Rutgers MQF Resume Books Regular Employment and Internship March2010

Rutgers Business School Newark & New Brunswick Master of Quantitative Finance Program
Rsums
Classes of 2010 and 2011
Department of Finance & Economics 1 Washington Park Newark, NJ 07102

http://business.rutgers.edu/graduate/mqf
Department of Finance & Economics 1 Washington Park, Newark, NJ 07102 Tel: (973) 353-1146, Fax: (973) 353-1006 yangruwu@andromeda.rutgers.edu http://andromeda.rutgers.edu/~yangruwu
March 1, 2010 Dear Sir or Madam: Enclosed please find the resumes of the students in the Rutgers Business Schools Master of Quantitative Finance Program (MQF). Seventeen students (class of 2010) will graduate in May 2010 and are looking for regular employment, while the other twenty four (class of 2011) will graduate in May 2011 and are looking for internship. I encourage you to consider them for employment or internship at your company. Most of these students have their undergraduate degrees in a quantitative field such as physics, mathematics, computer science, or engineering. Some of them have had Ph.D. or masters degrees prior to joining our Program. Our admission procedure is quite selective. We receive over 100 applications each year and select approximately 25 students to enroll in the program. At Rutgers, they receive training in a number of areas including finance (e.g. portfolio theory, asset pricing, derivatives, fixed income, and risk management), quantitative skills (e.g. probability theory, stochastic processes, operations research, and numerical analysis), and computing (e.g. object-oriented programming, econometrics, and simulations). Our students also have practical experience as some of them were in the finance industry before they joined our Program, while others have held summer internships. Rutgers MQF has received significant recognition in the profession. An esteemed board of veteran Wall Street executives assembled by Advanced Trading recently identified our program as among the top 10 quant programs for producing the most qualified graduates for Wall Street financial firms. These top 10 schools are Carnegie Mellon, Columbia, Cornell, NYU, Princeton, Rutgers, Stanford, UC-Berkeley, University of Chicago, and University of Michigan. See http://www.advancedtrading.com/showArticle.jhtml?articleID=209102204&cid=quant-center. This resume book includes a brief description of our Program and the set of courses we offer. Further information can be found on our website at: http://business.rutgers.edu/graduate/mqf. If you have any questions, please feel free to contact me or our Program Administrator, Ms. Jane Foss at: Jfoss@business.rutgers.edu or (973) 353-1147. Thank you very much.
Sincerely,
Yangru Wu Professor of Finance Director, Master of Quantitative Finance Program
Program Personnel
Program Director Professor Yangru Wu, Department of Finance & Economics, Rutgers Business School Executive Board Kenneth Abbott, Managing Director Morgan Stanley Tariq Asam, Vice President, Valuation, Asset Liability Management Prudential Insurance Company of America Ivan Brick, Professor and Chair Department of Finance & Economics, Rutgers Business School Laura Brooks, VP Risk Management and Chief Risk Officer PSEG Ren-Raw Chen, Professor Fordham University and Morgan Stanley Martin, Goldberg, Senior Director, Quantitative Analytics Standard and Poors Gabor Laszlo, Principal, Model Validation and Risk Measure Analytics Barclays Global Investors Stefan Magnusson, Managing Director, Head of Market Risk - American Rabobank International Yangru Wu, Professor and Director, MQF Program Department of Finance & Economics, Rutgers Business School Qingji Yang, Principal, Financial Services Ernst & Young Program Administrator Jane Foss, Administrative Assistant Department of Finance & Economics Contact Information Dr. Yangru Wu: yangruwu@andromeda.rutgers.edu or (973) 353-1146 Jane Foss: jfoss@business.rutgers.edu or (973) 353-1147
Rsums
Class of 2010 1. Gentian Agastra 2. Konstantin Borovkov 3. Jayanthi Chandrasekhar 4. Haoyue Cui 5. Hao Fan 6. Honglei Fan 7. Jiaming Fang 8. Xiao Feng 9. Wenliang Guo 10. Jui-Yi Hsu 11. Ye Hua 12. Jaky Joseph 13. Songfei Li 14. Tingting Suo 15. Li Wei 16. Zhengping Zhang 17. Wenrui Zu
Rsums
Class of 2011 1. Yunan Bao 2. Jayanthi Bhagavathula 3. Yinyun Cao 4. Alok Choksi 5. Brian Deluca 6. Kunal Gooriah 7. Paul Huzarski 8. Peng Jia 9. Zhe Jian 10. Chinmay Kulkarni 11. Kuan-lin Lai 12. Yunjian Li 13. Neil Lonergan 14. Jeffrey Nied 15. Quan Qiao 16. Stephen Kyle Wade 17. Tao Wang 18. Yihan Wang 19. Isuru Wijayaratne 20. Xuhui Wu 21. Yalong Yang 22. Chengda Zhang 23. Xiao Zhang 24. Tingting Zhou
Rsums
Class of 2010

GENTIAN AGASTRA 40 Burnett Street Avenel, NJ 07001 Tel: 973-768-0012 E-mail: gagastra@rutgers.edu Education: RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Rutgers Business School Master of Quantitative Finance, January 2010 GPA 3.6 NEW JERSEY INSTITUTE OF TECHNOLOGY Bachelor of Science, Computer Science, May 2007 Minor, Applied Math, May 2007 Graduated Cum Laude Honors: Deans List School Projects: Newark, NJ
Newark, NJ
PORTFOLIO ANALYSIS AND VaR SIMULATION Used Historical Simulation, Variance/Covariance and Monte Carlo Simulation methods to calculate portfolios absolute and marginal VaR, to simulate random shocks and to perform stress-tests and scenario analysis. ASIAN OPTIONS PRICING Priced Asian Options using the Kemna-Vorst closed form analytical solution and the Monte Carlo simulation. Compared both methodologies and demonstrated the accuracy and effectiveness of the Monte Carlo simulation in the case where there is no closed form solution. FINANCIAL DATA RESEARCH Collected financial markets data that were used to construct the portfolio frontier, to calculate VaR, to construct long-short portfolios and calculate their returns. Used time-series regression to perform asset pricing and examine the trade-off between the beta and the market return.
