Graduation Thesis, Bachelor of Economics in Finance, SWUFE 10/2017-03/2018 • Used GARCH, EGARCH, GJR-GARCH, and Markov Regime-Switching GARCH models in R to predict realized

volatilities of Shanghai Composite Index• Compared goodness of fit for realized volatility and checked resulting VaR against realized price distributionFINALIST, YINKE CUP Online Futures Trading Competition 04/2018-10/2018 • Tested futures trading strategies in Python using techniques including regression analysis, Principal Component

Analysis, and Neural Network

ADDITIONAL INFORMATION

Programming Skills: MATLAB (4 yr), R (2 yr), C++ (Baruch College online certificate), Python (1 yr), Lingo Organization: Columbia Quant Group (Quant analyst) Interests: Piano (Band 10 certificate, Chinese Musical Association), Table Tennis

Xinran Liu (510)610-8694 | xl2898@columbia.edu | https://www.linkedin.com/in/xinran-liu-20264812a/

501 W 113th Street, New York, NY, 10025

EDUCATION Columbia University, New York, NY September 2019 - December 2020 Master of Arts in Mathematics of Finance Related courses: Mathematics of Finance, Analysis & Probability, Stochastic Processes, Time Series Modeling, Stochastic Partial Differential Equations, Numerical Methods, Analysis of Algorithm. University of California, Berkeley, CA August 2015 - May 2019 Bachelor of Arts: Mathematics (GPA: 3.90/4.0, High Distinction) Related courses: Analysis, Linear Algebra, Abstract Algebra, Probability, Statistical Inference, Numerical Analysis (Matlab), Data Analysis (R), Stochastic Process, Algebraic Combinatorics.

SKILLS Computer: R, Python, LaTex, Matlab, Microsoft (Word, Excel, PowerPoint), Adobe Audition. Certificate: Coursera Game theory (Stanford University and University of British Columbia). Language: Mandarin (native), English (proficient).

WORK EXPERIENCE Research Assistant—Tsinghua University, PBC School of Finance June 2018 - December 2018 • Participated in “Philanthropic Behavior of Chinese Entrepreneurs” project initiated by Bill &

Melinda Gates Foundation; conducted independent research on the relation between company life cycle and philanthropic behavior; collected and analyzed corresponding data and completed research report “Analysis of the Relation Between Corporate Life Cycle and Philanthropic Behavior”;

• Studied the history of around 300 years for a family business in Germany; drafted interview questions for CEO of Heraeus Group; recorded and translated the interview; wrote case analysis;

• Studied UBS Group’s annual reports of year 2015 to 2017; analyzed the development of wealth management in three years, changes of strategies of investment portfolio and corresponding performance; completed UBS wealth management analytic report.

Teaching Assistant— UC Berkeley, Department of Mathematics Spring 2018 • Led two discussion sections twice a week; went over lecture materials and worksheets; • Held office hours to answer students’ questions; • Protocolled and graded exams, designed and graded quizzes; • Wrote homework solutions and submitted weekly report to the professor.

Project Volatility Modeling of S&P 500 Returns • Simulated volatility of S&P 500 daily returns using GARCH family models; tested effectiveness of

each model using diagnostic testing; compared forecasting capability with VIX. Simulating Grading Calculation (UC Berkeley) • Used R to perform raw data cleaning, analyzing and applied shiny app for data visualization. Scheme Interpreter (UC Berkeley) • Used Python to develop an interpreter of a subset of Scheme language; implemented small

programs in Scheme.

Yuhan (Caleb) Liu 214 W 109th St, New York, NY, 10025

+1 (929) 920-8681 | yl4347@columbia.edu

EDUCATION

Columbia University New York

MA in Mathematics of Finance Sep.2019-Dec.2020 (Expected)

Coursework: Derivatives Modeling and Trading, Quant Methods in Investment Management, Statistical Inference and Time Series,

Stochastic Process Application

University of International Business and Economics Beijing

B. Eco in Financial Engineering, GPA: 3.6/4.0 (Ranking: 14/97) Sep.2015-Jun.2019

Coursework: Stochastic Calculus for Finance, Financial Econometrics, Fixed Income Securities Analysis, C++ Programming,

Mathematical Analysis, Probability Theory, Mathematical Statistics, Time Series Analysis

Honors: National Scholarship (Top 1%) (Nov.2016), Academic Scholarship for Excellence (Nov. 2017, Nov. 2016, Nov. 2015)

Baruch College, City University of New York New York

Exchange Program majoring in Financial Engineering, GPA: 3.84/4.0 Aug.2017-Dec.2017

Coursework: Intro to Financial Mathematics, Data Mining for Business Analytics, Programming for Analytics

PROFESSIONAL EXPERIENCE

The Nielsen Company Beijing

Data Analyst Intern Aug.2018-Nov.2018

➢ Followed up various automobile projects, analyzed the development of the auto industry, and studied the decision factors for

customers’ purchases. ➢ Utilized Python to perform data mining and correlation analysis after collecting and integrating data; researched markets and

clients by regression analysis, cluster analysis and decision trees to offer marketing strategies.

➢ Assisted in preparing project reports and proposals.

Huatai Securities Beijing

Quantitative Analyst Intern Mar.2018-Jun.2018

▪ AI Stock Selection Based on Improved Stacking algorithm

➢ Improved the traditional two-layer stacking algorithms with different base models and differentiated train data.

➢ Chose the six models, namely the logistic regression model, the SVM model, Naive Bayes, random forest model, XGBoost

model, and neural network model.

➢ Compared and analyzed the stock selectivity of different models in the context of the same trained dataset, and the stock

selectivity of the same model in the context of different trained data.

▪ Multi-factor Stock Selection Strategy

➢ Extracted data from financial terminals like Bloomberg and Wind, standardized factors and identified effective factors. ➢ Reduced the dimensions of factors, composed major class factors, analyzed the multicollinearity of multi variables and

heteroscedasticity, and calculated factor returns with the multiple linear regression.

➢ Estimated factor returns based on historical time series, calculated prospective returns of stocks, devised investment portfolios

and analyzed the performance attribution of the portfolio.

➢ Responsible for writing research reports and factor tracking weekly reports.

RESEARCH PROJECTS

Pricing of European Options Based on Deep Neural Network-Evidence from 50 ETF Options Market May.2019

➢ Used tensorflow to build up a Long Short Term Memory(LSTM) model for European Option pricing.

➢ Conducted empirical research on the 50 ETF Option market, used Stochastic Gradient Descent and adjusted parameters such as

epoch and mini-batch size to minimize the loss function.

➢ Used Monte Carlo Simulations and Black-Scholes to price the same options, compared and evaluated the performance of these

two models in different aspects.

Hedging of Barrier Options and its Model Risk Feb.2019

➢ Used different static and dynamic hedging methods to hedge barrier options, with different base models including Black-Scholes,

constant elasticity of variance model, Heston stochastic model and Merton jump diffusion model.

➢ Evaluated the hedging performance under these models.

➢ Studied the risk of model misspecification in the context of different base models.

Return Spillover Effect and Volatility Spillover Effect on Main International Stock Markets Jun.2018

➢ Selected data and built the VAR (p) model for analyzing spillover in mean and constructed BEKK-GARCH (1, 1) model to study

the volatility spillover effect between above markets.

➢ Applied Generalized Forecast Error Variance Decomposition to measure the spillover index between specific markets.

SKILLS & INTERESTS

Technical: Python (Numpy, Pandas, Scikit-learn, Tensorflow), R, C++, Matlab, Excel(VBA), SPSS, Bloomberg

Language: English(Fluent), Mandarian(Native), Cantonese (Intermediate)

Interests: Chess, Swimming, Table Tennis

Certificates: FRM Holder, CFA level II Candidate

YUNZHI LU+1 (646)207-3095 � yl4352@columbia.edu � New York, NY, 10025

EDUCATION

Columbia University New York, NYMaster of Art in Mathematics of Finance Sep 2019 − Dec 2020Relevant Coursework: Stochastic modelling, Time Series, Capital Market, Multi-asset portfolio man-agement, Mathematics of Finance

Nanjing University Nanjing, ChinaBachelor of Science in Computational Mathematics, Honor Degree Sep 2015 − Jun 2019Honors: Meritorious Winner (top 8%) of ICM (Interdisciplinary Contest in Modeling) 2018

University of California, Berkeley Berkeley, CAExchange Program Aug 2018 − Dec 2018Relevant Coursework: Principles and Techniques of Data Science, Longitudinal Data Analysis

PROFESSIONAL EXPERIENCE

Changjiang Securities Company Ltd. Shanghai, ChinaFinancial Engineering Research Group, Quantitative Researcher Intern Jul 2019 − Aug 2019∗ Proposed a dynamic machine learning model for building stock trading strategies.∗ Compared two markets by analyzing stock data with statistical tools like generalized linear regressionand hypothesis testing. Visualized results and made a presentation to group mentors.∗ Implemented effective alpha trading strategy algorithms, built a dynamic strategy selection modelusing neural networks (LSTM). Backtested the model on historical data.∗ Achieved an excess return and an average Sharpe ratio 2.33, better than single strategies. Resultsare meaningful for high-frequency trading.

Big Data Lab, The University of Hong Kong Hong Kong, Hong KongResearch Assistant Jan 2019 − May 2019∗ Implemented a robust adaptive prediction model driven by feature engineering and generalized ma-chine learning methods.∗ Managed a mega-dataset using SQL, manipulated unstructured NYC taxi data and augmented themissing value.∗ Visualized features using ggplot2 and Shiny, and selected influential features.∗ Proposed a mixed model of random forest and logistic regression, validated the model with L1, L2regularization.∗ Tested the model performance and achieved a new state-of-the-art accuracy: 93%.

DataGrand Tech Inc. Shanghai, ChinaAlgorithm Engineer Intern, responsible for Deloitte project Jan 2018 − Feb 2018∗ Developed a Chinese word segmentation model with machine learning methods.∗ Built a CNN model to capture rich n-gram features. Pretrained character embeddings and wordembeddings on unlabeled data by word2vec. Integrated the model with word embeddings.∗ Tested the model and optimized it with Adam algorithm.∗ Achieved a state-of-the-art performance. The test accuracy: 97%.

SKILLS/OTHERS

Programming Python, R, MATLAB, C++, SQL, VBATechnologies Pandas, Numpy, Scikit-Learn, PyTorch, LaTex, Bloomberg

Yilun (Alan) Mei784 Columbus Ave. 15P, New York, NY 10025 | yilun.mei@columbia.edu | (929)-624-0814

EducationColumbia University New York, NYMaster of Arts in Mathematics of Finance Dec. 2020(Expected)• Coursework: Stochastic Processes, Financial Risk Management, Statistical Inference /Time-Series

Modeling, Modeling and Trading Derivatives; GRE 160+170+3.5Peking University Beijing, ChinaBachelor of Economics in Finance, Guanghua School of Management (GSM) July 2019Bachelor of Science in Applied Mathematics (Double Major), School of Mathematical Science July 2019• GPA: 3.5/4.0; Awards: Outstanding Graduate of Beijing (top 5%); Merit Student of PKU (top 10%)• Coursework: Numerical Methods, Pattern Recognition, Convex Optimization, C++ Programming, Data

Structure and Algorithms, Stochastic Calculus, Alphanomics, Time Series, Econometrics, Probabilityand Statistics, ODE, Corporate Finance, Financial Statement Analysis, etc.

Professional ExperienceGraduate Thesis Beijing, ChinaAdvisor: Yu-Jane Liu, Professor of GSM, Peking University May 2019-June 2019• Cleaned and preprocessed data from Internet and constructed the index based on consumer confidence

index, investor growth, share turnover and initial returns with PCA and PLS• Explained the index in the four-factor model and found the strong relationship with volatilityOrient Minerva Asset Management Beijing, ChinaQuantitative Analyst Intern Mar. 2018-Sept. 2018• Designed a preliminary high frequency trading framework with the flexibility to add new indicators to

make market in times of market stress signaled by AskVol and BidVol divergence in order to avoid pricechanges and adjust orders for each tick; tested them in iron future market on X-Quant platform fortrading with Java

• Developed CTA strategies based on future market with machine learning methods including decisiontree and k- Nearest Neighbor; indicators like MACD and ADX were chosen as characteristics to classifythe market into different regimes with Python and Scikit-Learn

Nipun Capital Beijing, ChinaQuantitative Intern Nov. 2017-Feb. 2018• Scraped stock-pledge ratio weekly data since 2014 from the website of CSDC with python multithreading• Tested the ratio and its periodic changes as indicators in the stocks listed more than 2 months in

A-shares; summarized the background of ratio and proposed possible explanations for its ineffectivenessLeadership & ActivitiesYouth League Committee of GSM Beijing, ChinaDirector of publicity department June 2016-June 2017• Wrote formal news reports for official website and WeChat platform of GSM for undergraduate and

postgraduate program weekly and cooperated with other departments to finish the arrangement ofstudent activities

• Conducted surveys on topic students concerned and collected their opinions regularly, including basicconditions, student loans and other topics

Skills and InterestsComputer Skills: Proficient in Python/LaTeX, basic in R/Matlab/C++Languages: English(fluent), Mandarin(native)Interests: Long-distance running, especially for five-kilometer running

LINH (ELISE) NGUYEN

lkn2114@columbia.edu | Cell: 917-603-1512 | www.linkedin.com/in/linguyen1/

345 W. 86th St, New York, NY 10024

EDUCATION

Columbia University, Master of Arts: Mathematics of Finance New York, NY, December 2020

• Courses: Stochastic Methods in Finance, Numerical Methods in Finance, Programming for Quantitative and Computational Finance,

Time-Series Modeling, Stochastic Processes – Applications I, Linear Regression Models, Seminar, Mathematics of Finance

DePauw University, Bachelor of Arts, Major: Mathematics, Minor: Economics Greencastle, IN, May 2015

• Cumulative GPA: 3.69/4.00; Major GPA: 3.88/4.00

• Honors: Cum Laude; Christina Biggs-Kathleen Steele College Writing Award; Presidential Scholarship

• Courses: Financial Engineering, Statistical Model Analysis, Probability, Differential Equations, Linear Algebra, Data Structures

• Management Fellows Honors Program: Completed core modules in Economics and semester-long internship, attended lecture series

FINANCE AND MARKETING EXPERIENCE

Digital Marketing Associate Manager, FULLBEAUTY Brands New York, NY, February 2017 – July 2019

• Implemented a rule-based predictive model for forecasting three brands’ marketing budgets (>$12 million), by analyzing trends in

demand and site visits, creating data visualizations, and incorporating knowledge of marketing strategies

• Developed multiple VBA programs to automate the company’s Corporate Reporting, shortened the process duration by 60%

• Conducted analysis of new advertising strategies and initiatives using A/B tests, provided insights for business optimization

• Managed various vendor’s performance through weekly calls; ensured vendors were meeting their budget and revenue goals

• Projected and managed accruals and invoice processing across all online marketing programs for eight brands ($27 million in spend)

Business Analyst, Backlash Solutions, LLC New York, NY, August 2015 – November 2016

• Designed and tested new products and services’ performance for royalty processing software and sales analytics platform

• Managed the sales import process for all clients by conducting data analysis on clients’ sales statements and generating templates for

automatic import, accelerating the process by three hours; assisted with onboarding 4 new clients

Corporate Strategy and Business Development Intern, H&R Block Headquarters Kansas City, MO, June 2014 – August 2014

• Researched long-range strategic planning best practices to foster a culture of effective planning towards a vision

• Analyzed pricing in over 300 districts to make tax bundle pricing more consistent using VBA

• Audited the IT department’s telecom mischarges, resulting in cost savings of about $9000 annually

Business Development Intern, Tortoise Capital Advisors, LLC Kansas City, KS, August 2013 – January 2014 • Developed and presented sections of the annual report to the Board of Directors; updated daily and weekly internal reports

• Prepared two quarterly investment product dashboards to track current products’ performance compared to 75 competing funds

• Prepared funds and indices’ month end performance and historical data to support investor relations activities

PROJECTS

Momentum Strategy Exploration, Columbia University New York, NY, October 2019 – December 2019

• Developed a trading signal using Price-to-earnings ratio and Relative Strength Index

• Back-tested the signal using S&P 500 components over 16 years, obtaining a 2.6% annualized return

Ordinary Differential Equation Modeling, DePauw University Greencastle, IN, September 2014 – December 2014

• Applied a simple ordinary differential equation to model large oscillations in suspension bridges caused by small periodic forces

SKILLS

• Programming and Office Skills: Intermediate: Python, R, VBA; Advanced: Excel, PowerPoint; Basic: Bloomberg Terminal

• Native language: Vietnamese

LEADERSHIP AND COMMUNITY ENGAGEMENT

Quant Analyst, Columbia Quantitative Group, Columbia University New York, NY, September 2019 – Present

• Attend career information sessions and networking events

Test Prep Tutor, Minds Matter New York, NY, August 2016 – October 2017

• Guided three underprivileged high school students through a weekly Kaplan curriculum that helped elevate their SAT scores

• Promoted, interviewed and recruited 10 new volunteers to the organization

INTERESTS

• Cycling (two hours a day), Piano, Working out, Travelling (six countries), Fashion

JONNATHAN ROMERO jromero0413@gmail.com • linkedin.com/in/jonnathan-romero • github.com/jonnathan-romero • 1 (347) 350-0324

EDUCATION COLUMBIA UNIVERSITY, GRADUATE SCHOOL OF ARTS & SCIENCES (PART-TIME)

Master of Arts in Mathematics, Specialization in the Mathematics of Finance 9/19 - Present