Experience: 2000-2005
VERIZON COMMUNICATIONS Secaucus, NJ Facilities Technician Implemented engineering work prints to install telecommunication facilities. Provided high quality customer service by addressing issues in a timely manner, which resulted in higher customer retention. Promoted newly launched products to the customer base resulting in new sales leads. Multimedia Technician Secaucus, NJ Installed and maintained fiber optics networks which provided the backbone of the newly launched FIOS service. Assisted in training new team members on job and safety practices that resulted in their quick and successful adaptation to their business functions. Proficient in C++, Java, VB, Oracle/SQL Proficient in MS Office Suite Fluent in Albanian, English. Capabilities in Italian, Spanish.
2005-2009
Additional:
KONSTANTIN BOROVKOV 118 Royal Drive, Apt. 388 Piscataway, NJ 08854 Tel.: 732-424-9854 E-mail: borovkov@pegasus.rutgers.edu Education: RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Rutgers Business School Master of Quantitative Finance, January 2010 GPA 3.9 THE URAL STATE TECHNICAL UNIVERSITY Radio-Technical Department Diploma in Computer Engineering, February 1996 (M. S. equivalent) GPA 4.9/5 Experience: 2006-2007 Newark, NJ
Ekaterinburg, Russia
AMEDIA NETWORKS, INC. Eatontown, NJ Software Engineer Designed, documented and developed real-time telecommunication software on Linux using C/C++ to lower production cost. Coordinated hardware verification and acceptance activities to fulfill contractual obligations. Analyzed and resolved system problems to maintain overall stability. CYBERPATH, INC. Piscataway, NJ Software Engineer Designed, documented and developed diagnostic software to reduce production time. Contributed to hardware designs to ensure their feasibility. Investigated and troubleshot hardware and software problems to improve performance. OPENCON SYSTEMS, INC. Piscataway, NJ Firmware Engineer Designed and developed multi-threaded software using C/C++ to decrease cost of protocol testing. Studied and addressed system issues to enhance product quality.

2002-2005
1999-2001
Additional:
Proficient in MS Office Suite. Proficient in programming using C/C++. Fluent in Russian.
JAYANTHI CHANDRASEKHAR 2 Brentwood Lane Cranbury, NJ 08512 Tel: (732) 618-8204 E-mail: jaychand@pegasus.rutgers.edu Education: RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Rutgers Business School Master of Quantitative Finance, May 2010 GPA 3.6 Newark, NJ
Academic Projects: Optimization of Portfolios: Realized optimal proportion of stocks in portfolios of 4 companies to maximize performance. Simulation of a Mail System and an Inventory System. Stock Market Trend Analysis: Tracked and graphed market trends of S&P and Dow Jones indices using mathematical modeling techniques. Design and implementation of a Neural Network for financial systems Rutgers School of Arts and Science Camden, NJ Master of Science in Mathematics May 2001 GPA 3.6 Thesis: Conditional Probability: Analyzed real life situations of data misinterpretation MYSORE UNIVERSITY Bachelor of Science in Physics, Chemistry, and Mathematics Experience: 2008-Present Hassan, India
LAW SCHOOL ADMISSIONS COUNCIL Newtown, PA Data Conversion Analyst Standardized and optimized the conversion process from FoxPro to SQLServer and Crystal IX to Crystal XI reports for the new ACES2 software implementation. Used advanced SQL query skills and diagnostic ability to identify data discrepancies. Implemented ACES2 for 100+ law schools one year ahead of schedule. VEDICSOFT Edison, NJ Consultant Trained on Data Warehousing skills, using Business Objects and Microsoft Dot net framework. Used C sharp and Crystal Xtra I to implement medical reports used in hospital ER. Wrote stored procedures using T-SQL in SQL Server 2000. Generated and migrated various reports using C#.NET, Crystal Xtra reports. Tested and debugged programs for the project. HIGHTSTOWN AND EAST BRUNSWICK HIGH SCHOOLS New Jersey Math Teacher Taught 400+ students in Algebra 1 and 2, Geometry, Calculus and Statistics (1) and (2). RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Camden, NJ Adjunct Professor Analyzed stock market trends to determine feasibility studies for companies, using Minitab, SAS, and Excel. Taught College Algebra and Calculus for Business courses to 120 undergraduate students.
2007
2002-2006
2001-2002
Additional:
Proficient in Crystal reports, Xcelsius, Business Objects, Excel, SAS, C++, SQL Server, VB.Net, Maple V, Matlab and MathType, TI Navigator, and TI Calculator series.
HAOYUE (KEVIN) CUI 725 Jersey Street, Harrison, NJ 07029 503-737-5977 kevincui@pegasus.rutgers.edu Education: RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Newark, NJ Rutgers Business School Master of Quantitative Finance, May 2010 GPA 3.9/4.0 Class President, Master of Quantitative Finance Program Course Taken: Probabilities, Stochastic Process, Financial Modeling, Operation Research, Microeconomics, Fixed Income, Investment, Risk Management, Financial Statement Analysis. Risk Management Project: Used Exploratory Data Analysis and Brownian Bridge to fix missing data, run Historical Simulation and Monte Carlo Simulation to develop portfolio VAR. Fixed Income Project: Minimized tracking errors for passive bond portfolio by excel VBA, adjusted weights to create cash neutral and dollar duration neutral portfolio using butterfly active strategy LEWIS & CLARK COLLEGE Bachelor of Arts, Economics, Math Minor, May 2008 GPA 3.5/4.0 Academic Award, John V. Baumler Scholarship for Economics honor Experience: 2009 Portland, OR
CITIC Securities Co, Ltd. Beijing, China Equity Research Department, Financial Engineering and Derivatives Group Research Analyst Analyzed how financial accounting ratios affect Chinese A-share stock price, using Matlab to simulate historical data, finding best stock holding time corresponding to various accounting ratio range, finishing written reports Used Citics renovated technical analysis to analyze all Chinese A-share stocks, finding the feasibility and success rate of technical analysis Applied statistical models to test significance of Fama multi-factor on Chinese A-share stocks, finding indicators of style rotation between big and small cap stocks. Attended 2009 Citics Investment Strategy Conference, meeting mutual fund manager clients, giving speech regarding technical and fundamental mix investment strategies LEWIS & CLARK COLLEGE Portland, OR Student and Professor Collaborative Summer Research Research Assistant Assisted professor to estimate the impact of student financial aid on labor supply, used econometrics models to explain why financial aid recipients tend to decrease their market labor hours Built linear probability models and used Panel Data estimatio methods to regress student labor supply variables on a vector of variables that include different types of student financial aids Simulated the correlations between various types of financial aid and hours of a student works, used time series cross-sectional models to adjust actual data bias CHINA CITIC BANK Chengdu, China Assistant Analyst Participated in an oversea project that financed Pakistani windmill power plant Constructed project cash flow by Excel, projecting if future profits cover various costs Proficient in MS Office Suite, C, C++, VBA, JAVA, R, AMPL, MATLAB, EVIEWS CFA LEVEL II Candidate (June, 2010)
2007
2006
Skills:
HAO FAN 155 University Avenue, Apt. 1311C Newark, NJ 07102 Tel: 201-800-6256 86-138-1113-1152 E-mail: fanhao@pegasus.rutgers.edu Education: RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Rutgers Business School Master of Quantitative Finance, May 2010 GPA 3.93/4.0 MQF scholarship PEKING UNIVERSITY Bachelor of Science, Applied Mathematics, July 2008 Newark, NJ
Beijing, China
Experience: CITIC Securities Co., Ltd. Beijing, China 2009 Assistant Analyst, Summer Intern, Fixed Income team, Research Department Wrote a report to analyze China quasi-municipal bonds. Established a credit rating system for China quasi-municipal bonds, using clustering, discrimination analysis and Multivariate Linear Regression Models. The creative works made up for gaps in CITIC Securities rating system and was highly evaluated by clients. Finished domestic USD bond market report to analyze Chinese enterprises USD demand and domestic USD bond investor structure, forecast great picture of domestic USD bond market. The report was taken as road show material and well received by most investors. 2009 China International Capital Corporation Limited (CICC) Beijing, China Assistant Analyst, Summer Intern, Quantitative Analytic Group Built Perl programs under Linux for data collecting, text mining and automation, which are widely applied as important components in CICCs trading system. Established a multifactor model for Hong Kong equity market, using principal component analysis. Built structural models to forecast the asset and portfolio level risk of Hong Kong equity. ABN AMRO TEDA FUND MANAGEMENT CO., LTD. Assistant Analyst, Summer Intern, Fixed Income Department Beijing, China
2007
Wrote weekly market notes of the Chinese fixed income market, gave domestic fixed income market brief introduction in the weekly teleconference held by the Fixed Income Department of ABN AMRO Asia. Finished independently Report on Sampling of China Aggregate Bond Index, analyzing historical data by correlation and significance tests, and gave the meaning of adopting this index as the benchmark of yields on bonds portfolios. Generated an integrated platform by Excel and VBA, which could get significant parameters of bonds automatically according to positions. Priced convertible bonds with Monte Carlo model. Brief but proficient weekly notes won praise from everyone in the conference. VBA model is still being used by the fund. Analytical and communication skills polished. Proficient in MS Office Suite, Bloomberg Proficient in C, C++, JAVA, VBA, R, MATLAB, SPSS, SAS, Eviews CFA Level II Candidate, June 2010
Additional:
HENRY (HONGLEI) FAN 18 Marion Drive Plainsboro, NJ 08536 Tel: 609-721-3855 E-mail: henry.hfan@gmail.com Education: RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Newark, NJ Rutgers Business School Master of Quantitative Finance, December 2009 GPA 3.96 Passed CFA Level I, II and III on first attempt; Passed FRM Courses Taken: Stochastic Calculus for Finance; Theories of Options, Futures and other Derivatives; Microeconomics, Financial Models, Fixed Income, Credit Derivatives, Interest Rate Models and Derivatives, Risk Management, Binomial/Trinomial Tree methods, Finite difference method, Black-Scholes Model, etc UNIVERSITY OF CONNECTICUT Storrs, CT Ph.D. in Physics, September 1999 GPA 4.0 Research area: Photonics and Fiber Communication Systems 21 publications on peer reviewed and worldwide circulated journals FUDAN UNIVERSITY Master of Science, Physics, July 1996 FUDAN UNIVERSITY Bachelor of Science, Physics, July 1993 Experience: 1999-Present Shanghai, China Shanghai, China
JDS Uniphase Robbinsville, NJ Optical Engineer and Design Lead Utilize mathematical model and numerical computation to design fiber optical amplifiers Develop C/C++ and Matlab programs to simulate the optical performance of the amplifier Build algorithms to optimize the product design using C++/Matlab language with various constraints Provide quantitative analysis on the product performance variations and risk assessment for product manufacturing Write C/C++ program to automatically control the testing instruments PHOTONICS RESEARCH CENTER OF UCONN Storrs, CT Research Assistant Conducted theoretical research, numerical modeling and laboratory experiments on fiber laser and high-speed optical pulses in semiconductor amplifiers Built physics and mathematical models (solving coupled non-linear partial differential equations) to study all the experimental results using C/C++ programming NATIONAL LAB OF SURFACE PHYSICS AT FUNDAN UNIV. Shanghai, China Research Assistant Developed an automatic optical spectrum measurement instrument with C++ program Applied theoretical study and modeling on device development of porous silicon Proficient in C/C++, Matlab, Java, VBA, SAS Mathematics: theory of probability, statistics, stochastic calculus, measure theory, differential equations, linear algebra, linear programming theory, numerical modeling, Monte Carlo simulations, and Mathematical finance Proficient in Excel, Power Point, Word, Unix and Windows
1997-1999
1993-1996
Additional:
JIAMING (JASMINE) FANG 520 Cross Street Harrison, NJ 07029 Tel: 347-281-1855 E-mail: jiamfang@pegasus.rutgers.edu Education:
RUTGERS, STATE UNIVERSITY OF NEW JERSEY Master of Quantitative Finance, May 2010 GPA: 3.8/4.0 Rutgers Business School Dean Scholarship
Newark, NJ
TSINGHUA UNIVERSITY Beijing, China Bachelor of Engineering, Electronic Engineering and Computer Science, June 2008
Experience: 06/2009-09/2009
STANDARD AND POORS New York City, NY Summer Quantitative Analytics Associate Designed and implemented the multiscale LCP (Local Change Point) model using MATLAB for dynamic volatility and correlation analysis. This model is used as the testing method during the model review process. Created low-pass-filter searching for regime shifts in default correlation process, as the fundamental research for credit derivative products. Analyzed the robustness of the LCP models through Monte Carlo simulation and backtesting on historical data of international stock indexes, fixed income market, currency exchange. Developed C++ projects for credit derivatives products within the financial quality assurance process. LAB OF COMPUTER VISION, TSINGHUA UNIVERSITY Beijing, China Research Assistant Designed and implemented the algorithm of image forensics for National Ministry of Public Security using Matlab and C++. Evaluated and optimized the algorithm to reduce the error rate of image identification from 1.2% to 0.1%. Led the team of six research assistants, checking and reporting team members progress for individual projects. CHINA ACADEMY OF SCIENCE Shanghai, China Optimization Engineer Intern Developed the universe layer of the Business Objects platform using SQL. The platform is set up on Sybase Database. Designed and implemented the algorithm to determine the optimal dispatch pattern for China Railway Ministration. Generated thirty Crystal Reports, which are automatically updated on a daily basis. TECC (NGO), SPONSORED BY GOLDMAN SACHS Beijing, China Project Manager Raised $ 10,000 fund from Microsoft Corporation for the Olympic Case Design Competition held among top universities in China. Conducted the project and awarded Best Volunteer of Year 2006 from TECC for exceptional leadership.