BARUCH COLLEGE, CITY UNIVERSITY OF NEW YORK

Bachelor of Arts in Mathematics; Summa Cum Laude 5/17

Major: Mathematics; Minor: Economics; Dean’s Scholar; Major GPA: 3.91, Overall GPA 3.85

RELEVANT COURSEWORK Non-Linear Option Pricing, Hedge Fund Strategies & Risk, Multi-Asset Portfolio Management, Stochastic Calculus

Advanced Machine Learning, Applied AI with Deep Learning, Stochastic Processes, Data Analysis for Financial Engineers,

Monte Carlo, Mathematical Statistics, Mathematics of Finance, Algorithm Computers & Programming I/II

FINANCIAL EXPERIENCE LAZARD ASSET MANAGEMENT, New York, NY

Quantitative Risk Analyst 9/17 - Present

Summer Analyst, Quantitative Research & Risk Management 5/16 - 8/16

• Back-test investment ideas and use quantitative tools to screens stocks for long and long/short strategies

• Develop and maintain quantitative tools to analyze long/short portfolios, trading activity & manager’s skills

• Use convex optimizations to create factor mimicking portfolios and to test portfolio construction decisions

• Developed web-based UI with interactive charts using ReactJS/HTML/CSS with a Flask API backend

• Created an automated month end report to summarize firmwide risk exposures across all strategies and asset classes

• Oversee the portfolio risk for Long EM Equity, Long/Short EM Macro Trend, Long/Short European, Long/Short

EM Factor, Long/Short International, Explainable AI and Quantamental US Long/Short equity portfolios

CMP GROUP, New York, NY

Commodities Research Intern 3/15 - 5/15

TRADING COMPETITIONS TRADERS @ MIT TRADING COMPETITION, Cambridge, MA 11/16

Team Leader – 1st, 2nd, and 3rd Overall out of 50 teams

• Wrote a triangle arbitrage/market making algorithm in Python to trade simulated foreign exchange currencies

• Created a Maximum Likelihood Estimator algorithm in Python to price stocks based on inaccurate news reports

UCHICAGO MIDWEST TRADING COMPETITION, Chicago, IL 4/16

Algorithmic Trader– 2nd Overall out of 25 teams, 1st in Options Market Making, 3rd in Cross Listed Stocks

• Created algorithms to analyze trading strategies in Python, that found lead/lag relationship by using an auto-

correlation method in Java and C++, and coded an options market making algorithm in Java

• Analyzed data provided to find the distribution of broker and bid ask offers, parsed data files in Python and Excel,

and created graphs and charts to display findings

PROJECTS QUANTITATIVE STRATEGY IMPLEMENTATION, Columbia University 11/19

• Created sector specific random forest alpha models using 15 years of monthly financial ratios for SP 1500

• Created a risk model which included growth, size, value, momentum, market and industry factors for ex-ante risk prediction

• Created a convex portfolio optimizer to maximize alpha with a target volatility of 9 and a set of given constraints, such as

beta, turnover, value, growth and industry limits to achieve a Sharpe ratio of 0.23 across 5 years

ORGANIZATIONS BARUCH TRADERS CLUB, Baruch College

President, Co-Founder, Trader 1/15 - 5/17

• Participated in different trading simulations that dealt with assessing risk, stock liquidity, commodities, options

and implied volatility, interest rates, mergers and acquisitions, equity valuation, and trading algorithms

• Wrote a market making algorithm for equities and options in C++, an index arbitrage algorithm in VBA, a

triangle arbitrage algorithm in Python, and Excel support sheets to help decision making in trading competitions

CERTIFICATIONS • Passed CFA Level 2 6/19

PROGRAMMING AND COMPUTING SKILLS • Bloomberg, C++, Python, R, VBA, SQL, Excel, Powerpoint, LaTeX, Java, Javascript, Reactjs, Css, HTML

LANGUAGES Spanish (native speaker)

Adwait Salvi 615-736-1525 • avs2161@columbia.edu • 190 Claremont Avenue New York NY • https://www.linkedin.com/in/adwait-salvi

EDUCATION

Columbia University MA in Mathematics of Finance New York, USA Dec 2020 (excepted)

On Going Coursework – Stochastic Processes and Applications, Time-Series Modeling, Statistical Methods in Finance, Introduction to Mathematics of Finance.

Vellore Institute of Technology (CGPA: 3.9/4.0) B.Tech, Information Technology Vellore, India (Jul’14 – May’18)

Relevant Coursework – Artificial Intelligence, Multivariable Calculus, Linear Algebra, Probability and Statistics.

SKILLS

Programming Languages: Python (Advanced), C++ (Intermediate), MATLAB (Basic), R (Basic) Core Competencies: Machine Learning, Power Point, Excel.

EXPERIENCE

Astral Management Consulting Mumbai, India (Jun’17 – Jul’17) Intern Astral Management Consulting: Provides Technology and Business consulting services. Partnered with leading software

vendors like IBM, Oracle, and Infor to provide cost-effective solutions. Used Python to conduct Sentimental Analysis using NLTK (Natural Language Tool Kit). Conceptualized and created a web application named “Stock Predictor” which used web scrapping and Natural Language

Processing to conduct Sentimental Analysis of Stock prices based on the current news trends. Prepared and presented a project report to the Director detailing the results of the final project and also conducted statistical

analysis to determine its success.

Abacus Info Systems Mumbai, India (Jun’18 – Oct’18) Software Developer Created a Web API using Python for reading data from excel sheet and making orders. (Testing software) (Live:

https://burgundybox.in/) Built RESTful API’s using Asp .NET for an E-commerce application. (Live) Co-Developed Front end Web Application using Angular CLI as a part of my training and simultaneously also learning Node JS.

(Part of initial Training Process)

PROJECT EXPERIENCE

Fraud Detection in Credit card transactions (Vellore Institute of Technology) (Jan’17 – Apr’17) Developed an algorithm that uses historical transaction data of each user to generate the spending pattern of that

particular user which is used to detect fraudulent transactions. Used Python and its libraries like Pandas and Matplotlib for building this project. Used Markov model to build a state

transition matrix for creating a Spending Pattern for Individual Users.

Early Detection of Coronary Heart Diesease (CHD) (Vellore Institute of Technology) (Jul’16 – Nov’16) Developed a predictive model for early detection of Coronary Heart Disease using currently available data. Used data from the Framingham Study 1947-1950 to implement a predictive model. Used R Studio for developing the predictive model.

ADDITIONAL INFORMATION

Currently working as a Quant analyst for Columbia Quant Group.

Worked as a Web Developer for developing the official website of ASME SLDC (Student Led Design Conference) 2016 (October).

Language: Spanish (Basic), Hindi (Near Native), Marathi (Native)

Interests: Cricket.

JIAMIN SHAN 225 W 109th ST APT 22, New York, NY 10025 | (201)-245-7601 | js5529@columbia.edu

EDUCATION Columbia University Expected December 2020

• Master of Arts in Mathematics of Finance • Core Courses: Statistical Inference and Time-Series Modelling, Stochastic Processes and

Applications, Quant Method in Investment Management, Multi-asset Portfolio Management, Financial Price Analysis, Stochastic Methods in Finance, Numerical Methods in Finance

The Pennsylvania State University, University Park, PA May 2019 • Double Major in Mathematics and Finance, Minor in Digital Entrepreneurship • Cumulative GPA: 3.94/4.0 • Honors: Dean’s List for Academic Excellence (7/7 full time semesters) • Core Courses: Financial Trading and Application, Derivative Markets, Financial Markets and

Institutions, Multinational Financial Management, Security Analysis and Portfolio Management

PROFESSIONAL EXPERIENCE Soochow Securities, Suzhou China July 2018-August 2018 Intern - Merger & Acquisition Department

• Involved in the pitching process, performed due diligence, created risk analysis reports and prepared the information memorandum to convince potential customers

• Implemented industry investigation and researched development trends to evaluate the target company • Analyzed the general public company leverage situations in Suzhou to access the risk of investments • Assessed the rationality and reasonability of valuation, purposed ideas about improving company value

and gaining advantage during acquisition Suzhou Trust, Suzhou China May 2018-July 2018 Assistant Trust Manager

• Collaborated with due diligence team, assisted in project evaluation by performing data analysis and cash flow analysis based on financial reports of the borrower and guarantor

• Analyzed products’ structure and executed valuation assessment applying financial modeling • Implemented field visits and produced reports to verify the valuation of corporations • Responsible for regional economic and debt analysis in local governments’ financing projects

Bank of Jiangsu (Branch), Suzhou China July 2017-August 2017 Intern - Investment Banking Department

• Managed and revised over 10 due diligence reports from sub-branches across various industry sectors • Conducted field trips to analyze the feasibility of over 5 companies in 3 different industries, analyzed

financial reports for the debt examiner to make final investment decision; Produced high quality review opinions on industry risk and potential benefits

Projects Analysis of Effectiveness of Different Machine Learning Strategies September 2019-December 2019 Team Member

• Evaluated the effectiveness of support vector machine, neural networks, random forest and linear regression in stock selection in the US stock market

• Designed strategies by generating trading signals with different machine learning methods and compared the profitability of these strategies

Order Book Dynamics Prediction by Machines Learning Techniques September 2019-December 2019 Team Member

• Compared performance of different machine learning techniques and devised a random forest classifier on Level I order book data to predict stock price movement

• Developed a high frequency trading strategy with the prediction on future order book dynamics

Leadership & Activities Chinese Students and Scholars Association, University Park, PA – Leader May 2017-April 2019

• Led the group in organizing a multicultural festival with clubs from five different countries • Edited Chinese new students’ handbook to help freshman get involved more quickly • Held over 5 lectures on international student problems in one semester with over 200 audience

Skills

• Skills: Python, Microsoft (Word, Excel, PowerPoint) • Language: Mandarin Chinese • Interest: Basketball, Guitar (Writing original lyrics)

HANMIAO (SHARON) SHEN 70 West 93rd street apt 11F, New York NY 10025 · (217)-979-7561 · hs3168@columbia.edu

https://www.linkedin.com/in/hanmiao-sharon-shen

Education Columbia University in the City of New York 09/2019-12/2020

MA in Mathematics of Finance

Courses taken: STAT 5263: Statistics Inference/Time-Series Modeling, STAT 5264: Stochastic Process-Application, MATH

5320: Financial Risk Management and Regulation

The University of Illinois at Urbana-Champaign 08/2015-05/2019 Major: Bachelor of Science in Actuarial Science and Statistics GPA: 3.96/4.00

Honors & Awards: Dean’s List, James Scholar, Fall 2015-Spring 2018

Courses taken: FIN 300: Financial Markets, MATH 476: Investments and Fin Markets, MATH 478: Loss Models, STAT 430:

Basics of Statistical Learning, INFO 490: Introduction to Programming for Data Science, CS225: Data Structures

Professional Experience Great Wall Glory Securities Co., Ltd. Xiamen, China

Wealth Management Intern 07-08/2018

• Composed two due diligence reports for equity pledge financing projects by analyzing the financial statements and the industry

status of companies whose shares will be pledged to Great Wall Securities Co., Ltd.; Assisted in completing two after-loan

reports by analyzing the business circumstance of the companies whose shares mortgaged to the Great Wall Securities Co., Ltd.

• Filtered and sorted out the news of existing projects to monitor risk every day.

China Life Insurance Company Limited (Leading life insurance company in China) Xiamen, China

Data Analyst Intern 06-07/2017

• Researched a twenty-year customers database using Excel and generated a graph stated that customers whose last insurance is

within one year ago are most likely to insure again

• Presented to sales managers about the differences between the Chinese insurance companies and the US insurance companies

Academic Experience Research Assistant Champaign, IL

Actuarial Science Research with Northwestern Mutual 09-12/2018

• Developed a user-friendly stochastic performance measurement tool for public fixed income portfolios that produces the investable

opportunity given constraints from a portfolio manager in Northwestern Mutual in a group of five

• Held the weekly meeting and presented the progress to the client in Northwestern Mutual and the professors in the Actuarial

Science program and Finance program Instructor Champaign, IL

Actuarial Problem-Solving course for FM exam 08-12/2018

• Taught the lecture for two hours teaching the topics in FM exam and how to solve the questions relating to the topics every week • Had a better understanding of the time value of money, and the financial instruments and the related financial concepts, like

duration

Teaching Assistant Champaign, IL

Assistant Professor in Statistics for Risk Modeling Course 01-05/2018

• Assisted Prof. Daniel Linders to hold office hour for 2 hours every week, made solutions and graded for midterms and finals in

the class of 48

• Developed teaching and communication skills, enhanced the ability to understand thoughts of students, teach students in different

ways and compose report skills

ACTIVITIES

Actuarial Science Club Champaign, IL

Participant 09/2017-05/2019

• Participated in the career fair organized by the club and attended the different presentations hosted by the recruiters, strengthened

studying strategies to enhance understanding of actuarial science

DGS leader Champaign, IL

Division of general studies, University of Illinois, Urbana-Champaign 10/2017-12/2018

• Introduced the fundamental of DGS college and the self-experience of transferring major to new-coming freshman and their

parents, boosted the presentation skills, and got familiar with how DGS college bring thoughts to students and help them with

finding the direction in the university life

Skills and Interests

• Programming skill: C++, Python, R, SAS, Excel, PowerPoint(Advanced); HTML, Java Script, LaTex(Basic)

• Language: Chinese(Native)

• Interests: Detective Novels, Boardgame, Swimming

Actuarial Certificates

• Passed Exam MFE/3 Models for Financial Economics 03/2018

• Passed Exam P/1 Probability 03/2017

• Passed Exam FM/2 Financial Mathematics 10/2016

Jifan(Lexie) SUN

js5535@columbia.edu | 50 W 97th St, NY | +1-646-691-0350 | linkedin.com/in/jifan-sun

EDUCATIONS Columbia University, MA program in Mathematics of Finance 09/2019-12/2020 (expected)

• Coursework: Non-linear Option Pricing Methods; Numerical Methods in Finance; Programming for Finance; Math

of Finance; Stochastic Process Application; Hedge funds strategies; Statistic interference

Renmin University of China, School of Finance, Finance Major 09/2015-07/2019

Bachelor of Economics, Cumulative GPA: 3.90/4.00, Major GPA: 3.93/4.00 (1/38)

• Awards: 1st International Finance Scholarship (Top 1%) 2019; 1st Excellent Students Scholarship (Top 1%)

2019&2018&2016; JD 1st Prize Scholarship (Top 1%) 2017; 1st Prize Innovation Cup Entrepreneurial Competition

2017; 2nd Prize Beijing Undergraduate Moot Court in Insurance Competition 2015

• Coursework: Economics of Money and Finance; Corporate Finance; Statistics; Accounting; Investment Banking; Tax;

Advanced Mathematics; Econometrics; Time Series Analysis; Financial Engineering; Risk Management; Differential

Equation; Data Structure; Programming Training

The University of Warwick, Summer School 07/2017-08/2017

• Coursework: Game Theory; Grade: A+(90)

PROFESSIONAL EXPERIENCE Beijing Shang Finance Private Equity | Investment Assistant | Beijing 11/2017-04/2018

Applied operational and managerial models of PE from deal origination and execution, to follow up, and exit strategies;

Participated in the establishment planning of several funds(a Zhejiang International Trade Development PPP Fund etc.);

Suggested city-industry integration development plan for Zhoushan, as an industry agglomeration blueprint; and helped

restructure fishery SME into one industry leading enterprise, which was ready to go public listing;

Built independently investment plans for CYTS, China HUALU Group Co Ltd, Shandong JINLUBAN Co Ltd etc.,

after performing due diligence, conducting valuation and measuring credit risk dynamically by credit transfer matrix;

Used binomial tree pricing methods to measure the value of implicit real options in commercial real estate projects;

China Merchants Securities | Quantitative Analyst| Beijing 09/2017-11/2017

Analyzed macro-economy, multiple industries and companies’ fundamental data; Updated industrial database on excel;

Constructed multi-factor models for momentum, mean-reversion and style rotation strategies on A-share market; used

IC-IR, optimized IR and half-life IC handling factor weighting to deal with maximum drawdown risk, developed top-

down quantamental reports;

Applied XGBoost algorithm on Python to build a stock selection strategy; backtest achieved a Sharpe of 1.89.

ACADEMIC EXPERIENCE / RESEARCH PROJECTS Calendar hedging model for barrier options, Columbia UniversityNew York 11/2019-12/2019

• Applied Monte Carlo Simulation to price the up-and-out barrier option; compared results with theoretical B-S price;

• Developed Calendar-spread, Strike-spread hedging models to lower the transaction costs caused by dynamic hedging

School of Finance, RUC | Research AssistantBeijing 02/2018-12/2018

IMI2018 Macroeconomic forecast

Constructed VAR (Vector Auto-Regressive), BVAR, MF-BVAR models to issue predictions on seasonal GDP, CPI,

using other macro variables, such as M2, IBWAR and TRSCG, obtained from monthly announcements as inputs;

Improved forecasts accuracy and timeliness by avoiding information loss caused by frequency reduction;

The macroeconomic forecast results of 4 quarters in 2018 were published on International Monetary Institute.

Hanqing Advanced Institute of Economics and Finance, RUC | Research AssistantBeijing 05/2017-10/2018

Multiple Econometric research projects

Pursued multiple projects: upkeep of social relationships via “giftnotes”/ “bilateral gift giving”; verification of the

Coasian bargaining through research on agricultural cooperatives; the influence factors of securities analyst ranking;

Designed questionnaires; selected instrumental variables; processed data using R, Excel and Python, conducted

econometric regression via Stata; and issued a summary of reports.

School of Statistics, RUC Mingde Data Talents Growth Support Program Beijing 11/2016-06/2018

• Conducted field research on big data analysis model in Baidu Technology Park, on data-driven corporate decision

making in KPMG’s Big Data Mining Team etc.; grasped the application of data analytics tools;

• Obtained security valuation and index calculation training at China Securities Index Co., Ltd.