02/2007-06/2008
05/2006-01/2007
09/2006-02/2007
Additional:
Proficient in C++, MATLAB, VBA, R, AMPL and Arena. Member, International Association of Financial Engineers. First Prize, China National High School Chemistry Olympia Competition
XIAO FENG
430 Passaic Avenue Kearny, NJ 07032 Tel: (973) 782-3787 E-mail: xiaofeng.rutgers@gmail.com Education: RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Newark, NJ Rutgers Business School Master of Quantitative Finance, May 2010 GPA: 3.95 Member of Finance and Investment Club, Rutgers Business School Fixed Income Project: Used Matlab to simulate Zero-Coupon Yield Curve and interest rate paths based on Lattice model, and then calculate expected cash flow and prepayment on each period according to CIR model for pricing structure finance products Risk Management Project: Applied Exploratory Data Analysis and Monte Carlo Simulation to fix the missing US Dollar exchange rate data and run Historical Simulation in Matlab based on Vasicek volatility model to valuate currency option SOUTH CHINA UNIVERSITY OF TECHNOLOGY (S.C.U.T.) Guangzhou, CHINA Bachelor of Economics, July 2008 GPA: 3.6 Vice President of the Students Union, S.C.U.T Macroeconomic Neural Network Project: Tested Solow growth model by developing correlations between Leading Economic Indicators (LEI) and Gross Domestic Product (GDP) using back propagation neural network method and then simulated balanced growth path. Experience: 2009-Present DAWSON HERMAN CAPITAL MANAGEMENT New York, NY Internship, Quantitative Analyst Followed gold industry supply demand fundamentals and price trends by building stepwise regression models relating inflation, national income, interest rates and money supply Perform quantitative analysis on oil companies production and reserve by ARIMA model, and attend conference calls and group meetings with company executives to help senior analysts generate investment idea Follow energy market by building oil demand, supply, inventory level and energy price database, and use time series regression model to support oil price volatility analysis Developed alternative energy equity research report: ORMAT TECHNOLOGIES (ORA) by analyzing geothermal energy market and forecasting U.S. utility market demand elasticity which helped energy portfolio gain over 30% return within three month JUNO MOTHER EARTH ASSET MANAGEMENT New York, NY Internship, Trading Assistant Responsible for portfolio VAR and Correlation Analysis with HFR Global Hedge Fund index which brings 20% increase for portfolios Information Ratio within four month Analyzed commodity equity price pattern using technical analysis and writing equity screening program in Matlab to help portfolio manager detect market momentum Analyzed commodity portfolio daily P/L and exposure level through historical simulation and scenario analysis to provide risk management report Candidate of CFA Level II Exam (June, 2010) Proficient in MS Office Suite, Excel VBA; Matlab; JAVA, C++ and EViews Fluent in English, Chinese (Mandarin) and Cantonese
2008-2009
Additional:
WENLIANG GUO 540 Schuyler Ave. Kearny, NJ, 07032 Tel: 1-972-896-0133 (USA) 86-1353-372-9007(CHINA) E-mail: wguo@pegasus.rutgers.edu Education: RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Newark, NJ Rutgers Business School Master of Quantitative Finance, May 2010. Cumulative GPA 3.93 / 4.00. Core courses: Financial Modeling, Micro Economic Theory, Investments, Probability Theory, Stochastic Processes, Operation Research, Numerical Analysis, International Capital Markets, Fixed Income, Adv. Financial Management, Financial Simulation. PEKING UNIVERSITY Beijing, China Bachelor of Science, Computer Science, July 2008. Student Union of the School of Electronic Engineering and Computer Science, Secretary General. Experience: 2009 CHINA INVESTMENT CORPORATION Beijing, China Intern, Proprietary Trading Assistant, Tactical Investment Department Focused on equity trading quality analysis. Designed and implemented software based on Excel VBA to download trading data from Bloomberg Terminal, analyze transaction records provided by brokers in Hong Kong, Tokyo and New York, calculate TWAP, VWAP and Implementation Shortfall, and draw graphs to show the execution quality. Designed and maintained weekly commission book. Grouped transactions into High Touch, Low Touch and DMA categories to monitor commission costs. Calculated daily P&L and monitored market movements via Bloomberg Terminal. Attended conference calls and wrote an internal report to the executives on the IPO of Metallurgical Corporation of China. TSINGHUA UNIVERSITY Beijing, China Research Assistant, Institute of Financial Engineering Researched on stock valuation models of small and medium commercial banks. Tested internal stock valuation models on various medium sized banks in China. GUANGZHOU SECURITIES Guangzhou, China Intern, Research Analyst Used Wind.NET Information Terminal to collect Real Estate market data and professional reports for the Real Estate research team. Investigated relationship between trading volumes and price movements of China Real Estate stock market in order to design time series models to explain the relationship. Analyzed t-statistics of times series models to create a correlation bench-mark in grouping Real Estate stocks for comparison and further research. BANK OF CHINA Guangzhou, China Intern, Assistant Analyst Evaluated financial products in order to make the best recommendation to personal finance clients. Reconciled corporate banking transactions in order to reduce banking risk. Proficient in MS Office Suite. Proficient in C++, Java and Excel VBA Familiar with SQL, R, AMPL, SPSS, Perl, PHP, XML and JavaScript. Fluent in Mandarin and English, competent in Cantonese. Interested in Swimming and Tennis.
2009
2008
2006
Additional:
JUI-YI HSU 101 Bleeker Street, #52 Newark, NJ 07102 Tel: 862-237-6310 E-mail: jyhsu@pegasus.rutgers.edu Education: RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Rutgers Business School Master of Quantitative Finance, May 2010 GPA 3.6 Member, Rutgers Women in Business Member, Finance and Investment Club Newark, NJ
Relevant Coursework: Investment Analysis and Management, Microeconomic Theory, Object Oriented Programming, Introduction to Probability, Operation Research Model, Financial Modeling, Stochastic Process, Econometrics, Numerical Analysis NATIONAL CHIAO TUNG UNIVERSITY Bachelor of Management Science, Financial Engineering, June 2007 GPA 3.8 Class Representative Member, Student Union Chief Secretary, Student Association of Management Science Experience: 2009 Hsinchu, Taiwan
BANGKOK BANK Kaohsiung, Taiwan Intern Researcher Study economic, financial, political and social trend and the role of commercial banks, other businesses, exports and business laws, built up the sense of the commercial banking. Helped identifying customer risk factors and control the internal credit risks, enhanced networks and cooperation between risk management sector, marketing sector and auditing sector. Worked closely with financial executive and manager to research in calculating the risk exposure of prospective customers, figured out indicators of potential risk and weakness of certain credits. NATIONAL CHIAO TUNG UNIVERSITY Hsinchu, Taiwan Special Assistant Allocated $75,000 High-Speed Electronic Group research fund, resulted in 97% of fund being utilized. Created financial reports indicating monthly and seasonal expenditures to identify progress and efficiency of researchers. Built strong relationships by providing company-policy rebuilding suggestions and administration assistance with CEOs. Partnered with professors overseas financial agencies to maintain high level of return on professors personal investments. SHIN TA FROZEN FOOD CO., LTD. Taipei, Taiwan Consultant Evaluated sales profit of exports involving tariff versus net income and after- tax profit. Helped identify tax effect in proportion to profit. Suggested and implemented comprehensive strategic-planning process that provided greater definition of target customers. Improved merchandise alignment, resulting in sales boosts and increase of after-tax profits.
2007-2008
2006
Additional:
Proficient in MS Office Suite, C/C++, JAVA, Matlab, MySQL, R, HTML, and AMPL. Fluent in Mandarin and Taiwanese.
YE HUA 436 Sussex Street, 2nd Floor Harrison, NJ 07029 Tel: 608-215-8527 E-mail: harriett888@hotmail.com Education: RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Rutgers Business School GPA: 3.78 Master of Quantitative Finance, May 2010 Newark, NJ
CENTRAL SOUTH UNIVERSITY Changsha China Bachelor of Computer Science, Software Engineering, May 2006 GPA: 3.4 Recipient, University-Scholarship for academic excellence and excellent graduate student Experience: 2009
Java Project Designed a 3-layers Neutral Net to evaluate the optimal weights for predicting the
GDP implemented this model in JAVA

2008 C++ Project Designed an email system using C++, which simulates the real e-mail system BEST POWER TOOLS CO., LTD Zhejiang, China Project Manager Analyzed new business development initiatives and prepared weekly briefings to recommend new investments for company Collaborated with departments to determine the negotiating strategy on business issues such as high return-rate of company products, in order to minimize the loss of money on business and maintain the long-term contracts with business partners for company GRACE SEMICONDUCTOR MANUFACTURING CO., LTD Shanghai, China Application Engineer in I.T. Department Programmed and maintained the library reference of fundmental Functions and Procedures used in developing LOTUS system of company Offered support to the ERP system of company, focusing on the integrated maintenance of information database of material-purchase and products-selling. Developed Gates Priority Approve and Assignment systems, which helped company with managing the safety of confidential research labs CENTRAL SOUTH UNIVERSITY Changsha, China Involved in GIS (Geographical Information System) Development project Analyzed the geography information of mineral reserve to extract the useful data and designed the Cell-Modeling algorithm to improve the precision of evaluation on mineral reserves Programmed and implemented the Cell-Modeling Computing system with C++ and OpenGL, a sub-system in GIS (Geographical Information System) system POWERISE INFORMATION CO., LTD Changsha, China Internship Managed 6 teammates in designing a Human Resource Management System using ASP and C++, a system in order to improve the efficiency in management of human resource for the company Proficient in JAVA, C++, Visio, Excel and VBA Fluent in Chinese and English
2006-2008
2006
2006
2005
Additional:
JAKY JOSEPH 4514 Pine Street, Apt. 404 Philadelphia, PA 19143 Tel: 646-221-5143 E-mail: jaky@rutgers.edu Education: RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Newark, NJ Rutgers Business School Master in Quantitative Finance, May 2010 Vice-President and Treasurer, MQF Student Government Association Recipient, Master in Quantitative Finance Fellowship Guest Lecturer, Seminar in Visual Basic for Applications SWARTHMORE COLLEGE Swarthmore, PA Bachelor of Arts, Economics and Mathematics, May 2006 Recipient, Jerry Wood Memorial Excellence & Leadership Award Recipient, Deans Award Recipient, Swarthmore Scholar Award Recipient, Richard Rubin Scholar Award Member, Dean Search Committee President, Swarthmore African-American Students Society Founding Member, Swarthmore Business Association Experience: 2006-Present
PUBLIC FINANCIAL MANAGEMENT, INC. Philadelphia, PA Consultant Developed multiple secondary market municipal bond tracking models to aid in primary market pricing, evaluate underwriter performance, and evaluate market sentiment. Developed option valuation models using lognormal binomial methods to value embedded municipal bond options, cutting down option evaluation time by half. Advised on over $10 billion dollars of primary municipal bond offerings in various sectors including complex bond transactions in the area of Public Power, Gas Pre-pay, and Tobacco Bonds. Conduct ongoing company-wide training, existing consultant training and training for new consultant hires. Develop, test, verify and internally market new analytical firm-wide models. Provide support on software packages across the firm. Advise local and state government, utility and non-profit clients in the areas of strategic planning, debt management, fixed income derivatives and bond issuances. UNITED STATES TAX COURT, Judge Maurice B. Foley Washington D.C. Legal Intern Researched and analyzed IRS and Treasury Department tax regulations for 4 major cases. Reviewed and proofread daily decisions from the Court. Proofread decisions written by law clerks, law reviews, journals and tax reports. Underwent training in legal writing. Proficient in C++, Java, MatLab, SQL, VBA, XML, Bloomberg, Microsoft Excel and Office, DBC, Mathematica, STATA, Whats Best Linear Optimization, Bloomberg Coursework: Microeconomics, Stochastic Calculus, Analysis of Fixed Income Securities, Object-Oriented Programming, Operations Research Models in Finance, Options, Financial Modeling, Market Microstructure Fluent in French Creole