2017 Baidu Du Delta Cup Beijing-Hong Kong Undergraduate Big Data Modelling CompetitionBeijing 05/2017

Analyzed 1600 questionnaires via data cleaning, variable eliminating, principal component analysis, factor testing,

correlation analysis, data visualization and model construction using R, SPSS and MATLAB;

Constructed a Logistic Regression Model to study user images and user preferences of different news app and video

app platforms, and made relevant forecasts. Awarded Second Prize.

SKILLS Programming: advanced: MSOffice and Excel VBA; Python; R; SQL; MATLAB; SPSS; OxMetrics; Stata; beginner: C++

Certification: CFA level I(01/2020); Fund Qualification (issued by Securities Association of China)

Languages : Chinese(native)

INTERESTS Badminton; Spinning

Education

Columbia University – New York, NY Dec 2020

Master of Arts in Mathematics of Finance

Coursework: Hedge Funds Strategies & Risk, Multi Asset Portfolio Management, Quantitative Programming (C++),

Stochastic Methods in Finance, Time-Series Modelling, Numerical Methods in Finance

University of Notre Dame – Notre Dame, IN May 2019

Bachelor of Arts in Economics; supplemental major in Applied and Computational Mathematics and Statistics

Cumulative GPA 3.75/4.00; Dean’s List in 2017 Spring, 2018 Spring & Fall

Coursework: Data Mining, Mathematical Modelling, Econometrics, Probability Theory, Differential Equations, Linear Algebra,

Financial Economics (option & bond pricing), Accounting

Work Experience

High Hope Wisdom Capital – Nanjing, China Jun 2019 – Aug 2019

Quantitative Strategy Intern

Applied statistical techniques on large scale financial data and delivered high quality quantitative reports which influencedimportant business decisions

Performed factor analysis for 18 variables in R on multiple large behavioral datasets from scratch; constructed back-testingalgorithms to study the performance of trading strategies based on the behavioral factor;

Conducted research on convertible premium of all convertible bonds in the market using Wind API in R; streamlined andautomated processes for extracting financial data from Wind Terminal

ZhenFund – Beijing, China Jun 2018 – Aug 2018

Operation Intern

Top 3 venture capital funds in China with both USD funds and RMB funds

Developed a classification model in R based on characteristics to predict the entrepreneurial potential of startup founders;Collected and analyzed candidates’ data for a new incubator program “Zhen Academy”

Compiled “Startup Brochure”; addressed critical issues of valuation and capital structure in VC financing

China CITIC Bank – Nanjing, China Jun 2016 – Aug 2016

International Capital Intern

Assisted associates in conducting FX market research and preparing daily newsletter; provided reports and maderecommendations to FX department

Provided foreign capital management advice for top enterprise clients in import & export industry based on their financialsituation and demands, such as swaps and forwards

Projects & Activities

Columbia ASA Data Fest 2019 – New York, NY Nov 2019

Won first prize and Best Insight award (for the 2nd consecutive year) by offering a visualized explanation of the contributionof 72 religious and socioeconomic factors to the result of the 2016 presidential election

Constructed tree models using rpart and Random Forest to attack several large and complex datasets; reached amisclassification rate of 6.99% in predicting the county-level result of 2016 election

Earnings Momentum Implementation for Hedge Fund Strategy & Risk – New York, NY Sep 2019 – Nov 2019

Implemented Earnings Momentum strategy on S&P 500 stocks in Python using companies’ quarterly earnings report dataand corresponding market movement data

Refined the signal generation and the portfolio construction by incorporating the CAPM model into the ABR formula andtrading on a rolling basis; backtested the strategy using historical data and calibrated sizing and hedging to maximize PnL

Citi Trading Simulation – Notre Dame, IN Jan 2017 – May 2017

Led the team achieved second place among 12 teams in the final competition

Performed fundamental analysis of US stocks and commodities; simulated market oriented trading as a leveraged investorseeking highest ROE

Skills

Computer: R (advanced), Python, C++, Matlab, SQL, Bloomberg Terminal, Wind Terminal, Excel, PowerPoint, Light Room

Certificate: CFA Level III Candidate (June 2020 Exam)

Foreign Language: Mandarin (native), German (intermediate)

Interests: Eight Ball Pool, Table Tennis, Photography, Active Personal Stock Account Management

CHAO TANG +1(574) 401-9134 | chao.t@columbia.edu | 606 W 57th St, New York, NY, 10019 | linkedin.com/in/chao1215

Xinyu (Martin) Tong Apt 14G, 70 W 93rd St, New York, NY, 10025

(646) 875 9659 | xt2231@columbia.edu | www.linkedin.com/in/xinyutong

EDUCATION

Columbia University at the City of New York New York, NY

Master of Arts, Mathematics of Finance September 2019 – December 2020 (Expected)

Relevant Coursework: Financial Risk Management, Time Series Modeling, Programming in Computational Finance

(Python)

University of Michigan - Ann Arbor Ann Arbor, MI

Bachelor of Arts, Honors in Economics, Minor: Mathematics September 2016 – May 2019

GPA: 3.55/4.0

Relevant Coursework: Econometrics, Computational Methods in R, Advanced Calculus, Stochastic Processes

University of Delaware Newark, DE

Bachelor of Arts, Economics February 2015 – May 2016

GPA: 3.98/4.0

Relevant Coursework: Intermediate Microeconomics, Intermediate Macroeconomics, Financial Accounting

PROFESSIONAL EXPERIENCE

CITIC Futures March 2018 – April 2018

Quantitative Intern Shanghai, China

• Designed selection process for talented investment advisors by using large databases and writing programs

• Used over 5 quantitative assets allocation models to classify assets into 8 different stock markets

• Conducted field survey on due diligence of over 20 chosen investment advisors based on 5P model and wrote reports

Fulbright Commission June 2017 – August 2017

Administrative Assistant Bratislava, Slovakia

• Made 10 pivot tables summarizing host institutions, grant years, area of study and types for all Fulbright grantees

• Created geo-referencing map of 57 Slovakian schools with English Teaching Assistants from 2006 to 2016

• Selected 20+ articles about Slovakian generation Z behavior via Google and library databases for presentation

• Cleaned data and created summary statistics on number of Slovakian students studying abroad from 2005 to 2015

Accenture December 2016 – January 2017

Part-time Assistant Shanghai, China

• Performed market research on Internet of Things and created slides for presentation to clients and employees

• Identified benchmark on new energy industry by comparing firm performances in Excel based on financial indices

• Held weekly meeting to discuss progress with teammates; wrote minutes to record meeting proceedings

PROJECTS

University of Michigan Bicentennial Archive January 2017 – April 2017

Assistant Data Analyst Ann Arbor, MI

• Conducted and recorded 5 interviews per week with students and alumni on topics of culture and issues on campus

• Tested and improved 6 MATLAB scripts transcoding and engraving 1000 interview audio files onto data chips

Research Project on Censorship and Propaganda in China September 2016 – December 2017

Research Assistant to Dr. Blake Miller Ann Arbor, MI

• Coded 2000+ censored posts from 200+ censorship documents in Excel into 50+ categories for data analysis

• Cleaned data in Excel for 300 censorship documents summarizing posts forwarded and commented by government

• Held weekly seminar to discuss difficult-to-identify posts and help improve the accuracy of categorization

Research Project on Equity/Fairness Factor February 2016 – May 2016

Research Assistant to Professor Dustin Sleesman Newark, DE

• Selected 7 out of more than 100 papers on topics of equity factor through Google Scholars and library databases

• Found evidence that equity/fairness value differs among 50 states in the US based on selected research papers

SKILLS/ OTHERS

Programming Skills: Proficient - MATLAB, C++, R, Stata; Intermediate - Excel, Word, PowerPoint, Python, C; Beginner -

Minitab, Mathematica

Awards: Phi Kappa Phi Honor Society, Dean’s List (Spring 2015, Fall 2016, Spring 2016)

Languages: Chinese – fluent

Interests: Reading economics books, Violin (Lv.10 Certification), Basketball, Fitness

HANYU WANG hw2766@columbia.edu | 425 Riverside Dr | +1(917)452847 | linkedin.com/in/hanyu-wang-752a28190

Education Columbia University, MA in Mathematics of Finance 09/2019-12/2020

Coursework: Stochastic processes, Capital Markets &Investments, Intro to Math of Finance,

Time-Series Modeling

Sun Yat-sen University Guangzhou, China

Bachelor of science GPA:3.7/4.0 09/2015 –06/2019

Major: Mathematics and Applied Mathematics

Coursework: Mathematical Analysis, Algebra, Probability and Statistics, Functional Analysis, Differential Geometry, Partial Differential Equations, C &C++ Programming, macro-economics

Awards: Academic Innovation Scholarship and 2nd class scholarships (Top 5%)

University of California Berkeley Berkeley

International Exchange Student 01/2018 – 05/2018

Coursework: Stochastic Modeling, Mathematical Economics, Complex Analysis(A+)

Internship

GF Securities Co., Ltd. (leading Chinese Company) Shen Zhen, China

Financial engineering quantitative research assistant 07/2019-09/2019

▪ Fitted a linear model using ordinary least squares regression of order imbalance against a 20

time-step average price change. Applied the model to forecast future price changes and trade

when the forecast is greater than 0.2 ticks

▪ Applied time series methods to backtest the annual Tick data of CSI 300 in 2018, optimized in

different ways including setting the stop-loss order, introducing new factors such as order

imbalance ratio, mid-price basis, and diving them by bid-ask spread, adjusting forecast window

for average price change and trading threshold to enhance the rate of return

▪ Assisted with multi-factor stock selection model research and backtesting, standardized factors

and identified effective factors, reduced the dimensions of factors, analyzed the multicollinearity

of multi variables and heteroscedasticity, calculated factor returns with multiple linear regression,

and used Matlab to group stock according to the factors

▪ Investigated into the 11 S&P sector indices using a diversity of fundamental and economic

attributes, proposed sector-based strategies which significantly outperform S&P 500

State Information Center Beijing, China

Research Assistant, Department of Economics Forecasting 07/2018- 09/2018

▪ Analyzed correlation between GDP growth rate and unemployment rate change, adopted the

logarithmic form of Neo-classic Product Function to investigate the correlation between

economic growth and factor input, conducted Chow breakpoint test to testify the stability of

structure parameters, completed research paper published on Undertaking & Investment

China Minsheng Banking Corp. Ltd Guangzhou, China

Intern, Risk Management Department 06/2018-07/2018

▪ Applied various models under different assumptions including GBM, parametric, historical,

Monte Carlo and Monte Carlo underlying methods to the development of a risk calculation

system, which is used to calculate VaR and ES

▪ Used historical data to estimate parameters in model, derived formulas for computation of VaR

and ES for different cases of portfolio construction

▪ Calculate actual losses on each day to backtest and examine the accuracy of the models and

assumptions

Project Experience ▪ With pairs trading and cointegration test as the basis, created residual series via rolling

regression between SPY and IWM, traded when current residual exceeds pre-determined signal.

▪ Used technical indicators to identify momentum opportunities across all of the S&P 500 industry

sector ETFs and SPY(the S&P 500 ETF)

▪ Set the objective function as the subtraction of total mean from variance, minimized objective

function using gradient descent method until it breaks a certain threshold, to determine the

allocation on each trading strategy, tested data set to see how the allocation performs.

Additional InformationSkills: Python/C/C++/Matlab/R/Excel/Word/Bloomberg

Interests: Piano level 10 certificate and stage performance experience, Reading, Singing

HAOYANG WANG+1 (917) 808-5998 | hw2758@columbia.edu | 504West, 110th Street, NY10025 | http://linkedin.com/in/haoyang-wang

EDUCATIONColumbia University, Graduate School of Arts and Sciences New YorkM.A. in Mathematics of Finance Aug 2019 – Dec 2020(expected)• Membership of Columbia Quant Group• Coursework: Stochastic Process, Time-Series Modelling, Hedge Fund Strategies and Risk, Modelling and

Trading Derivatives, Machine LearningSun Yat‐SenUniversity (SYSU), Lingnan College GuangzhouB.Econ in Finance (with Mathematics Program) Sep 2015 – Jun2019• GPA: 3.8/4.0 ; Awards: 2ndPrize Undergraduate Scholarship by SYSU• Coursework: Econometric, Differential Equations, Probability & Statistics, Linear Algebra, Operations

Research, Dynamic Programming, Financial Engineering, InvestmentPROFESSIONAL EXPERIENCEKaifeng Investment Co.Ltd (Top - tier global macro hedge fund in China) ShenzhenQuantitative Intern (Index Future Track) Jul 2019 - Aug 2019▪ Identified the fundamental factors of the market and individual stocks which have significant impact on the

values of the stock indices, and incorporated them into the statistical models▪ Improved VAR model, utilizing the macroeconomic factors to predict the movement of index futures (SSE 50

and CSI 300 Index futures), and achieved the annual return greater than 9% as well as a Sharpe ratio over 0.7Huatai Security Co.Ltd BeijingQuantitative Intern (Multi-Asset Allocation Track) May 2019 - Jun 2019▪ Researched on the technical indicators of stock indices to develop various CTA strategies retaining to stock

indices and bonds▪ Developed a strategy to invest on SSE 50 Index and CSI Universal Bond Index (as a proxy of bonds) according

to the momentum of trunover ratio and achieved a Sharpe ratio greater than 1 within the backtest periodChenghao Asset Management Co. Ltd ShenzhenQuantitative Intern Feb 2019 - May 2019▪ Collected the data fromAPI or by web crawler and updated to MongoDB (NoSQL) database daily▪ Wrote a web crawler to collect text data from the Xuangubao.com, etc., cleaned the data, used the natural

language processing to analyze the market sentiments factor to support the event-driven strategy based on CSI300 Index, and finally achieved an annual volatility less than 5% during the backtest period

Morgan StanleyCapital International (MSCI Inc.) BeijingFinancial Analytic Assistant Jun 2018 - Jul 2018▪ Supported Risk Management Division in analyzing risk exposure, the VaR of the clients▪ Devised metrics to evaluate the desirability of the risk exposure of the positions conditional on the current

market, and highlighted areas for attention to the trading teams or institutions▪ Built a model to predict the potential risk exposure under extreme market conditions based on factors such as

liquidity trend of the portfolio, historical correlation of the assets, special events volatility, etc.ACADEMIC PROJECTSSun Yat‐SenUniversity (SYSU), Lingnan College GuangzhouResearch Assistant Mar 2018 - Jun 2019 Company's DebtPricing▪ Constructed the Implicit Government Guarantee (IGG) index and estimated the bond price based on the affine

CIR model with IGG index Stock Price Prediction via Machine Learning▪ Applied deep learning algorithms, mainly convolutional neural network (CNN) and long-term short-term

memory model (LSTM), to predict the future trend of stocks▪ LSTM can correctly predict rise and fall within five days of all the stocks testedSKILLS AND OTHER INFORMATION• Programming Skills: Python, MATLAB, C/C++, R, SQL, NoSQL, Stata; Bloomberg,Wind• Language: English, Mandarin, Cantonese• Interests: Chinese traditional paintings, Basketball, Singing

Kai Wang 2510 38th Ave Unit 5A, LIC, NY 11101

(917) 332-8414 · kw2613@columbia.edu · linkedin.com/in/kaiwang95 EDUCATION

Columbia University New York, NY Master of Arts in Mathematics of Finance Sep 2019-Dec 2020 (Expected)

Coursework: Hedge Fund Quant-Strategies, Capital Markets & Investment, Time-Series Modelling, Stochastics Process

Columbia University New York, NY Bachelor of Arts in Mathematics & Statistics, GPA: 3.63 (Dual Degree) Sep 2015-May 2017

Honors: Cum Laude, Dean’s List, TOMS Scholarship Coursework: Financial Accounting, Macroeconomics, Probability Theory, Discrete Time Models in Finance, Analysis & Optimization, Linear Regression Models, Partial Differential Equations, Modern Analysis, Statistical Inference

City University of Hong Kong Hong Kong, China Bachelor of Science in Computing Mathematics, GPA: 3.68 (Dual Degree) Sep 2013-May 2015

Honors: First Class Honors, Dean’s List, HKSAR Government Scholarship

EXPERIENCE

UG Investment | ($2Bn QFII Hedge Fund) Shanghai, China Quantitative Research Analyst Jun 2018-May 2019 l Spearheaded an index-rebalance strategy with Sharpe 2.7 & 5% weekly returns; automated the forecasting of stocks’

inclusion schedules by modeling MSCI, FTSE and other local indices’ methodologies using excel & SQL l Developed a quantitative strategy focused on 3,000 A-share stocks’ daily investment flows by aggregating data from

onshore mutual fund subscriptions, offshore QFII / Mutual-Market-Access holdings & EPFR database l Covered fundamental research in the Auto industry with in-depth research of 7 stocks; pitched investment ideas

making up ~ 15% of the fund’s portfolio, including one Auto OEM and one long-short pair trade l Explored various alternative datasets in support of fundamental research, including weekly silicon wafer/module price,

bi-weekly auto dealers’ discount level, monthly industry-specific profits & export value for individual companies

Maxim Group | (Merchant Capital) New York, NY Analyst Sep 2017-Jan 2018 l Sourced series-rounds investment opportunities in the life sciences industry with $10mn to $100mn per round l Drafted investment pitches with exit value projections for two clinical-stage pharmaceutical companies