2005
Additional:
Education:
SONGFEISOPHIELI 107 North 2nd Street Harrison, NJ 07029 Tel: 479-799-8678 E-mail: lsongfei@pegasus.rutgers.edu RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Newark, NJ Rutgers Business School Master of Quantitative Finance, May 2010 GPA: 3.8/4.0 Courses taken included: Fixed Income, Risk Management, Financial Statement Analysis, Options, Financial Modeling, Stochastic Process, Java, C++, Simulation, Numerical Analysis, Investment, Operation Research, Probability with R, Microeconomics SHANGHAI UNIVERSITY OF FINANCE & ECONOMICS Shanghai, China Bachelor of Business Administration, Marketing, June 2008 Recipient, SHUFE Scholarship for academic excellence and outstanding performance President, Public Relations Association
SHANGHAI STAR FUTURES CO. LTD. Shanghai, China Information & Research Department Trainee Analyzed major futures companies data, advanced management of company website to better aid potential clients in purchasing futures portfolio and reducing risks using HTML, Dreamweaver, Flash and Fireworks Identified and compared current correlation between each local merchandise exchange bureau to determine commission charge and target customers Reviewed reports and analyzed price trends for gold and other precious metals to assist clients conducting reasonable financial management using Microsoft Excel SHANGHAI MARRIOTT EXECUTIVE HOTEL Shanghai, China Revenue Management Analyst, Sales& Marketing Department Encoded reservation information from different channels into internal systems language in Marriott for financial processing and accommodation provision Surveyed hotel industry, compared various statistics such as daily, monthly net profit and occupancy to be analyzed for pricing and services using Microsoft Excel Constructed profit budget reports for revenue management analysis using Microsoft Excel and VBA CHINA LIFE INSURANCE COMPANY Xian, China Manager Assistant, Corporation Insurance Department Worked with research strategists and proposed ways to increase company client portfolio by selling life insurance to more than 500 new customers Analyzed case filings and assisted clients to determine insurance compensation using Insurance Risk Model PRICEWATERHOUSECOOPERS LIMITED COMPANY Shanghai, China Summer Intern, Assurance Department Arranged meetings with clients to issue Corporate Confirmation Letter and its associated documents for Receivable Account and Bad Debts Recovery Devised essential documents such as balance sheets, income statements and cash flow statements to assist the Initial Public Offering (IPO) of Shanghai Coal and Chemical Industry Group Co. Assisted senior manager with collection of various financial datas for clients corporations, adjusted Impairment of Assets and Debt Reconstructions to balance the accounts utilizing Microsoft Excel BANK OF CHINA Xian, China Data Analyst, Personal Business& Financial Department Managed personal saving and checking accounts and assisted VIP clients to make feasible strategic investment decisions Involved in several large real estate and automobile project loans to determine the down payment, amortization payment and mortgage

2007
2007
2006
2005
Additional:
Fluent in English and Mandarin Chartered Financial Analyst (CFA) Level II candidate (June, 2010) Programming Languages: C, C++, JAVA, VBA, R Applications: MS Visual Studio, Matlab, Microsoft Excel, Microsoft Access
TINGTING SUO 436 Sussex Street, 2nd floor Harrison, NJ 07029 Tel: 862-368-6781 E-mail: suoting@pegasus.rutgers.edu Education: RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Rutgers Business School Master of Quantitative Finance, May 2010 GPA: 3.97 Newark, NJ
SHANGHAI UNIVERSITY OF FINANCE AND ECONOMICS (SHUFE) Shanghai, China Bachelor of Economics, Finance, June 2008 GPA: 3.68 Recipient, Peoples Scholarship, Excellent Student Awards, Excellent Graduate Awards TOULOUSE BUSINESS SCHOOL (GROUP ESC TOULOUSE) Exchange Student, 2006; International Business Program Experience: 2009
Toulouse, France
TANAKA CAPITAL MANAGEMENT New York, NY Research Intern Involved in fundamental research on public traded securities, provided insight of Chinese securities listed in the U.S., built models on macroeconomic data and did economic analysis Attended one-on-one meeting with managements, asked questions to gain information critical to making investment decision BHF-BANK Frankfurt, Germany Intern Analyzed the stock market based on the profound economic background, prepared a report to provide crucial information in setting up a new bank branch Participated in one M&A case, provided data support, including data acquisition, price comparison, contributed to reaching an accurate value of the target company Attained the knowledge of Fund Management, Risk Analysis, Asset Allocation, Foreign Exchange by talking to the senior managements and working with employees from different departments BANK OF CHINA Liaoning, China Intern Applied the principals of letter of credit to reconciling the exporters documents required by the letter of credit, contributed to the shorter processing time, also exposed to other settlement methods. Contacted international customers on unclear terms, made the communication more efficient and effective
2007
2006
Additional:
Fluent in Chinese (Mandarin) and English Proficient in MS Office Suite; Technical Skills: C++, JAVA, VBA, MATLAB CFA Level II candidate (June, 2010) First Prize of Tsinghua University Winter Camp for students with special skills Vice President, Students Union, School of Finance at Shanghai University of Finance and Economics