Schafer Cullen Capital Management | ($20Bn Mutual Fund) New York, NY Equity Research Analyst May 2016-July 2017 l Pitched a Saudi Arabia catering stock & a Singapore gaming stock through fundamental research & DCF analysis l Orchestrated the compilation of two ~60-page Annual Country Reports, which studied and compared 46 countries by

various valuation metrics, macroeconomic maturity, governance, external strength and banking system stability l Developed a scoring system measuring stocks’ momentum characteristics observed in their Coppock curves; coded it

into a Bloomberg field and integrated it with EQS function to screen for oversold stocks with attractive momentum

Cocktail Bar Dongji Island, China Founder and Bartender Jun 2015-Aug 2015 l Established a rooftop cocktail bar from the ground up; bartended and grew the business until it reached maturity l Started with a $700 budget for utilities & drinks and generated a $2,400 revenue (242% ROI) in the final month

PROJECT

Equity Statistical Arbitrage Strategy Columbia University - Fall 2019 l Implemented a Stat Arb Strategy with S&P 1500 constituents using Python; selected 60+ co-integrated pairs by Eagle

& Granger test, calculated signal as the Z-score of Ornstein-Uhlenbeck process on beta-adjusted return deviations l Achieved out-sample Sharpe 1.2, Annual Return 9.5%, 1D 0.05 VaR -3.7%

Commodity Production Spread Strategy Columbia University - Fall 2019 l Implemented a Crack 1:1 Production Spread strategy; constructed a spread representing refiners’ gross margin by

longing/shorting oil & gasoline futures; set entry/exit/stop-loss signals at ±1.5/0.5/2Std away from 5Y avg spread l Achieved out-sample Sharpe 1.9, Annual Return 10.8%, 1D 0.05 VaR of only -1.2%

CERTIFICATES & SKILLS

Certificates: CFA Level III Candidate, Series 7, Series 63, Skills: Bloomberg, Wind, Thomson Reuters, MorningStar, Python, SQL, Microsoft Excel

Languages: Mandarin (Native), English (Fluent) Others: Member of Mensa, Black Belt in Taekwondo

Mengyu (Vera) Wang +1 (917) 518-6113 | wang.mengyu@columbia.edu | 203 West 108th Street, New York, NY 10025 | www.linkedin.com/in/mengyuwang

EDUCATION New York, NY Columbia University

MA Program in Mathematics of Mathematics Expected Dec. 2020 • Coursework: Stochastic Processes, Statistical Inference and Time Series Modelling, Capital Markets and Investments

Peking University �PKU� Beijing, CN Guanghua School of Management | BE in Finance, GPA:3.6 Sep. 2015-Jul. 2019 • Coursework: Advanced Mathematics, Linear Algebra, Probability and Statistics, Economics, Econometrics, Data Analysis

and Statistical Software, Financial Analysis and Quantitative Investment, Securities Analysis and Investments • Awards: Merit Student of Guanghua School of Management, Dec.2017School of Mathematical Sciences | BS in Mathematics and Applied Mathematics (second degree) Sep. 2016-Jul. 2019 • Coursework: Mathematical Analysis, Advanced Algebra, Abstract Algebra, Functions of Real Variables and Functional

Analysis, Probability, Applied Regression Analysis, SAS, Ordinary Differential Equations, Operation Research

PROFESSIONAL EXPERIENCE Zero2IPO Research Beijing, CN Assistant Analyst, Financial Information Service Group Jul. 2018-Sep. 2018 • Collected data using Wind to compose monthly analysis reports on the status of Chinese network companies listing overseas• Assisted in the research about the comparison of domestic and overseas listing environment for Chinese enterprises• Participated in a research project to study the conditions of unicorn companies in China

Huachuang Securities Co., Ltd. Beijing, CN Off-cycle Intern, Fixed Income Department Sep. 2017-Dec. 2017 • Responsible for establishing an industry credit rating model and industry research to support in-house credit ratings• Traced credit risk events in the bond market and wrote daily credit monitor reports and weekly debenture reports

Huarong Securities Co., Ltd. Beijing, CN Summer Intern, Department of the Over-the-Counter Market Jul. 2017-Aug. 2017 • Applied Black-Scholes algorithm in European option pricing and calculated the stock market volatility• Made critical check of the business documents and finished monthly reports of form of OTC derivatives business• Completed the introduction of options PPT, and regularly updated the financial products publicity form

SELECTED PROJECT WORK The Market Response of the Financial Statement Restatements of A-share Listed Companies (PKU) Jan. 2019-Apr. 2019 • Classified financial restatement announcements from 2012 to 2018 according to restatement causes and adjustment amounts• Implemented empirical analysis on the impact of different types of announcements on stock price performance using Stata

Empirical Analysis of Momentum Strategy in China’s Commodity Futures Market (PKU) Sep. 2017-Dec. 2017 • Studied the formation causes and formation mechanism of the Momentum effect based on behavioral financial theories• Conducted empirical analysis on time series type Momentum strategy using the contracts and settlement prices of rubber

futures, soyabean futures, copper futures and the portfolios of them from 2000 to 2017 as a sample

A Quantitative Investment Strategy Based on the Investors’ Sentiment Index (PKU) Sep. 2017-Dec. 2017 • Applied various rates and indexes to construct the investor sentiment index based on principal component analysis• Performed empirical analysis on the influence of investor sentiment on the yield rates of Shanghai Composite Index,

Shenzhen Composite Index and CSI 300 through the investor sentiment index

ADDITIONAL INFORMATION Quant Analyst of Columbia Quant Group Sep. 2019-Present Technical Skills: R, SAS, Stata, Eviews, Python, Wind, Excel, PowerPoint, Word, Bloomberg Interest: Ping-pang, Tutoring Teaching Assistant for Prof. Zhicheng Wang (Seminar on Corporate Finance, 2018 Fall; Financial Econometrics, 2019 Spring)

Mengyuan (Melissa) Wang 400 W 113 St, New York, NY 10025| (646)-428-4141| mw3383@columbia.edu

LinkedIn: https://www.linkedin.com/in/mengyuan-wang-/ EDUCATION

Columbia University, Master of Arts in Mathematics of Finance New York, NY

Courses: Stochastic Processes and Applications; Statistical Inference and Time-Series Sep. 2019-Dec. 2020

Modeling; Introduction to the Mathematics of Finance; Financial Risk Management and Regulations

Sichuan University, Bachelor of Economics in Finance Chengdu, China

GPA:91.20% (WES Certified GPA: 3.9/4.0); Ranking: 1/88; Sep. 2015-Jun. 2019

Honors: The National Scholarship (top 1%); First-class Scholarship (top 2%); Relevant coursework: Calculus I & II; Probability and Math Statistics; Statistics; Linear Algebra; Mathematical Optimization;

Numerical Methods; C programming; Econometrics; Financial Engineering Experiment (Matlab); Financial Risk Management; Fixed Income Securities; Mathematical Finance; Corporate Finance

University of California, San Diego, Exchange Student San Diego, CA

GPA: 4.0/4.0; Courses: Investment Banking; Enterprise Finance; New Venture Finance Sep. 2017-Dec. 2017

SELECTED WORK EXPERIENCE

State Street Corporation, Hangzhou, Risk Analytic Intern at Risk Middle Office Hangzhou, China

Ran daily risk reports for enhanced custody business line without errors Jan. 2019-May. 2019

Back-tested the Hybrid VaR model on a daily basis using Matlab and generated reports using VBA

Utilized Python to rewrite a VBA-wrote model to help optimize risk data processing and EOD report generating, which

functioned as the first step of daily margin calculating report; reduced the processing time from 30 min to 8 min

Assisted in a collaborated project with AI team about Natural Language Processing on Companies’ Prospectus: read about 50

Copies of funds prospectus to assess the credit risk level of those funds and provide reference results for the NLP program

Deloitte& Touche LLP, Beijing, Summer Intern at Audit& Assurance Department Beijing, China

Involved in the interim audit of China Galaxy Co. (a top 5 securities company in China); Jul. 2018-Aug. 2018

summarized subsidiaries’ financial data and prepared consolidated financial statements for customer’s four subsidiaries

Valued options with Black-Scholes model in Excel using VBA and completed the valuation report

Carried out Variation Analysis to find the driven factors of the abnormal changes in several accounts

EverBright Securities, Nanjing, Intern Analyst at Wealth Management Department Nanjing, China

Evaluated and analyzed the performance of the stock-selection products; Jul. 2017-Aug. 2017

built a new portfolio that earned 13% more returns than the previous one in back-testing by technical analysis

Wrote the summary report of daily industry research seminars and the daily Chinese capital markets closing reports

Maintained the client database and consolidated client risk preference information to facilitate customer analysis

China Citic Bank, Nanjing, Debt Capital Market Intern at Investment Banking Division Nanjing, China

Collected operational and financial status about construction companies to assist in the Jan. 2017-Feb. 2017

evaluations on the companies’ qualifications for issuing bonds

Prepared issuing documents for the qualified City Investment Bonds according to the requirements of CSRC

PROJECTS Risk Calculation System Development, Columbia University, Course Project New York, NY

Developed a system using Python to calculate risk factors (VaR and ES) of a portfolio of stock and Oct. 2019-Dec. 2019

option positions; Used methods including GBM assumption, historical method, parametric method and Monte Carlo Simulation

Empirical Study and Optimization of Delta-hedging Strategy for Options, Bachelor’s Graduation Thesis Chengdu, China

Utilized Matlab to conduct empirical analysis on three different delta-hedging strategies based on Mar. 2018-Jun. 2018 Thread Steel 1904 Futures Options: fixed-interval method, Walley-Wilmott’s asymptotic method, and Zakamouline’s asymptotic

method SKILLS Computer Skills: Python, R, Matlab, Stata, C, SQL(Oracle), Tableau, Bloomberg, WIND, Spotfire, Excel, PowerPoint

Language Skills: Mandarin (Native), Japanese (Basic) Certificate: CFA Level I Candidate; Python online courses certificate at Coursera (provided by University of Michigan)

ADDITIONAL INFORMATION Interests: Playing the piano (10+ years), traveling (have been to 14 countries), drawing Activity: Quant Analyst at Columbia Quant Group (Started from Sep. 2019)

Xiheyu (Crystal) Wei 225 W 109th Street, New York, NY 10025 | wei.xiheyu@columbia.edu | +1 (917)767-7711 | www.linkedin.com/in/xiheyuwei

EDUCATION Columbia University, New York, NY Sept. 2019 – Dec. 2020 Master of Arts in Mathematics of Finance • Courses: Mathematics of Finance, Time-Series Modeling, Stochastic Processes, Hedge Fund Strategies & Risks Shanghai University of Finance and Economics, (SUFE), Shanghai, China Sept. 2015 – Jul. 2019 Bachelor of Economics, Major in Banking and International Finance • Honors: Outstanding Graduate of Class 2019 (5%); Merit-based Scholarships (4 consecutive years) • Core Courses: Ordinary Differential Equations, Financial Econometrics, Financial Engineering, Game Theory and Optimization Stanford University, Palo Alto, CA, Summer Visiting Intensive Studies Jun. – Aug. 2017 • Courses: Financial Economics (A), Introduction to Decision Making (A+) INTERNSHIP EXPERIENCE Teradata, Quantitative Business Analytics Department, Shanghai, China Jul. – Aug. 2018 • Led internship project on consumption volume increase project for Agricultural Bank of China (ABC)’s Credit Card

Department; conducted desk research on credit card marketing strategies. Applied SQL to extract data from database, analyzed and visualized historical data in Python; summarized statistical descriptions and drew slides for presentations.

Tianfeng Securities Research Institute, Financial Engineering Group, Shanghai, China May – Jul. 2018 • Participated in stock picking to design an equity-based portfolio. Analyzed real-time stock data and completed data

visualization in Python. Assisted analysts and supervised interns with research on target date fund project; updated related news and information in China and abroad; complied research reports and presented slides.

PricewaterhouseCoopers, Assurance Department, Shanghai, China Jan. – Mar. 2018 • Responsible for bank confirmations and control sheets for the Nanjing Tuniu Technology Limited Company assurance project.

Carried out cash handling and managed spreadsheets; assisted co-workers to complete 2017 annual audit. Willis Towers Watson, Investment Consulting Department, Shanghai, China Sept. – Dec. 2017 • Assisted senior consultants with investment market research; responsible for data collection, analysis and visualization in

Excel. Collected data of monthly performance of different portfolio managers. Compiled investment reports monthly and quarterly.

PROJECTS Research on the Influence of CSI 300 Index Futures on Spot Market’s Volatilities Dec. 2018 – May 2019 Senior Thesis, Shanghai University of Finance and Economics • Applied Propensity Scoring Matching (PSM) methods and Difference in Differences (DiD) in STATA to analyze day-to-

day empirical data. Applied models like (E)GARCH to analyze time series, capture statistical features and get to know during 10 years after the release, how this new-to-China financial instrument affected Chinese stock market

Fama-French Multi-Factor Model Applications Aug. 2018 Instructed by Boris Skorodumov, Morgan Stanley Quantitative Derivative Strategies (QDS) • Applied Fama-French three-factor model to analyze an unknown strategy/portfolio using R language. Conducted full-fit and

rolling regressions in different windows. Plotted graphs to understand the strategy and managed to replicate it. International Investment Environment Evaluation Method Applications in Belt and Road (B&R) Research Assistant for Professor Jian Wang, Fudan University Sept. 2017 – Jun. 2018 • Designed algorithms to evaluate international investment environments for different needs. Adopted analytic hierarchy

process in operations research and variable weights and expression methods in fuzzy set theory. Combined B&R with evaluation methods and derived factors to achieve more appropriate evaluation results for B&R.

SKILLS AND INTERESTS Computer: C++, Python, SQL, MATLAB, R (intermediate); Excel, Power Point (expert) Certificates: CFA Level 1 candidate; Passed 7/14 subjects of ACCA Interests: Guzheng (10 years); Aerobics (Team Captain); Latin Dance

YEXIN (PATRICK) WEI#12L1, 601 West 110th Street, New York, NY, 10025 | (929)-334-1450 | patrickweiyx@gmail.com

EDUCATION

Columbia University New York, NY

M.A. in Financial Mathematics Sep. 2019 – Dec. 2020

•Coursework: Financial Modeling and Derivative Trading, Financial Mathematics and Stochastic Processes, Investment Strategies, Time Series

Vassar College Poughkeepsie, NY

B.A in Economics and Mathematics Sep. 2015 – May 2019

• GPA: 3.76/4.0

• Coursework: Probability, Numeric Methods, Programming in MATLAB and Python, Statistical Analysis, Calculus,

Linear Algebra, Discrete Mathematics, Macroeconomics, Microeconomics, Financial Markets and Investments,

Financial Modeling, Global Economics

• Non-Degree / Exchange Program: London School of Economics, London, UK; GPA: 3.84/4.0

WORK EXPERIENCE

Capital Zero One Technology Ltd. New York, NY

Quantitative Research Analyst Dec. 2019 – Present

• Conducting research and analyzing different market making strategies

• Training a machine learning classification model from 50 signals to increase prediction accuracy of market returns

Peltast Partners New York, NY

Quantitative Strategist Jul. 2019 – Sep. 2019

• Generated trading signals and performed for systematic trading strategies; trading signals includes simple &

exponential moving averages, volatility, price momentum within trading windows, UTXO data

• Analyzed different discretionary trading strategies and tested the prediction accuracy on different price movement

scenarios and backtested them on bitcoin historical data

• Created a benchmark for bitcoin fundamental valuation and evaluated bitcoin pricing via NVT ratio and valuation

ratio between fundamental and speculative values by modifying Metcalfe’s Law equations

• Generated automatic process for daily data update and bitcoin market indices visualization for different time periods

with both on-chain and off-chain value thorough out the bitcoin market history

China Cinda Asset Management Co. Ltd Beijing, China

Research Analyst Jul. 2018 – Aug. 2018

• Built DCF valuation models and wrote equity research reports on the large cap and growth stock companies in

environmental and metal industries

• Analyzed fundamental data for corporates and public companies from Wind, and leveraged MATLAB interface to

formulate daily macroeconomic and sector trend reports

RESEARCH PROJECTS

Economics Department Research Assistant Jun. 2018 – Apr. 2019

The Effect of Land Allotment on Native American Households during the Assimilation Era

• Collected and constructed a training dataset for machine learning application

• Created a database of American Indian Reservation Agents spanning 1880 to 1930

• Georeferenced cities to historical Indian Reservation using Geographic Information System

SKILLS & INTERESTS

Computer: Python, R, MATLAB, QGIS, VBA, SQL, GitHub

Statistical Modeling: Regression Analysis, Decision Tree, Cluster Analysis, Generalized Linear Model, PCA

Music Instruments: Erhu (Level 10/10, public performance for charity and cultural events)

Gu Wu 784 Columbus Ave, New York, NY | gw2406@columbia.edu | (+1)530-746-1928 | www.linkedin.com/in/guw

EDUCATION Columbia University, New York, NY Aug. 2019 – Expected Dec. 2020

M.A in Mathematics of Finance

• Courses: Hedge Fund Strategies and Risks, Stochastic Process, Statistical Inference and Time-Series Modeling, Intro to

Mathematics of Finance, Numerical Methods in Finance, Stochastic Methods in Finance, Multi-Assets Portfolio

Management, Machine Learning

University of California Davis, Davis, CA Sept. 2014 – June 2018

B.S in Mathematical Analytics & Operations Research (Honors) (Cumulative GPA: 4.0/4.0)

B.A in Economics; specialization in International Macro-Finance (Honors)

• Honors and Awards: Dean’s Honors List, James and Leta Fulmor Scholarship, Margaret Wildenradt Scholarship, Rola

Ortlieb Scholarship, Student Scholars Fund Scholarship, Departmental Citation (Mathematics and Economics)

• Core Courses: Probability Theory, Numerical Analysis, Real Analysis, Differential Equations, Microeconomics,

Macroeconomics, Corporate Finance, Data Science

PROFESSIONAL EXPERIENCE Point Zero One Technology (Fintech Company), Hong Kong Dec. 2018 – Mar. 2019

Quantitative Research Intern

• Implemented triangular arbitrage algorithm in Python and built up web-socket to achieve high-frequency trading.