107 N 2nd Street Harrison, NJ 07029 Tel: 215-606-8182 E-mail: liwei411@yahoo.com Education: RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Newark, NJ Rutgers Business School Master of Quantitative Finance, May 2010 Courses taken: Financial Modeling, Options, Investment Analysis, Numerical Analysis, Operations Research, Probability, Stochastic Process, Microeconomics, Econometrics Courses taking: Risk Management, Fixed Income, Financial Statement Analysis President, Quantitative Finance Student Association, Rutgers Business School FUDAN UNIVERSITY Shanghai, P. R. China Bachelor of Science, Physics, July 2007 Recipient, Excellent Student Award of Fudan University (1/30 peers) Peoples Scholarship (for 2 years), Natural Science Scholarship (for 4 years) Vice President, Student Union, Physics Department Experience: 2004-2007 NATIONAL LABORATORY OF SURFACE PHYSICS Shanghai, P. R. China Research Member Designed and operated experiments on growth behavior of silicon based metal silicide nanostructures in high-vacuum environment using Scanning Tunneling Microscopy Analyzed data using statistical analysis, calculus, linear algebra in Origin and Matlab Observed rare growth behavior of Au silicide for the first time, improved understanding of forming process of nanostructures and suggested improvement methods for experiments CARRIER CORPORATION Shanghai, P. R. China Pro./E. Trainee of R&D Center Modified and redesigned models of compressor units for air-conditioning systems originated in the U.S. and France, with engineers and drafters, using Pro./E. software Ensured products met local industry standards and customer needs for greater profit DECATHLON SPORTS MEGASTORE Shanghai, P. R. China Sales Assistant Organized and conducted promotional activities in store and in neighboring communities Provided customer service and maintenance of Outdoors Department Helped raise quarterly sales by 15% over previous year, exceeding all other departments BEBEYOND TRAINING INSTITUTION OF JOB HUNTING Shanghai, P. R. China Campus-Marketing Intern Planned and organized lectures and workshops with leaders of university clubs Designed posters and advertisements for magazines independently Helped increase the number of participants for training courses by 100% in 3 months Shanghai, P. R. China HONEYWELL SECURITY CORPORATION Marketing Intern Designed product brochure, introducing new applications and technical parameter Prepared advertisements and display panels, ensuring in-time release Updated customer contact list by making over 250 calls to maintain customer database Working knowledge: Matlab, C++, Java, Excel, VBA, SQL, R, Eviews CFA Level I candidate, December 2009 FRM candidate, November 2009 Multilingual: English/ Chinese (Mandarin)/ French
LI WEI
2007
2007
2007
2007
Additional:
ZHENGPING ZHANG
20 Faxon Dr. Robbinsville, NJ 08691 609-954-0999, zhangaman@yahoo.com EDUCATION: Rutgers, the State University of New Jersey Rutgers Business School Master of Quantitative Finance, May 2010 Newark, NJ
Mathematics: probability and measure theory, stochastic calculus (it's lemma, change of measure, Girsanov's theorem), PDE, financial modeling I & II Finance: fixed income, corporate finance/financial statement analyses, investment banking, asset pricing models, portfolio theory and optimization, derivatives and hedging, risk modeling Statistics: regression analyses, time series analyses, PCA, historical simulation Computations: C/C++, Excel/VBA, MatLab, SAS, numerical analysis Course projects: equity assessments and forecasting, company comparative advantage analyses, IPO, neural network implementation and application by C++, trading strategy backtest with MatLab, risk evaluations with Monte Carlo simulation, SocGen operational risk analysis, PFE/WYE M&A case study University of North Texas Denton, TX Ph.D. in Materials Science and Engineering (May 2004) Dissertation: Synthesis and characterization of special xerogels for microelectronics EXPERIENCE: Ferro Corporation Process Engineer (2004-2008) Penn Yan, NY
Reduced raw material variation by over 90% using statistic methods Modeled in-house production process, identified key parameters for stability by regression Increased clients production yield by technical support, improved customer satisfaction University of North Texas Research Assistant (2000-2004) Denton, TX
Initiated a new process for microelectronics, modeled related materials properties, and its potential impact on devices SELECTED PUBLICATIONS AND PRESENTATIONS: Peer-viewed papers: Z. Zhang, H. Dong, and R.F. Reidy, Copper cation behavior in silica xerogels, Journal of NonCrystalline Solids, 341 (2004) 157-161. H. Dong, B.P. Gorman, Z. Zhang, R.A. Orozco-Teran, M. J. Kim, D.W. Mueller, R.F. Reidy, Reinforcement Mechanism for Mechanically-Enhanced Xerogel Films, Journal of NonCrystalline Solids, 2004. Presentation: Z. Zhang, H. Dong, B.P. Gorman and D.W. Mueller, Reaction Kinetics and Models for Hydrolysis and Polycondensation of Methyl-Functionalized Alkoxides, XIII International Symposium on Organosilicon Chemistry, Guanajuato City, Mexico, August 25-30, 2002. ADDITIONAL: US Permanent Resident
WENRUI ZU 49 S 9th Ave, Apt 2S Highland Park, NJ 08904 Tel: 512-698-8277 Email: wenruiz@pegasus.rutgers.edu Education: RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Newark, NJ Rutgers Business School Master of Quantitative Finance, May 2010 GPA: 4.0 Courses Taken: Investment Management, Risk Management, Operation Research Models in Finance, Options, Fixed Income Analysis, Financial Modeling, JAVA, C++, Stochastic Processes UNIVERSITY OF TEXAS AT AUSTIN (UT. AUSTIN) Master of Science in Information Studies, December 2005 GPA: 3.6 Honor: Catheryne S. Franklin Scholarship UNIVERSITY OF ALABAMA, TUSCALOOSA Master of Art in Art History - Transferred, May 2003 GPA: 3.7 Honor: Graduate Council Fellowship PEKING UNIVERSITY (PKU) Bachelor of Arts in Archaeology, July 1999 Vice President of the Students Union, PKU Honor: Outstanding Academic Record Award Experience: 2006-2008 Austin, TX
Tuscaloosa, AL
Beijing, China
CREATYS ELECTRONICS Edison, NJ Co-founder and Chief Financial Analyst Analyzed market demands, found the relationship between intrinsic value of the commodity and its market price, guaranteed the company to generate positive cash flows 95% of the time. AUSTIN PRESBYTERIAN THEOLOGICAL SEMINARY Austin, TX Intern, Database Designer Analyzed clients requirements regarding Record Management Needs and risk tolerance level, designed the risk management model as well as the data structure for the database. Constructed the database with user-friendly interface using Microsoft Access and VBA, resulting in a 50% decrease in clients data maintenance cost and in a 65% increase in data accuracy by incorporating the errors prevention system into the database. PACIFIC INTL AUCTION CORPORATION, LTD. Beijing, China Vice-manager of Information Management Department Provided technical support to auctions. Analyzed the relationships between the customers expectation, the deal price and the companys profit and built a model regarding risks and rewards, leading to a 10% increase in cash flows of the company for bearing the same level of risk. Proposed and implemented the customers feedbacks tracking system, increased companys revenue by 20% and customers satisfaction by 60%. US Permanent Resident. Candidate of CFA Level II Exam, June, 2010. Proficient in EXCEL Spreadsheet, VBA, AMPL and C++, JAVA, PHP programming language and Database Management System, including Microsoft Access, MYSQL. Fluent in Chinese and English.