• Conducted research and statistical analysis to build machine learning models for detecting trading signals, continuously

developed and improved mathematical models, and helped to translate algorithms into code.

• Back-tested and implemented trading models and signals in a live trading environment.

• Used data sources to drive innovations and implemented into Python code.

Shanghai Securities, Wenzhou, China Sept. 2018 – Nov. 2018

Investor Relationship and Research Intern

• Recommended financial products to investors based on their levels of risk tolerance.

• Managed clients’ information in Excel and increased work efficiency by 500% using VBA Macros.

• Identified investors patterns by analyzing data and investigated the relationships between pieces of information, such as

yearly income with purchasing history.

• Conducted independent research on modelling different Chinese stocks return by using ARMA and GARCH models.

• Check goodness of fit of different models and wrote research reports to present findings to the team.

Marto-HG Digital Asset Group (Cryptocurrency Hedge Fund), New York, NY July. 2018 – Sept.2018

Corporate Strategy and Operations Intern

• Performed cutting-edge investment research on various cryptocurrencies and blockchain platforms, analyzed the existing

competitors to targeted cryptocurrencies and compared the advantages and disadvantages.

• Assisted the operations team on comparing and contrasting analysis on EOS and Ethereum in Excel by investigating the

key information.

• Collected and compiled market data from online research. Constructed an adjustable model in Excel to chart and predict

returns of cryptocurrencies portfolio.

• Managed work streams for investment research and marketing and generated weekly trade insights.

PROJECT EXPERIENCE

Index Rebalance Arbitrage, New York, NY

• Aimed at arbitraging on the price effects associated with short-term demand due to index fund rebalancing, specifically

gaming the buying pressure of added stocks and the selling pressure of deleted stocks from indexes.

Statistical Arbitrage on Cryptocurrencies, New York, NY

• Explored the features of cryptocurrencies and the statistical arbitrage strategy by using pairs trading; Modelled the prices

difference as a mean-reverting stochastic process and tried to take advantage of this property.

Machine Learning Classification For Trading Signals, Hong Kong

• Utilized different cutting-edge machine learning models in Python to predict market returns based on filtered signals, and

sorted features according to their relevance to the trading signals.

Maximizing Social Influence under Budget Constraint on a Given Network, Davis, CA

• Given a budget constraint, built up an efficient algorithm in MATLAB to locate top N nodes for the purpose of covering

the network as much as possible.

SKILLS & OTHERS

• Programming and Software: Python, MATLAB, R, VBA, SQL, C++, SCIP, Stata, Bloomberg, Excel, PowerPoint

• Other Skills: Machine Learning, Strategies, Pricing, Numerical Methods, Econometrics, Risk Management, Multitasking

• Certifications: Coursera Python Certificate, Bloomberg BMC Certificate

• Memberships: Quant Analyst at Columbia Quant Group, Vice President at Aggie Stock Exchange Association

• Interests: Sudoku, Brainteaser, Ping-Pong, Badminton

Xinyi (Cindy) Wu +1-646-441-0693 | xwcolumbia@outlook.com | 400 W 113 St, #927, New York, NY 10025 | www.linkedin.com/in/Xinyi-Wu-CU

EDUCATION Columbia University New York, NY Master of Arts in Mathematics of Finance Expected Dec 2020 Relevant Coursework: Python for Quantitative Finance, Numerical Methods in Finance, Mathematical Finance Practitioner, Quantitative Methods in Investment Management, Stochastic Process, Statistical Inference, Discrete Math Hong Kong University of Science and Technology Hong Kong Bachelor of Science in Quantitative Finance; Minor: Mathematics & Humanities; GPA: 3.71 / 4.00 Sep 2015-Jun 2019 First Class Honors; Outstanding Performance Award in Minor Program (Humanities); University Scholarship: 2015-2018; Dean’s List Member of Traders@UST; Event Planner and Piano Performer of Wanshi Chamber Ensemble Relevant Coursework: Investment Theories, Corporate Valuation, Financial Accounting, Business Communication, Micro- and Macro-economics, Probability, Time Series Forecasting, Data Mining, Quantitative Trading Washington University in St. Louis St. Louis, Missouri Exchange program in Olin Business School; GPA: 4.0 / 4.0 Sep-Dec 2017 Relevant Coursework: Fixed Income and Derivatives Pricing, Derivative Securities, Financial Markets INTERNSHIP EXPERIENCE Huatai-PineBridge Fund Management Co., Ltd. Shanghai, China Quantitative Investment Analyst Dec 2019-Jan 2020 Studied and translated papers about predicting stock returns by natural language processing Assisted portfolio manager in developing a new factor capturing sentiment score by NLP in the firm’s multi-factor model

Attended regular roadshows presented by other companies’ quant division and documented all past roadshows by Pinebridge

China Securities Co., Ltd. Shanghai, China Investment Banking Summer Analyst Jun-Aug 2018 Participated in an M&A and restructuring deal: a Chinese iron and steel group and a British IT company Reviewed and revised acquisition plans including the profit forecast, evaluation of risks involved, and specific arrangement on price,

payment method, restructuring details, etc. Conducted comparable analysis and data analysis on past successful cases; researched specific methods in cancellation of shareholding

entrustment for a counterparty with related concern and presented the outcome Translated 600+ pages of relevant contracts regarding shareholder agreements, base prospectus, investor presentations, etc. China Industrial Bank Co., Ltd. Shanghai, China Debt Capital Markets Summer Analyst Jul-Aug 2017 Wrote credit extension reports for 10+ companies across industries including food, finance, and construction Summarized and evaluated company history, business structure and industry overview Analyzed financial statements to forecast cash flow; calculated financial metrics to assess profitability and solvency Determined arrangement for credit extension by analyzing capital structure, business nature, and government support of the 10+ firms Haitong International Management Service Co., Ltd. Hong Kong Corporate Finance Summer Analyst Jun-Jul 2017 Investigated the offshore debt capital market to generate a presentation highlighting Haitong’s strengths in underwriting offshore bonds

Selected 30 potential investors from 2,000 for an online grocery start-up seeking Pre-A and A round financing and received 17 responses Bank of China International Securities Ltd. Hong Kong Fixed Income Research Summer Analyst Jun-Jul 2016 Analyzed macro and firm-specific financials using Bloomberg and Wind; drafted reports on China USD bond market and

macroeconomic events PROJECTS Quantitative Trading: Relative Strength of Resistance and Support Method Applied on Pairs Trading Fall 2019 Constructed a new strategy combining RSRS Method and Pairs Trading, treating each selected pair as an entity and making different

investment decisions under various combination of trading signals Presented and wrote a report on the strategy and backtest results: 6% annualized return and 0.6 Sharpe ratio on average trading 10 pairs

of stocks; evaluated the performance after taking into account robustness, transaction cost, and benchmark performance Quantitative Trading: Statistical Arbitrage-Cointegration Method with Dynamic Weight Rebalancing Spring 2019 Obtained a 0.18% return in 15 trading days on Interactive Brokers platform by auto-trading US stocks using pairs trading strategy with

cointegration method; presented the results and wrote a report Analyzed the mathematics part in developing the strategy and made several revisions on the backtest timeline, trading time, pairs

screening, stock weight limit, and trading basket limit based on the backtest result Data Mining: Predicting the First Booking Location of Customers at Airbnb Spring 2018 Conducted business and data understanding, data cleaning, model training and evaluation given a 200,000-line-testing dataset Built a model on Azure to conduct supervised and unsupervised learning towards the training dataset and made predictions on customers’

first booking location with an accuracy of 70% SKILLS AND HOBBIES Technical Skills: Excel, PowerPoint, Bloomberg, Wind, Adobe Premiere, Adobe Audition, Member of Beta Gamma Sigma Professional Qualifications: Passed the CFA Level I Exam Language: Mandarin (Native), English (Advanced-Level English Interpretation Accreditation), Japanese (Proficient, Advanced-Level

Japanese Interpretation Accreditation, First Prize in Kyouritu Cup Japanese Speech Contest, Business Japanese Test: J1+ (Top Rank), Level N1 of the Japanese-Language Proficiency Test)

Interests: Piano (Diploma of Music Performance awarded by ABRSM, practicing for over 15 years), Impromptu Accompaniment (Piano), Chinese Zither (Highest Amateur Level Certification), Calligraphy (Highest Amateur Level Certification, participated in several large exhibitions), Sketch, Bel canto, Erhu

SIQI XIANG sx2255@columbia.edu｜504 W 110th St, New York, NY 10025｜(917)-428-8160｜www.linkedin.com/in/siqixiang

EDUCATION

Graduate School of Arts and Sciences, Columbia University Sep 2019-Dec 2020

• Master of Arts in Mathematics of Finance

• Relevant Coursework: Mathematics of Finance, Time-Series Modelling (R), Capital Markets and Investments

Department of Electronic Engineering, Tsinghua University Aug 2015-Jul 2019

• Bachelor of Engineering in Electronic Information Science and Technology, GPA: 3.51

• Awards: 2017 Chang Feng Scholarship (2nd among 275), 2017 Zheng Geru Scholarship (2nd among 275)

• Relevant Coursework: Probability and Stochastic Processes, Advanced Matlab Programming, Data and Algorithms,

Computer Program Design (C/C++), Databases (SQL), Computer Network Technology

PBC School of Finance, Tsinghua University Aug 2017-Feb 2019

• Minor in Finance, GPA: 3.77

• Relevant Coursework: Financial Derivatives, Financial Engineering, Risk Management, Corporate Finance

SKILLS

Computer Skills: R, MATLAB, C/C++, Excel (Advanced); Python, SQL, Verilog (Basic)

PROFESSIONAL EXPERIENCE

Mouhe Asset Management Co., Ltd., Beijing Jun 2019-Aug 2019

Quantitative Strategy Intern

• Conducted research on the domestic stock market and explored internal mechanisms of price fluctuation

• Founded effective alpha factors and created factor-driven alpha investment strategies with high returns in Matlab

• Established scoring models to evaluate the impact of news on the futures market, which automatically grabbed the

news with crawler technology and corresponded news with futures market information using Python

China Securities Co., Ltd., Beijing Jul 2018-Sep 2018

Quantitative Research Intern

• Developed macro-time trading strategies based on indicators selected by trend analysis

• Synthesized the Bull Call Spread with Delta hedge method using R and developed a software package to analyze its

return performance on individual stocks and the Growth Enterprise Index

• Constructed classic short-term quantitative trading strategies such as MACD timing strategy and evaluated their

performance in stocks traded in Shanghai Stock Exchange

NuanLiu Asset Management Co., Ltd., Beijing Jan 2018-Feb 2018

Data Analysis Intern

• Maintained and updated the underlying data pool of the credit rating system daily and optimized related codes

• Automated the process of daily industry credit spreads calculation using R

• Built logistic regression models to predict the default rate of Chinese listed companies and to assist the subsequent

optimization of companies’ current credit rating models

Founder Securities Co., Ltd., Beijing Jul 2017-Sep 2017

Summer Intern

• Assisted in macroeconomic analysis, calculated and analyzed ROE across various industries using Matlab

• Facilitated information flow between traders and the research group by completing research reports and PPTs

PROJECT EXPERIENCE

Design and Implementation of Open-loop GPS Software Receiver Oct 2018-Jun 2019

Research Assistant; Advisor: Prof. Xiaowei Cui, Tsinghua University

• Constructed a modifiable software receiver under C/A code modulation for GPS signals using Matlab

• Adopted the open-loop tracking mode to construct a combined batch/sequential processing GPS software receiver,

which allowed for improved tracking robustness in low carrier-to-noise environment

Image Processing Project: Face Beauty Mar 2018-Jun 2018

Research Assistant, Advisor: Prof. Shengjin Wang, Tsinghua University

• Optimized a 68-point Face Detection Algorithm to recognize multiple faces simultaneously using C/C++

• Implemented makeup effects such as lipstick based on HSI color transform and edge processing algorithms

ADDITIONAL INFORMATION

Interests: Basketball, Swimming, Piano

Languages: Chinese Mandarin (Native)

Binpeng (Kevin) Xiu 201-338-0106 | bx2171@columbia.edu

116th St, New York City, NY, USA 10027 | www.linkedin.com/in/kelvinxiu

EDUCATION

COLUMBIA UNIVERSITY New York, NY

Master of Arts in Mathematics of Finance (GPA: 3.92) Sep.2019-Dec.2020

NANKAI UNIVERSITY – double majors: Tianjin, CN

Bachelor of Economics in Finance (Rank 1/200; GPA: 4.0)

Bachelor of Engineering (Major GPA: 3.9)

Sep.2015-Jun.2019

Honors & Awards: 2015/2016/2017/2018 National Scholarship of China (top 1%), Merit Student (top 5%)

WORK EXPERIENCE

COINNESS CO., LTD. Beijing, CN

Quantitative Trader Intern, Quantitative Trading Department Oct.2018-Feb.2019

Machine Learning: Applied model stacking to ensemble three classification models: Random Forest, Support Vector

Machine and Logistic Regression, to create trading signals. Tuned hyperparameters by k-fold cross-validation using AUC and

F1-score. Got a return of approx. 22%, and 2.1 sharp ratio from 12/18 to 2/19(Out-of-Sample).

Automated Tool: Programmed a workflow to scrape multi-dimensional data, pre-process data, and identify features.

BIT CAPITAL GROUP, INC. Beijing, CN

Quantitative Developer Intern, High-Frequency Trading Department Jul.2018-Oct.2018

High-Frequency Trading: Designed and realized an automated arbitrage trading pipeline, including data accessing, signal

detecting, order execution, and visualization, using Object-Oriented Programming. (Python)

Deep Learning: Input fundamental and technical data of 12 common Cryptocurrencies. Built a three-layer Long Short-Term

Memory (LSTM) model. Got a return of approx. 16%, and 2.3 sharp ratio from 10/17 to 7/18(Out-of-Sample).

CHINA GALAXY SECURITIES CO., LTD. Beijing, CN

Quantitative Researcher Intern, Quantitative Research Department Jun.2017-Sep.2017

Multifactor Model: Pre-processed (validate, clean, normalize, reduce dimension by Principal Component Analysis) multi-

dimensional (market, fundamental, and technical) stock data sets. Developed and continuously improved multifactor model

with multilinear regression, statistical tests, time-series analysis models (ARIMA, GARCH), and matrix analysis. Selected 10

effective alpha factors. Designed and implemented optimization methods for portfolio construction. (R, Python)

Model Backtesting: Selected CSI 300 as stock pool, got 12% return and 1.9 sharp ratio from 1/16 to 6/17(Out-of-Sample).

PROJECTS & RESEARCH

Innovation Research Project | Nankai University Mar.2017-Mar.2018

Read papers about Fama-French five-factor model, realized and tested the Fama-French five-factor model of the Chinese

stock market through all of its stocks. (Python) Awarded second prize (24/478).

COURSEWORK & SKILLS

Programming: Python (advanced, 3 years), R (3 years), SQL (2.5 years), C++ (basic, 1 year), Data Structure and Algorithms.

Statistics: Machine Learning, Deep Learning, Time-Series Analysis, Econometrics, Linear Regression, Statistics.

Mathematics: Stochastic Processes, Stochastic Calculus, Advanced Probability Theory, ODE, Calculus, Linear Algebra.

Finance & Economics: Investment, Derivatives, Fixed Income, Micro/Macro Economics, Accounting.

QUALIFICATIONS & INTERESTS

Qualifications: CFA level II candidate (expected 2020).

Interests: Public speaking, cooking, and history.

LEI XU (347) – 989 7831 | lx2259@columbia.edu | New York, NY 10031

http://www.linkedin.com/in/lei-alex-xu

EDUCATION Columbia University New York

M.A. of Mathematics of Finance Sep 2019 – Dec 2020 (Expected)

• Courses: Time series, Stochastic Processes, Quant Methods in Investment Management, Risk Management & Regulations

Central University of Finance and Economics (CUFE)_Study in English Beijing

B.S. in Finance, Minor in Law, GPA: 3.85; Department Ranking: 3/61 July 2019

• Courses: Risk Management, Fixed Income, Derivatives, Corporate Finance, Intro to Database, Statistics & Probability

• Scholarships: 2018 Comprehensive Development Scholarship (5%), 2018 Scholarship for Academic Research and Innovation (5%), 2017 Scholarship for Academic Excellence (5%), 2017 Outstanding Undergrad Scholarship

INTERNSHIP

DiDi Co. (Uber-like Company in China) Beijing

Data Analyst | International Business Department Sep 2018 – Jan 2019

• Extracted data from warehouse; constructed operational indicators for monitoring (SQL)

• Visualized and analyzed customers’ elasticity and the active level of drivers (Tableau) to attract 10% more passengers

• Performed K-means clustering to section driver groups (R)

• Scraped thousands of entries from Yelp and renting websites for main-stream customer portrait (Python)

• Constructed A/B testing to determine the effect of interception messages

China Securities Ltd. Beijing

Equity Analyst | Securities R&D Division Jun 2018 – Aug 2018

• Drafted reports on Live Streaming & Gaming industries independently (Bloomberg)

• Constructed a live streaming industry database; Maintained this database weekly

• Built reusable Excel templates to be updated by entering stock ticker (Excel, Bloomberg extensions)

PROJECTS Building Risk Management System, Columbia University New York

Oct 2019 – Dec 2019

• Collected and cleansed decades of stock and option data (Bloomberg)

• Built a risk valuation system that could calculate risk in Historical method, Parametric method and Monte Carlo Method (R)

• Conducted thorough case tests; Authored a 20-plus-page test plan and test results document

Quantitative Investment Strategy, Columbia University New York

Nov 2019 – Dec 2019

• Constructed a hybrid quantitative trading strategy that combined pairs-trading and technical indicators (Python)

• Performed K-means clustering and ADF test to narrow down stock pools to 10 stocks per period

• Tuned model parameters; Carried out Performance Analysis

• Presented the result to professor and over 70 students

Analysis of how CEO Decision Horizon affects Corporate Performance, CUFE Beijing

Mar 2018 – May 2018

• Used 2SLS model to do regression and found the effect of CEO decision horizon on corporate performance (Stata)

• Employed CEO incentive as instrumental variables to solve endogeneity; Used PCA for dimension reduction

CFA Investment Contest (North China Region)-Best Performance Award Beijing

Leader Oct 2017 – Mar 2018

• Predicted future revenues in 5 years using target market growth rates, segmentation, pricing trends, etc.

• Quantified public information in models; Performed Scenario Analysis

• Employed DCF, DDM, Comparative method for valuation; Utilized Monte Carlo to simulate risks (Excel)

• Illustrated our report to over 30 industry experts and hundreds of students (PPT)

SKILLS & ACTIVITIES • IT: Python, R, SQL, Java (Certificated, 88.3%), Bloomberg, Stata (A statistical software), Excel, Power Point

• Languages: Chinese (native); Japanese (beginner)

• Member of Columbia Quant Group, Columbia Data Science Society, Colloquia; regular Campus Conversation Facilitator

YICHEN (ETHAN) XU yx2584@columbia.edu | +1(646)384-4123| New York, NY | www.linkedin.com/in/xyCh4mpion

EDUCATION Columbia University New York, NY

Master of Arts in Mathematics of Finance Dec 2020 Expected Coursework: Stochastic Processes, Statistic Inference& Time-Series Modeling, Hedge Fund Strategies and Risk, Financial Risk Management and Regulations, Artificial Intelligence, Machine Learning, Numerical Methods in Finance, Stochastic Methods in Finance, Programming for Quantitative and Computational Finance, Non-Linear Option Pricing.

Shanghai University of International Business and Economics Shanghai, China Bachelor of Economics in Finance | Cumulative GPA: 3.95/4.00 | Class Rank: 7/177 Sep 2015 – Jun 2019

PROFESSIONAL EXPERIENCE IQC Insights., Business Intelligence Analyst, Shanghai, China Nov 2018 – Mar 2019 • Coded a web crawler using Python to collect market data from past 3 years on JD.com and conducted detailed

analysis using Excel about market shares, suppliers and customers and growth potentials for the meat industry. • Collected relevant data from Wind Terminal and Eurostat, analyzed swine flu’s impacts on the meat industry and

major individual companies; given recommendations on adjustments to pricing and marketing strategies. • Visualized and map latest developments of swine flu using Excel, prepared report for analytics and prediction results,

presented to management. CIIT Asset Management Ltd., Private Equity Intern, Shanghai, China Summer 2017&2018 • Researched market data for battery and environment protection market segments and shares, suppliers and

customers and growth potentials; analyzed trends and strategies and presented to management. • Developed quantitative models using logistic regression with R to select companies with good financial performance. • Performed due diligence processes for one lithium battery company; valuated the company using DCF and

comparable models and analyzed funding options (transferring shares and issuing new shares), resulting in $45mil investments.

Bank of China. Personal Banking Intern, Shanghai, China Jan-Mar 2018 • Assisted manager to make investing strategies for different people through their own IPS. • Participated in the closing of 12 auto loans totaling $2million through entering financial information from borrowers.

PROJECTS

Risk Management Project Nov – Dec 2019 • Implemented different risk measurement methodology like parametric and historical VaR and ES to calculate the risk

of different assets like stocks. • Written a program in python which could get various stocks as input and returned the results with whatever time

window simulated by the Monte Carlo Method and so on. Link: https://github.com/xy-Ch4mpion/Risk-Management • Back tested the models and analyzed the dependency of the models.

Designing a Credit Rating Scoring Card Based on Logistic Regression Jan 2019 – Jun 2019 • Compared China’s credit rating system against other mature rating systems, visualized and analyzed the patterns of

FY2017 financial data from 70 major Chinese financial companies. • Developed a logistic regression model using above indicators to determine credit rating and generated a practical

credit rating scoring card using WOE evidence weight transformation, intervals and scoreboards. Automatic High-frequency Trading Algorithm Sep – Dec 2018

• Developed a t+0 automatic trading algorithm based on mean reversion strategy, achieved an average of 7.5% daily return in multiple tests and presented results at https://github.com/xy-Ch4mpion/Trading.

The Mathematical/Interdisciplinary Contest in Model (MCM/ICM). Feb 2018 • Employed Dynamic Factor Analysis, Stepwise Regression and ARIMA model in Python and R to predict the energy

profile in each state by 2025 and 2050. SKILLS & Certificates

• Financial Risk Management (FRM) Level I & II Passed Nov 2017 • CFA Level II Candidate June 2020 Expected • Computer Science: Python (Proficient), MATLAB, R, SQL, VBA; Data Science; Machine Learning; Artificial Intelligence • Interests: Chinese Chess (Level 6), Ski, Tennis; Passionate about Modeling and Making Strategies.

Andi Yang

421 West 118th Street, New York, NY 10027 ay2484@columbia.edu • (929) 486-8680 • http://www.linkedin.com/in/ay01

EDUCATION Columbia University, Graduate School of Arts and Science New York, NY Master of Arts in Mathematics of Finance Expected December 2020 Relevant Coursework: Capital Markets and Investments; Stochastic Processes; Time-Series Modelling

Peking University, Guanghua School of Management Beijing Bachelor of Economics in Finance, GPA: 3.7/4.0 June 2019 Honors & Awards: Recipient of the China Scholarship Council Grant for Exchange Study, July 2017; AkzoNobel China Student Sustainability Award & Peking University Excellent Volunteer Group Award, December 2016.

Arizona State University, W. P. Carey School of Business Tempe, AZ Exchange Student August 2017-January 2018 WORK EXPERIENCE Hengtai Securities (SEHK: 1476) Shanghai Equity S&T Summer Analyst July 2019-August 2019 • Monitored trading desk inventory, product spreads and values, created spreadsheets, product-specific analysis,

portfolio comparative analysis reports. • Engaged in specific corporate-related projects (5G stocks), including the creation of PowerPoint presentations.

CSC Financial (SEHK: 6066) Beijing Wealth Management Winter Analyst January 2019-February 2019 • Assisted financial advisors in relationship management, client follow-up and administration. • Handled client inquiries, coordinated with specialists and service centers to deliver an integrated service to the

client, translated research notes into salient selling points for clients.

KPMG Huazhen LLP Beijing Audit Summer Intern June 2017-August 2017 • Assisted in the semi-annual audit of China Minsheng Bank (SSE: 600016), liaised with the client. • Collected relevant documentations, walked through financial statements, drafted audit reports.

China Foreign Economy & Trade Trust, a subsidiary of Sinochem (SSE: 600500) Beijing Security Trust S&T Winter Analyst January 2017-February 2017 • Participated in due diligence calls and meetings with company prospects, performed market research,

competitive analysis and other researches as needed. • Researched and analyzed portfolio company information, including financial statements, collateral, contracts,

legal documents and other key items that affect credit risk.

A Bridge for Children International, a U.S.-registered nonprofit organization Beijing Coordinator September 2016-December 2016 • Organized and implemented training sessions for volunteers, trained 200+ volunteer teachers in total. • Created and managed projects aimed at helping orphans and children left behind by migrant workers.

HANDS-ON PROJECT EXPERIENCE Text-based 1970-2010 Chinese Pop Music and Listeners Sentiment Analysis July 2018-August 2018 • Built web crawlers to identify and extract subjective information from C-pop music lyrics and listener

comments, parsed, rated, and visualized text sentiment, analyzed C-pop music trends over the past 50 years.

Online Simulation Stock Trading Platform May 2018 • Applied C, Python, SQL plus CSS, and HTML to develop a stock trading website, with basic functions such as

registration, logging in/out, trading portfolios, getting real-time stock quotes, etc.

Value Estimation & Financing Decision Analysis of Vanke (SZSE: 000002) September 2016-December 2016 • Analyzed Vanke’s financial standing by doing horizontal/vertical comparison, applied DCF, NAV to valuate.

STUDENT LEADERSHIP EXPERIENCE Youth Volunteers Association, Peking University Guanghua School of Management Beijing President September 2015-June 2019 • Developed, coordinated, and managed outreach programs aimed at helping migrant and disabled children. • Created, launched fund-raising events, recruited and trained 400+ volunteers, managed social media platforms. SKILLS & INTERESTS Computer: Python, R, SPSS, SAS, Bloomberg (BMC certificate), MS Office, HTML, Photoshop. Language: Native speaker of Mandarin Interest: Acting, nutrition and food science, cooking, singing, violin, travelling, running social media accounts.

Buqing Yang

Email: by2284@columbia.edu | Address: 400 W 113th Street, New York | Tel. 646-229-4257 | LinkedIn: buqing-yang

EDUCATION

Columbia University, Graduate School of Arts and Sciences New York, US

Master of Arts in Mathematics, Mathematics of Finance Sep 2019 - Dec 2020

Coursework: Mathematical finance, Stochastic processes, Time-series, Capital markets and investments,

Stochastic methods, Numerical methods, Nonlinear option pricing, Programming for quantitative finance

The University of Sydney, School of Mathematics and Statistics Sydney, Australia

Bachelor of Science (Advanced Mathematics), Financial Mathematics and Statistics, GPA 3.9/4.0 Feb 2016 - Apr 2019

Coursework: Probability theory, Statistical inference, Statistical linear models, Statistical tests, Machine learning,

Programming, Data structures, Valuation of financial derivatives

Awards: Denison Research Scholarship (Student researcher), Academic Merit Prizes (Top 1%), Dean’s Lists (Highest letter grade)

PROFESSIONAL EXPERIENCE

Bank of China Investment Management, Equity Trading Intern Shanghai, China

• Tested trading system for the launch of the SSE STAR market, reported bugs and suggested fixes May 2019 - Jul 2019

• Opened and updated 15 fund accounts for trading, by preparing required documents and making phone or email contacts

• Collaborated with team on daily transaction confirmations between fund accounts and other financial institutions

HD Education, Tutor of Mathematics, Statistics and Business Analytics Sydney, Australia

• Delivered small-group tutoring (5~10 students) and revision lectures (40~60 students) Feb 2017 - May 2019

• Developed a comprehensive set of notes in statistical linear models, and taught this course in 4 consecutive semesters

Bank of China Sydney Branch, Risk Management Intern Sydney, Australia

• Entered and inspected processing data for various types of house loans Apr 2018 - Jun 2018

• Tracked on and produced compact reports for senior managers, summarizing latest update in government regulations and

legislative amendments by APRA, in aspects of operational risk management.

Chang Jiang Securities, Investment Intern Hangzhou, China

• Analyzed financial statements of rare-earth industry stocks and predicted short-term trends Dec 2016 – Jan 2017

• Compared stocks of security-industry in China A-share market and anticipated qualitative industrial trends

PROJECTS & RESEARCH

Sector based Active Investment Strategy using US Equity Columbia University

• Performed exploratory data analysis on the returns of S&P500 and 11 S&P sector indices Nov 2019 – Dec 2019

• Performed PCA, linear regression and logistic regression with fundamental and macroeconomic data to predict sector returns

• Constructed portfolios which achieve annual excess return of 5.6% than S&P500 and Sharpe ratio 1.75 which doubles S&P

An Investigation on the Success of Telemarketing via Machine Learning University of Sydney

• Implemented forward selection in Python and compared with tree-based feature selection Sep 2018 - Nov 2018

• Built multiple classifiers, including logistic regression, discriminant analysis and random forest

• Select the optimal models based on AUC and precision, to explain and predict clients’ purchase behavior after telemarketing.

An Investigation into Obesity in Australian Population via Machine Learning University of Sydney

• Estimated categorical relations among birthplace, social status and obesity using Poisson regression Aug 2018 - Nov 2018

• Predicted and explained obesity using macro-nutrients intake and physical activities, via logistic regression and decision trees

Exact Methods for Computing Distribution function of Poisson Binomial Distribution University of Sydney

Student Researcher in Computational Statistics Dec 2017 - Feb 2018

• Examined accuracy and complexity of existing exact and approximation methods, identified their short comes

• Proposed and implemented efficient naïve convolution method in R, achieving best complexity O(logN) and memory O(N)

• Proposed and implemented a more accurate method in R, by applying exponential shifts and shifted fast Fourier transform

SKILLS & OTHERS

• Computer skills: R (advanced), Python, SQL, OOP & Data structures (with Java), MATLAB, VBA, Bloomberg

• GRE: Verbal 164/170, Quant 170/170, Writing 4.0

• Chief Organizer at University of Sydney School of Mathematics Alumni Club (Sydney, 2017-2018)

• Outstanding Individual Award, HSBC Open Day (Hangzhou, 2016)

• Bronze Medal, 2014 Australia Physics Olympiad (Sydney, 2014)

Xiang (ALLEN) Yao xy2436@columbia.edu | (646) 785-2592 | New York, NY

www.linkedin.com/in/xiang-yao-ucla EDUCATION Columbia University New York, NY M.A. Mathematics of Finance Expected December 2020

•Coursework: Stochastic Process | Time-Series Models | Quantitative Methods

• Spring 2020 Coursework: Numerical Methods in Finance | Non-Linear Option PricingProgramming for Quantitative and Computational Finance | Stochastic Methods in Finance

University of California, Los Angeles Los Angeles, CA B.S. Financial Actuarial Mathematics December 2018 • Minor: Accounting; Statistics• GPA: 3.73/4.00• Coursework: Financial Mathematics | Portfolio Theory and Option Pricing | Probability Theory |

Optimization | Numerical Analysis | Monte Carlo Simulation | Programming in Python and Applications |Matrix Computation and Optimization | Statistical Programming in R

PROFESSIONAL EXPERIENCE Research Internship Shanghai Shanghai Changjiang Security June 2017 - August 2017 • Evaluated performance of solar companies through constructing models in excel that analyzed their

returns and calculated their trends• Collected data from Bloomberg, Wind, and updated through verifying sources• Constructed a multi-factor model (excel) that analyzed future demands and current cost of leading solar

companies in order to predict future price on wafer-cutting diamond wire• Attended meetings of leading solar companies, summarized their plans, and wrote meeting reports.

ACADEMIC EXPERIENCE Student Grader Los Angeles UCLA Department of Mathematics September 2017 - September 2018 • Make answer sheet for professors and teaching assistants• Communicate with students on grading policy

PROJECTS EXPERIENCE Volatility Prediction on VIX index Columbia University Sep 2019 - Dec 2019 • Cleaned and converted data using R• Predicted VIX index volatilities based on GARCH model• Applied multiple trading strategies and compared their performance using python

Mean Reversion Trading Strategies Columbia University Sep 2019 - Dec 2019 • Constructed a trading simulation program based on mean reversion strategy in R• Performed backtest on S&P 500 historical price

SKILLS/OTHER • Programming languages: R (Intermediate), Python (Intermediate), C++ (Basic)• Microsoft Excel, Powerpoint• Foreign Language: Mandarin• Actuarial Exams Passed: Probability, Financial Math, Investment & Financial Market

INTERESTS • Board Games: Chess, Xiangqi (Chinese Chess)• Video Games: League of Legends (Gold), Civilization 6 (Immortal)

Yue (Serena) Yu

204W 108th St, New York, NY 10025 • yy3021@columbia.edu • 4703435229 • https://www.linkedin.com/in/serena-yu0212/

EDUCATION Columbia University New York Master of Arts in Mathematics of Finance Expected Dec 2020 Coursework: Stochastic Processes; Time-Series Modeling; Statistical Method in Finance; Hedge Funds Strategies & Risk Expected Courses: Financial Risk Management; Fixed Income Management; Programming for Computational Finance Emory University Atlanta, GA Bachelor of Business Administration, Concentration: Finance, Informational System and Organizational Management Double Major: Mathematics May 2019 Cumulative GPA: 3.8/4.00; Dean’s List Fall 2015 and Spring 2016

WORK EXPERIENCE ChinaSecuritiesDepositoryandClearingCorporationLimited Beijing,ChinaRiskManagementInternJune.2019–Aug.2019• Examinedthefinancialstatementsof1500+companiesforfrauddetectionbyutilizingBenford’sLaw• Researchedandsorted700+securitiesappraisalreportsaswellascompiledandidentifiedcausesoflowratingsecuritiestooptimizethecompany’sinternalevaluationsystemforfuturebondriskassessment

• Assessedandvalidated2000+securities’creditratingsbyusingtheinternalevaluationsystem,comparedwiththoseofferedbycreditratingagency;presented summaries and insights to senior managers on securities with significant internal system and external credit rating agency rating discrepancy weekly

GoizuetaBusinessSchool Atlanta,GACorporateFinanceandProcess&SystemsManagementTeachingAssistant Aug.2018–Dec.2018• Held3hoursofTAofficehoursweeklytoguidemorethan50studentsinsolvingproblemsencounteredandachieved30%gradeimprovement

• Conducted4reviewsessionsintotalbeforeeachmidtermandfinalexamsbygoingthroughsampletestsandansweringstudents’questions

• Evaluated200+students’in-classparticipationperformanceandgradedtheirmidtermandfinalexamsChinaMinshengInvestmentgroupAsia Shanghai,ChinaHumanCapitalAnalystInternJune.2018–Aug.2018• Co-establishedthecompany'shumanresourcesmanagementsystembycollectingandevaluating220employees’backgroundinformation

• Monitoredtheemployeeperformanceassessmentsysteminrealtimeandassistedthemanagertoorganizemorethan100employees’performanceappraisals

• Collectedandanalyzedemployees’vacationdatainlast10years,andprovidedcompanywidevacationlengthrearrangementstrategiesbasedonnumberofyearsofworking,performanceassessment,etc.

• Researchedonthecompany’sregulationsandthestatusquoofcompanymanagementintheindustry,andpresentedthepotentialfuturetrendofcompany’smanagementtotheseniorexecutives

PROJECT EXPERIENCE VenezuelaCurrencyCrisisAnalysisEmoryUniversity,Atlanta,GA• Wroteanin-depthanalysisreportontheVenezuelaCurrencyCrisisfromsocial,economicandpoliticalaspectsanditsimpactontheglobalmarket

• AnalyzeddatafromBloombergtogiveclientsrecommendationsonthewaystotradeintheshortandmediumrun(investinREITinVenezuelaandSpainetc...)ifthecrisiswastorepeatitself

CarlosMuseumStudentDocentschedulingCarlosMuseum,Atlanta,GA• Analyzedmorethanoneyearofmuseumvisitorlogtoforecastthefuturedailydemandsoftoursandstudentdocentsbyusingvariousdistributionassumptions

• Builtamuseumtourguideassignmentmodelfor10+studentdocentswith400+constraintstooptimizeworkshiftassignments;UsedVBAtocreatetheuserformtoscheduletheshiftsautomatically

SKILLS AND OTHER INFORMATION Computer Skills: Basic: Java, Proficient: MS office suite, Python, SQL, R Certificates: CFA level I (06/19), CFA level II (expected 06/20) Language skills: Chinese, French(proficient) Interests: Travel, Guzheng (a traditional Chinese instrument), dancing (UNMABOB first prize), drawing

Haoyi Zhang 501 West 113th St, New York, NY 10025

+1 (614) 596 1422 | hz2652@columbia.edu | www.linkedin.com/in/haoyi-zhang

EDUCATION

Columbia University in the City of New York, New York, NY Sep. 2019- Dec. 2020 • M.A. in Mathematics of Finance

o Core Courses: Time Series Modeling, Stochastic Methods in Finance, Quantitative Method in Investment Management, Numerical Methods in Finance, Multi-Asset Portfolio MGMT.

University of Michigan, Ann Arbor, GPA: 3.76/4 Ann Arbor, MI Aug. 2016 – May 2019

• B.A. in Economics & Psychology, Graduated with Distinction o Core Courses: Calculus, Intermediate Microeconomics, International Trade Theory, Statistics and Econometrics

• Minor in Business Administration o Core Courses: Financial Accounting, Finance, Decision Support with Excel

• Honors: James B. Angell Scholar, Paton Accounting Fellow Scholarship, and University Honors

WORK EXPERIENCE

CEFC Futures Co. Ltd—Beijing R&D Department, Global Macro Research Analyst, Beijing July 2019 – Aug. 2019 • Collected global economic and business news and policy changes every day for research reports • Drafted research reports such as the effect of Fed decreasing interest rate on the stock market and general assets, and the periods

of consumption upgrade and prediction of its future occurrence • Prepared, reviewed, and modified slides and speech drafts on analyses of global economic events for internal presentation

China Beijing Equity Exchange (CBEX), Equity Trading Analyst, Beijing May 2019 –June 2019 • Collected records during internet public bidding for stock acquisition and capital increment projects • Explained transfer processes and recommended bidding methods to prospective clients • Prepared application booklets for interested parties and verified target companies’ auditing and pricing information

BDO China Shu Lun Pan Certified Public Accountant LLP, Audit Intern, Beijing July 2018 – Aug. 2018 • Wrote a Python program to automatically highlight the outliers of financial data based on statistical analysis • Gathered journal entries, external confirmations, and credit notes from 3rd party partners to validate financial statements

Ross School of Business at University of Michigan, Research Assistant, Ann Arbor, MI May 2018 – July.2018 • Automated the process of matching names with seating positions by writing a python program to loop through a dictionary, check

the correctness of seating positions, course numbers, spellings of names, and save them to a SQL database • Examined viability of the research method and participated in the data analysis process to generate data correlations • Compiled and reported research progresses and data analysis results into Google Drive as reference for future research

CAMPUS INVOLVEMENT

Dream Corps International UMich Chapter, Chair of Community Service& Activity Ann Arbor,MI Apr. 2017- Aug. 2018 • Worked as a stage manager during the Mid-Autumn gala and dating show, in charge of executions and coordination • Guided and administered several volunteer events including gathered people to a Chinese senior community in Ann Arbor every

weekend to help elder people with basic English learning

SKILL

• Software Skills: Python, SQL, R, MATLAB, STATA, Excel and PowerPoint • Foreign Language Skills: Chinese (Native) • CFA Level II Candidate

INTEREST & OTHER

• Love traveling and studied abroad in Copenhagen, Denmark for two months in Summer 2017 • Passionate about cooking and creating new dishes

Hong ZhangM.A. Student in Mathematics of Finance @ Columbia University

New York, NY +1 (585) 678-1238 hz2484@columbia.edu linkedin.com/in/hong-zhang-cu/

Sep 2019 - present

Sep 2017 - Dec 2018

Sep 2013 - May 2017

Education

Columbia UniversityMaster of Arts, Mathematics of Finance

Courses: Stochastic Processes Applications, Quantitative Methods in Investment Management, Multi-Asset PortfolioManagement (Spring 2020), Numerical Methods in Finance (Spring 2020)

Columbia UniversityMaster of Arts, Statistics

Courses: Advanced Data Analysis, Advanced Machine Learning, Statistical Methods in Finance, Time Series Analysis

New York University ShanghaiBachelor of Science, Honors Mathematics

Dean’s List at NYU New York for Academic Year 2016

Feb 2019 - Jul 2019

Jun 2018 - Jul 2018

Dec 2014 - Jan 2015

Work experience

Wind Information - Shanghai, ChinaProduct Manager Intern

Designed and completed 60% of the coding of project WindFA, a Python module developed for financial data processingand dynamic visualizationProvided assistance for institutional clients on the development and assessment of trading strategyParticipated in the design & prototyping of Wind Quant 2.0 UI with Axure

Roland Berger - Shanghai, ChinaPart Time Analyst

Researched on the transformation of 20+ traditional automotive part companies and automakers, from the perspective ofmanufacturing processes, the potential impact of new emission standards, etc.Interviewed with domestic & international experts regarding the barriers to entry in the automotive market, the layout of theindustry value chain, etc.

Wyeth Nutrition China - Shanghai, ChinaBusiness Development Intern

Analyzed changes in 10+ competitors' strategies in the Greater China area at different product positioning with dataextracted from periodic reportsIdentified emerging customer needs and market trends through analyzing sales data on B2C platforms

Skills & Interests

Python - Advanced - Machine Learning, Data Analysis & Visualization with matplotlib, numpy, pandas, pyecharts, scipy,statsmodels, tensorflow, etc.R - Advanced - Data Analysis & Visualization with dplyr, ggplot2, rvest, shiny, etc.SQL - Proficient - Data Query & Manipulation with sqlite3 in PythonAdobe Photoshop & Audition - Intermediate - Image & Audio Processing

Hongrui(John) Zhang 323 West 96th Street, New York, NY, 10025

+1 (646)689-2791 | hongrui.z@columbia.edu | www.linkedin.com/in/johnzhr

EDUCATION

Columbia University, Graduate School of Arts and Sciences New York, NY

M.A. in Mathematics of Finance Expected Dec. 2020

• Coursework: Stochastic Processes, Time Series, Fixed Income Portfolio Management, Modeling & Trading Derivatives,

Numerical Analysis, Stochastic Calculus in Finance, Python in Finance

University of International Business and Economics (UIBE), School of Banking and Finance Beijing

Bachelor of Economics in Financial Engineering, GPA 3.75/4.0 Sept. 2015-June 2019

• Coursework: Monte Carlo Simulation, Risk Modeling, Financial Statements Analysis, Corporate Finance, Econometrics of

Financial Markets, Mathematical Analysis, Statistics & Probability, Differential Equations, Data Structures

• Honors and Awards: 2015 1st Grade Scholarship, 2017 & 2018 2nd Grade Scholarship, UIBE Merited Student

University of California Berkeley Berkeley, CA

Berkeley Haas Global Access Program (Exchange Student), GPA 3.75/4.0 Jan. 2018-May 2018

• Coursework: Entrepreneurship & Innovations, Business Decisions Analysis, Organizational Behavior, Stochastic Processes

INTERNSHIP EXPERIENCE

Guotai Junan Securities Co., Ltd Shanghai

Quantitative Researcher Summer Intern in Financial Engineering Team (Ranks 1st in China) July 2018-Sept. 2018

• Designed and backtested brand new ESG alpha factor & robustness test out of more than 4 GB of data with MATLAB

• Developed an ESG-based smart-beta strategy which has been outperforming CSI 300 Index by around 1.5% monthly

• Devised a solvency assessment model within one day in collaboration with senior researcher at client’s urgent request

• Studied cutting-edge US papers and reports, backtested them in the Chinese market, and presented results in the FE team

Shang Youbang International Investment Group, Inc. Beijing

Assistant of Investment Manager July 2017-Aug. 2017

• Investigated new-energy vehicle industry

• Analyzed and predicted stock price in technical and fundamental ways with WIND data terminal

OTHER FINANCIAL EXPERIENCE

JW’s Comments on the Stock Market, Analytical Newsletter on WeChat Beijing

Co-founder & Manager | 1000+ subscriptions and still growing May 2019-Present

• Review up-to-date economic and financial events, analyze capital flows and market sentiment, estimate future market

trends and give advice on stock selection in daily posts utilizing self-designed models

• Earning more than $400 every month by selling industry insights, quantitative research reports and daily trading strategies

RESEARCH & PROJECT EXPERIENCE

Mock Fixed Income Portfolio Management New York

Term-Long Project of Fixed Income Portfolio Management Aug. 2019-Dec.2019

• Analyzed securities with Bloomberg and rebalanced the portfolio four times involving 40+ bonds and derivatives

• Hedged with treasuries, swaps and futures to keep risk exposure (DV01 etc.) and budget within required limits

• Constructed steepening strategies and butterfly strategies with multiple methods, realized 3.28% annualized return

• Presented securities selection, risk profile and portfolio performance as a portfolio manager in front of class

Risk Modeling of China 50 ETF Beijing

Team Leader | Course project of Measuring Analysis of Financial Risk May 2019

• Estimated future volatility of China 50 ETF price with GARCH and EGARCH models with MATLAB

• Calculated VaR and ES of China 50 ETF using historical simulation, model building and extreme value theory methods

An Empirical Study of a Latent Variable Approach to Aggregating Information about the Cross Section Beijing

of Stock Returns in China A-Shares (Bachelor Thesis) Mar. 2019

• Applied partial least squares (PLS) estimator to filter latent variables out from 38 firm characteristics

• Realized and evaluated alternative methods such as PCA and Fama-MacBeth regression in comparison to PLS

SKILLS

• Technical: proficient in Python (NumPy, Pandas), MATLAB, Excel | familiar with C++, R, SQL, VBA, Machine Learning

• Languages: Mandarin (Native), Cantonese (Conversational)

INTERESTS & ACTIVITIES

• Interests: Guitar, Basketball (San Antonio Spurs), Poetry, Go, Cooking

• Extracurricular Activities: Researcher at Columbia Quant Group (CQG), Member of The LGBTQ Community of UIBE

Wo Zhang wz2515@columbia.edu | +1-5712879633｜www.linkedin.com/in/WoZhang

206 West 109th St., Apt 5D, New York, U.S. 10025 EDUCATION

New York Columbia University, Graduate School of Arts and Sciences M.A. Mathematics of Finance September 2019-December 2020 � Core courses taken: Time-Series, Stochastic Process, Hedge Funds Strategies and Risk, Mathematics of Finance Sun Yat-sen University, Lingnan College Guangzhou, ChinaBachelors in Management Science, Cumulative GPA: 3.8/4.0 September 2015-June 2019 � Core courses taken: Advanced Mathematics, Linear Algebra, Probability & Statistics, Differential Equations, Data Analysis,

Programming in High-level Language, Scientific Computing with Matlab, Data Structure and Algorithms, Multivariate Statistical Analysis and Software Application

� Scholarships: 2015 Second Prize Outstanding Student Scholarship of Sun Yat-sen University WORK EXPERIENCE Columbia University New York Teaching Assistant of Time Series, Panel Data and Regression. September 2019-December 2019 � Held weekly office hours to help with Time Series lab projects using R. Graded homework assignments Shenzhen ChengQi Capital Investment Management Company Shenzhen, China Quantitative Research Intern July 2018-August 2018 � Established risk analysis system utilizing Python, automatically generating risk indexes such as VaR and beta � Visualized outcome indexes and formed readable reports leveraging XML, HTML and related tools � Improved data structure and algorithms to shorten calculation time of updating risk information, for almost 2000 stocks listed

mainboard in Shenzhen Stock Exchange MSCI Beijing, China Research & Risk Management Intern March 2018-May 2018 � Calculated the VaR and Incremental VaR of various assets using simulation methods � Generated statistics on important financial indicators and analyzed risk and profitability through companies’ financial statements RESEARCH EXPERIENCE Statistical Arbitrage on Cryptocurrencies December 2019 � Collected daily price of various cryptocurrencies and did cointegration test on cryptocurrency pairs � Used pair trading strategy on cointegrated cryptocurrencies pairs and displayed the results Implementation of Index Rebalance Strategy November 2019 � Collected data of Russell 3000’s component, market capital and price information from Bloomberg and WRDS � Constructed the strategy with Python and improved its performance by adding a mean-reversion refinement after announcement Implementation of Bollinger Mean Reversion Strategy on Various Stock Sectors November 2019 � Conducted Bollinger Mean Reversion strategy on various stock sectors and compare their performance over the dimensions of

time window, stock sectors and entry timing (volatility change) Rationality Study of Risk Factor Under Solvency Supervision System September 2017- February 2018 � Classified data from database of Orisis and BoardEX, processed data employing Matlab and related software � Conducted in-depth research of periodical papers and brought forward computing methods of crash risk evaluation CAMPUS ACTIVITIES � Columbia Quant Group, Quant analyst September 2019-now � 2017 Mathematical Contest In Modeling (Meritorious Winner) January 2017 SKILLS AND CERTIFICATIONS Computer Skills: � Moderate: Python, C/C++, R, Matlab, Bloomberg (BMC Certificate), SAS, LaTeX, Markdown, Linux, Excel and PowerPoint � Basic: SQL, VBA, Lingo, Stata, XML, HTML, Arena, Gurobi Foreign Language: Mandarin(Native) INTERESTS � Music, Basketball, Cooking

Yijia (Jenny) Zhang50 W 97th Street, 8R, New York, NY, 10025

yz3757@columbia.edu | 412- 537-5698 | linkedin.com/in/jennyyijiazhang

Education Columbia University New York, NY M.A. in Mathematics of Finance December 2020

Courses: Time Series Modeling, Stochastics Processes and Applications, Financial Risk Management, Mathematics of Finance Carnegie Mellon University Pittsburgh, PA B.S. in Business Administration (Double concentrations in Finance and Accounting) May 2019 B.S. in Statistics with minor in Decision Science May 2019 Cumulative GPA: 3.60, Dean’s List; Courses: Advanced Data Analysis, Modern Regression, Statistical Computing, Data Mining, Investment Analysis, Corporate Finance

London School of Economics and Political Science London, UK Coursework: Intermediate Macroeconomics (Grade: A) Summer 2016

Work Experience

Carnegie Mellon University Investment Office Pittsburgh, PA Investment Team Intern Summer 2019 • Built track sheets on endowment’s allocation to investigate university’s ownership among portfolio companies• Analyzed current holdings and presented important patterns in exposure across different regions and industries to CIO• Researched and prepared presentations on investment strategies and market opportunities for University’s Investment Committee• Conducted extensive due diligence on new and existing funds and investment managers to help team prepare investment proposalShenzhen SME Credit Financing Guarantee Group Shenzhen, China Bond and Guarantee Financing Intern Summer 2018 • Examined project companies’ financial statements and running accounts to verify firms’ quarterly operational conditions• Researched on project companies’ industry, supply chain and products to evaluate firms’ competitiveness and produce reports• Successfully obtained project approvals from the board by investigating and pitching LaCesar and SouChe Holdings’ financials• Assessed project companies’ financial status and contract details through communication and negotiation with CEOs and managersGuosen Securities Co. Ltd-Economics Equity Research Center Shenzhen, China Emerging Industry Equity Research Intern Winter 2017 • Led PIQS (mini projector startup) research team in designing data collection plans and compiling results• Built Excel models on revenue and profit projection using inventory, manufacturing and sales data• Collaborated with PIQS’s product team to assess products’ financial values and implemented a reinforcement plan on connection featureGuosen Securities Co. Ltd Shenzhen, China Equity Sales Intern Summer 2016 • Ran valuation models on representative companies and performed horizontal and historical analysis of key ratios• Liaised with clients, traders and other sales by regularly briefing market and industry news during meetings and calls

Research Experience

Stanford University, Steyer-Taylor Center for Energy Policy and Finance Pittsburgh, PA Project Finance Research Assistant Spring 2018 • Built DCF model to compare financing costs from multiple methods and calculated project equity IRR• Estimated wind plant’s financial feasibility and valuation after modifying and updating Excel models• Translated operational data into actionable insights in reducing costs, expanding scale and diversifying funding options• Suggested optimal financing method as a combination of debt and equity and analyzed regulation and operation risksCarnegie Mellon University, Tepper School of Business, Department of Marketing Pittsburgh, PA Credit Risk Research Assistant Fall 2018 • Assembled and cleaned survey dataset with R and SPSS models to visualize geographical and historical pattern• Identified primary contributing consumer behaviors that led to low credit scores by differentiating and allocating data• Improved 20% efficiency in survey design, data gathering and categorization processes by creating 11 measurable quantitative factors• Performed statistical analysis on factors’ correlations and used results to prioritize factors and filter out lurking variablesCarnegie Mellon University, Department of Engineering and Public Policy Pittsburgh, PA Quantitative Research Assistant Spring 2017 • Successfully identified a 20% misunderstanding rate through visualizing and analyzing surveys results in R and SPSS• Built quantitative models and graphs to evaluate impact of air pollution sources and complied dataset in SPSS and Excel• Produced final report and cooperatively presented findings and advice with other teams to department faculties and administrators

Skills Computer Skills: R, Excel, Excel VBA, Python, PowerPoint, Bloomberg, SQL, SPSS Extracurriculum: Quantitative analyst at Columbia Quant Group Leadership: President of Chinese Students and Scholars Association, Traditions Education Chair of Alpha Phi Interests: Chinese Traditional Painting, Calligraphy, National Parks Standardized Test: SAT(2220), GRE(329)

Yilun (Allen) Zhang yz3748@columbia.edu|2066048826|206 West 109th St, New York, NY 10025|linkedin.com/in/yilun-zhang-727015193

Education_____________________________________________________________________ Master of Arts in Mathematics of Finance (Expected) 09/2019-12/2020 Columbia University, New York

• Relevant Courses Mathematics of Finance, Statistical Inference / Time-Series Modeling, Stochastic Processes in Finance, Numerical Methods in Finance, Programming for Quantitative and Computational Finance, Multi-asset Portfolio Management

Bachelor of Science in Economics 09/2015-06/2019 University of Washington, Seattle, GPA: 3.77/4.0

• Relevant Courses Micro-economics, Macro-economics, Econometric Theory & Practice, Computational Finance, Investment & Capital Finance, Benefit-Cost Analysis, International Trade, International Finance, Labor Market Analysis • Scholarship Quarterly Dean’s List - Awarded for 9 quarters

Research Projects Computational Finance Final Term Paper UW Economics Department, Advisor: Yang Fan 04/2018-06/2018

• Analyzed a selection of assets and portfolio • Selected 4 public firms from the universe of S&P 1500 firms and compared them with the S&P 500 index • Composed a 20-page essay using descriptive statistics, estimation fit, portfolio theory and quantitative analysis

Pairs Trading & RSRS Integrated Strategy Research Project

Columbia University Department of Mathematics, Advisor: Alexander Greyserman 09/2019-12/2019

• Developed a combined strategy for stock trading with pairs trading and Relative Strength of Resistance and Support

• Used Python for model development and simulation

• Achieved a relatively higher equity return and smaller drawdown than S&P 500 and Market Neutral Index

Experience____________________________________________________________________ Tongxiang Jiayu Fashion Co. Ltd. 06/2016-09/2016 Global Trading Specialist Tongxiang, Zhejiang, China

• Translated contracts from English to Chinese • Communicated and negotiated with foreign clients via email and in person • Handled foreign trade purchase orders • Created new marketing materials and publicized them through social media • Organized and presided English speeches and training activities for 30-50 colleagues on a weekly basis

UW PCT Professional Fraternity in Business and Economics 10/2018-06/2019 Marketing Consultant University of Washington, Seattle

• Planned public speech and philanthropy events regarding business and technology • Created and enforced marketing strategies for the events • Advertised the events and published event information through Facebook and school websites • Identified and contacted potential sponsors in the community to participate and sponsor the events

Columbia Quant Group 09/2019-Present Quant Analyst Columbia University, New York

• Collaborated with seasoned quant researchers on research projects regarding statistical arbitrage and quantitative analysis • Networked with quant finance professionals from top financial firms • Developed financial and statistical analysis skills by analyzing stochastic processes and time series models

Specialized Skills_______________________________________________________________ • Tools: Python, Java, MATLAB, R, STATA, Excel VBA, PowerPoint, Word • Languages: Chinese – native, English – advanced • Certificates: CFA Level I (passed), R Programming Course Certificate (01/2019), Certificate in Quantitative Managerial

Economics (03/2019)

Interests______________________________________________________________________ • Musical Instruments: Drum Kit (Proficient), Guitar (intermediate)

Yuqing (Ivy) Zhang E-Mail: yz3795@columbia.edu 625 W 57th St, New York, NY 10019 Phone: 315-572-8171

EDUCATION

Columbia University New York, NY

M.A. in Mathematics of Finance Expected December 2020

Relevant Coursework: Time Series Analysis, Stochastic Process, Hedge Funds Strategies & Risk, Algorithms for Data Science

Syracuse University Syracuse, NY

B.S. Finance; B.S. Applied Math May 2019

• GPA: 3.86/4.00; Honors: Whitman Scholar (top 3% of seniors), Renee Crown University Honor, Beta Gamma Sigma Honor

Society (top 10% of Whitman students), Dean’s list (all semesters), Math Distinction

Relevant Coursework: Financial Modeling, Derivatives, Value Investing, Investment, Corporate Finance, Partial Differential

Equations, C Programming

INTERNSHIP EXPERIENCE

Global AI New York, NY

Quantitative Analyst Intern June 2019 – July 2019

• Used Google BigQuery to extract 15 years of news data about four countries; generated a country risk report for clients using

news sentiment analysis

• Quantified geopolitical risk by creating daily political risk score; analyzed trend & peak of risk scores and visualized time

series data in Tableau interactive dashboard

• Filtered news articles into categories of political risk by using dictionary and class object

RSM China Certified Public Accountants Xiamen, China

Auditor Intern June 2018 – July 2018

• Provided objective financial reports including qualitative and quantitative analysis of a company to a Korean accounting firm

• Monitored the liquidity risk of the company by examining its cash reserve for the purpose of IPO

• Examined the firm’s past five years transactions and cycle counted its raw materials and inventories

Sunrise Energy Technology Ltd Hubei, China

Financial Analyst Intern June 2017 – July 2017

• Projected the expected five-year cash flows of a consulting project and used DCF to calculate its NPV

• Performed sensitivity analysis to analyze the risk of the project to see whether it is aligned to the company’s strategic goal

• Presented the project’s potential profitability and recommended it to C-level management teams

• The consulting project optimized the production cycle time by 7% and increased the net profit by 5% after one year

RESEARCH & ACTIVITIES

Applications of Machine Learning in Finance Capstone Syracuse, NY

Research Assistant December 2018 – May 2019

• Researched the strengths and limitations of machine learning’s applications on process automation, security protection,

underwriting and credit scoring, algorithmic trading, and robo-advisor

• Learned machine learning’s general process and steps from data collection to backtesting

• Compared and contrasted random forest and gradient boosting algorithms used in machine learning

• Summarized results in research 30+ papers and proposed potential use of machine learning in risk monitoring

Investment Club Syracuse, NY

Financial Analyst January 2017 – May 2019

• Utilized Bloomberg terminals to monitor indexes and follow the global market trend

• Used 10-Ks and annual financial reports to research and evaluate technology companies by DCF model

• Attended weekly meetings to understand the current financial market; lead discussions on how political and business events

influence the performance of the Club’s $130,000 portfolio

Balancing the Books Syracuse, NY

High School Coordinator September 2016 – October 2018

• Decreased high school dropout rate of 15% by creating and delivering financial literacy, budgeting lesson plans to 25 high

school students 8 times per semester

• Worked with a team of 4 for a 47-page report and delivered a presentation to Dean of Whitman, successfully increasing the

program budget to expand the program by 30%

SKILLS & INTERESTS

• Technical Skills: Python, Matlab, C, VBA, Bloomberg Certified (Equities, Fixed Income, Currencies, Economic Indicators)

• Volunteer: Whitman Peer Mentor, Refugee English Tutor, International Student Peer Mentor

• Languages: English (full professional proficiency), Chinese (native)

• Interests: Swimming, Fashion, Boxing

Peijie (Brian) Zhao

929 Amsterdam Ave, New York, NY 10025 | +1 (929) 386-8823 | pz2263@columbia.edu | linkedin.com/in/peijiezhao

EDUCATION

Columbia University New York, NY

Master of Arts in Mathematics of Finance GRE: 329/340 (Quant: 170/170) Aug 2019-Dec 2020 (expected)

Coursework: Quantitative Methods in Investment, Fixed Income, Stochastic Process Applications, Time-Series Modeling, Numerical

Methods in Finance, Stochastic Methods in Finance, Multi-Asset Portfolio Management

Huazhong University of Science and Technology Wuhan, China

Bachelor of Science in Management Information Systems (Honors Program) GPA: 3.98/4.00 (ranked 1/24) Sept 2015-Jun 2019

Coursework: Financial Engineering, Mathematical Statistics, Probability Theory, Econometrics, Data Structure, C++ Programming,

Java Programming, Database, Machine Learning, Data Mining, Securities Investment, Capital Markets, Corporate Finance

Honors: National Scholarship (2016, 2017), Outstanding Undergraduate (Highest Undergraduate Honor), Merit-based Scholarship,

Samsung Scholarship, Outstanding Student for Academic Achievement, Meritorious Winner for ICM

PROFESSIONAL EXPERIENCE American International Group (AIG) Shanghai, China

Investment Analytics Intern, AIG Investments Nov 2018-Feb 2019

⚫ Product Valuation: Facilitated FIA/FA/VA products data analytics and valuation process in collaboration with NY office;

initiated a research project to cluster insurance policies to improve valuation efficiency by 80%

⚫ ALM Automation: Automated liability valuation workflow for AIG Asset/Liability Management and portfolio performance

regular report; launched data checking, comparing and processing projects for new AIG Investment Analytics database

Luoshu Investments (a leading China-based quantitative hedge fund) Shanghai, China

Quantitative Research Intern Sept 2018-Nov 2018

⚫ Strategy Research: Established a back-testing framework using Python and mined alpha factors for Chinese A shares; designed

5 long/short equity investment strategies, all reached Sharpe ratio above 1.2 and annualized excess return above 6.5%

⚫ Attribution Analysis: Revamped and integrated portfolio P&L attribution analysis tools including Fama-French model, Carhart

model and BARRA to select trading signals with high alpha returns

Quantfn Investment (a China-based hedge fund founded by former Citadel and Pine River executives) Beijing, China

Quantitative Investment Intern Jul 2018-Sept 2018

⚫ Machine Learning: Implemented machine learning and data mining algorithms including ID3, CART, Random Forest and K-

Means to complete modules for price statistical prediction and potential alpha factors mining

⚫ Model Development: Developed and synthesized analytical modules for company’s quantitative trading platform, including

market data processing and auto-update programs, portfolio P&L calculation tools and portfolio risk attribution models

Changjiang Securities (one of the largest investment banks in China) Wuhan, China

Quantitative Investment Assistant, Asset Management Department Apr 2018-Jun 2018

⚫ Structured Products: Completed detailed plan for barrier option embedded structured product linked to gold future of SHFE

based on research for design mechanisms and current status of structured product in both Chinese and global markets

⚫ Dynamic Hedging: Designed and back-tested dynamic hedging strategy to simulate barrier option’s return structure; optimized

parameters using grid search to minimize hedging error; executed pressure test using Monte Carlo simulation

RESEARCH EXPERIENCE

Order Book Dynamics Modeling and Prediction with Machine Learning | Columbia University Sept 2019-Dec 2019 ⚫ Price Modeling: Filtered and processed more than 30GB of NYSE millisecond level I market depth data using Python; exploited

and optimized random forest algorithm to model mid-price movement; reached out-of-sample precision of 66%

⚫ HFT Strategy: Designed HFT strategy with random forest classifier; attained daily return of 5.59% and win rate of 57%

Fixed Income Trading Strategies and Portfolio Management | Columbia University Sept 2019-Dec 2019 ⚫ Active Management: Constructed and rebalanced a portfolio of 50 bonds, achieved annualized return of 8.76%; analyzed

yield curve and implemented active strategies including bullet, barbell, flattening, steepening and butterfly

⚫ Risk Hedging: Developed an automatic risk hedging tool in Excel, featuring Bloomberg interface, portfolio duration, DV01

and convexity calculation and optimal hedging solution; applied to hedging tools including bonds, swaps and futures

Price Lead-Lag Effect between Standalones and Conglomerates | Luoshu Investments Sept 2018-Nov 2018 ⚫ Statistical Modeling: Built linear regression models to conducted empirical research on stock price lead-lag effect between

conglomerates and standalones caused by investors’ complicated external information processing for conglomerates

⚫ Long/Short Strategy: Created trading signal to capture lead-lag effect and constructed long/short equity strategy on CSI 300

index listed companies; attained Sharpe ratio of 1.31 and annualized excess return of 6.92%

SKILLS & INTERESTS Computer Python (Numpy, Pandas, Sklearn), C++, MATLAB, Excel VBA, SQL, Java, R, Bloomberg, Wind, MS Office

Certificates CFA Level I, Bloomberg BMC Certificate, China Securities Practitioner Certificate, NCRE Level II (C++, MySQL)

Interests Soccer (main player on the college team), electric guitar (guitarist in a rock band)

YanlinZhu323W96thSt,NewYork,10025

yanlinzhu2018@gmail.com|(929)-386-8803| https://www.linkedin.com/in/yanlin-zhu-a15ab018bEDUCATIONCOLUMBIAUNIVERSITY

MasterofArtsinMathematicsofFinanceNew York, NY

09/2019-12/2020

l RelevantCoursework:IntroductiontotheMathematicsofFinance,StochasticProcesses–Applications, StatisticalMethodsinFinance,Time-Series

ZHONGNANUNIVERSITYOFECONOMICSANDLAW(ZNUEL) Wuhan,China

BachelorofEconomics,MajorinFinancialMathematics(GPA:3.72/4.0) 09/2015-06/2019

RelevantCoursework:RiskManagement of Finance, Corporatefinance, Fixed-IncomeSecurities, FinancialEconomics,TimeSeries

Analysis,OrdinaryDifferentialEquations,MathematicsModelUNIVERSITYOFCALIFORNIA,LOSANGELES

UCLAExtension,Exchange(StudyAbroad)Program

Los Angeles, LA

09/2018-12/2018

HARVARDUNIVERSITY

2017SummerSchoolProgram,Course:SustainableFinanceandInvestment(GPA:92.5/100)Massachusetts, MA

07/2017

EXPERIENCEGlobalAICorporationQuantFinanceIntern

New York, NY

08/2019-10/2019l Usedstatisticalandmachine-learningmodelstoimplementquantitativeandsystematicinvestmentstrategies,whichincludeslong-

shortmarketneutral,globalmacro,trendfollowing,etcl Extracted,filteredandanalyzeddifferentdatatypesandmodels(suchasfinancial,macroeconomic,earnings,credit),whichwillbe

usedasinputfortheinvestmentmodelsl Back-testedandevaluatedtheperformanceofdifferentmachinelearningtechniquesandinvestmentstrategies;performpaper-

tradingandreal-timesimulationofsystematicstrategiesHubeiHongtaiState-ownedCapitalInvestmentOperationGroupCo.,Ltd.Intern,InvestmentDepartment

Wuhan, China07/2018-08/2018

l Assisted the sales department in collecting relevant industry information, conducting industry investigation and completingindustryanalysisforelectronicsandinformationindustry

l Engagedinseveralinvestmentprojects,participatedinprojectapprovalandinvestmentdecisionmeetingbyusingtheknowledgeconcerningquantifiedinvestmentproducts,suchasbasicframeworkofquantitativetrading;portfoliotradingstrategy,etc.

l Cooperatedwithothercolleaguestocompletetheinvestmentproposalsfortheclientcompanieswhicharehighlyappreciatedbytheseniormanager

MetLife,Inc.HongKongBranchIntern,FinanceDevelopment(SophomoreProgram)

Hong Kong07/2016-08/2016

l DelvedintoSWOTanalysis,PESTanalysisandmarketanalysis;analyzedtheemploymentstatusofHongKongl AttendedtheFinancialTrainingcourse;becamefamiliarwithfinancialderivatives;participatedinglobaleconomicissueanalysisl LedtheteamtowinthethirdprizeinthecasestudyofMetLifeBlossomSavingsPlan

PROJECTSProjectofStatisticalMethodsinFinanceTerm-LongProjectofStatisticalMethodsinFinance

New York, NY

09/2019-12/2019l Implementedtimeseriesanalysis,fundamentalstatisticalanalysisanddistributionfittingusingRofweeklydatafor15stocksin5

industries;plottedequitycurvesforeachasset;conductedlinearassociationbetweentheassetsl Computedtheminimumvarianceportfolioandtheefficientportfoliofrontierwithandwithouttherestrictionofshort-salesallowedl Conductedprincipalcomponentanalysisandfactoranalysisoftheassets;usedcopulastomodelthejointdistributionofthereturns

HONORS&AWARDSl FirstPrize,The8thZhengdaCupNationalCollegeStudentMarketResearchandAnalysisCompetition 05/2018l HonorableMention,2018InterdisciplinaryContestinModeling 02/2018l ThirdPrizeScholarship&TechnologyInnovationAwards,awardedbyZNUEL 12/2017l ThirdPrize,Cross-StraitMarketResearchContest 05/2017

OthersComputerSkills:Python(beginner);MATLAB;Stata;R(intermediate);SQL;Excel(advanced);Word;PowerPoint;Certificate:CFALevelIICandidateLanguageProficiency:Mandarin(Native)Interests:Cooking;Running;Swimming;Mahjong