2005-2005
1999-2001
Additional:
Rsums
Class of 2011

YUNAN BAO 312 Sussex Street, 2nd Floor Harrison, NJ 07029 Tel: 201-982-3299 E-mail: yunanbao@pegasus.rutgers.edu Education: RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Rutgers Business School Master of Quantitative Finance, May 2011 GPA 4.0 Career Development Liaison Officer Recipient, RBS Fellowship SHANGHAI UNIVERSITY OF FINANCE AND ECONOMICS Bachelor of Computational Mathematics, July 2009 GPA 3.1 President, School Sports Society Recipient, Major Award of Peoples Scholarship BRUNEL UNIVERSITY One-year Exchange Student, June 2008 First Honor Awarded Diploma of Advanced Economics and Finance MOUNT ROYAL COLLEGE Summer School, August 2006 Experience: 2009 New Brunswick and Newark, NJ
Shanghai, China
London, United Kingdom
Calgary, Canada
GUOYUAN SECURITES CO., LTD. Shanghai, China Wealth Management Department Assistant Generated forty daily market reports, covering domestic and oversea stock markets, commodity and bonds. Assisted Dept. Manager with market observation and online stock consultation. Attracted fifty new clients within two months. CHINA EUROPE INTERNATIONAL BUSINESS SCHOOL Shanghai, China Research Assistant Collected 1999-2007 Chinese textile industry data, created series of textile industry price index, modified models, and used Excel to generate financial data. Used Photoshop and Excel to map spatial patterns of domestic passenger transportation for Chinese civil airlines, collected and analyzed 2003-2007 civil aviation industry data. Sorted 1999-2008 economics data for research focusing on exchange rate and international trade. SINCERE GROUP CO., LTD. Hong Kong, China Summer Trainee Program Learned about bullion and foreign exchange markets analysis, and business etiquette. Practiced bullion market mock trading. Helped brokers with market data updates and document preparation. Proficient in Word, Excel, Power Point, VBA and C++ Member of International Association of Financial Engineers CFA Level I Candidate School Soccer Captain, 2nd team in 2006 Six Departments Soccer Competition School Orienteering Team Member, 2nd team in 2007 SUFE Orienteering Competition Member of volunteer organizations, both in China and UK Fluent in Chinese
2008-2009
2007
Additional:
JAYANTHI BHAGAVATHULA 22 Pinfold Court Morris Plains, NJ 07950 Tel: 201-787-9420 E-mail: jbhagava@pegasus.rutgers.edu Education: RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Rutgers Business School Master of Quantitative Finance, May 2011 WICHITA STATE UNIVERSITY Master of Science, Electrical Engineering, July 1998 GPA 3.9 Teaching Assistant, Electrical Engineering Awarded Best Tutor in Mathematics Department Experience: 2006-2009 Newark, NJ
Wichita, KS
DIALOGIC RESEARCH INC (Divestiture from Intel) Parsippany, NJ Senior Software Engineer Promoted to lead and expedite the design and implementation of video processing software to meet the marketing deadline. Facilitated $500K sale of Dialogic software to Nokia by successfully resolving critical issues in the product, resulting in timely deployment of their solution in Europe. Increased product portfolio and revenue opportunities by coordinating customer requirements proposals, gaining buy-in from client marketing and management for their implementation and sale. INTEL CORPORATION (Acquired Dialogic Corp) Parsippany, NJ Senior Software Engineer Secured $25M contract with Avaya for Intel products by analyzing and debugging production issues, providing technical support in the field during and after deployment. Managed and resolved customer technical issues and coordinated with engineering teams to provide action plans, and update the clients with status reports on these issues. Researched, created and proved prototype for conferencing software and led its implementation providing Intel a competitive advantage for creating large conferencing framework. Received Recognition Award for demonstrating initiative and quality, by successfully integrating software in a timely manner, which allowed Intel to sign-off on a critical chip design. DIALOGIC CORP Parsippany, NJ Software Engineer Trained and mentored Field Application Engineers (FAE) to enable them for improved customer interaction, effectively decreasing the customer response time. Increased accessibility to technical documents and applications by initiating and creating a repository for tools, documentation. Proficient in C, C++, Linux, Microsoft Office, and, Microsoft Visual Studio Experience with source control tools such as ClearCase, ClearQuest, and, Continuus Member of The American Finance Association Participated and organized various community events at Dialogic such as blood drive, angel tags for children, park cleaning and electronic equipment recycling events Silver Medalist in National Talent Search Examination (India) for Mathematics
2000-2006
1998-2000
Additional:
YINYUN CAO 88 Quincy Ave. Kearny, NJ 07032 Tel: 201-628-4079 Email: yycao@pegasus.rutgers.edu Education: RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Newark, NJ Rutgers Business School Master of Quantitative Finance, May 2011 Current coursework includes: Optimization, Investment Analysis and Management, Probability and Statistic with R, C++ SUN YAT-SEN UNIVERSITY Guangzhou, China Bachelor of Science, Finance, June 2008 Major GPA 3.45 Coursework covered introduction of financial market, option pricing, financial statement analysis, calculus and linear algebra Recipient, University Scholarship for top 10% students in academic performance Advanced Mathematics Program, ranked the 5th out of all in the college Womens volleyball team of Lingnan College Experience: 2008 KUNMING NANXIANG TEA CO., LTD, Kunming, China Intern, Financial Management Department, Assisted to analyze the financial data (including financial statements, cost of capital and cash flow) of year 2008 and conducted financial ratio analysis to identify the problems in operation management and earning ability. Wrote report to present the conclusion of financial ratio analysis and make recommendation for improvement on earning ability. Forecasted return and cash flow in 2009 and prepared financial budget plan for 2009. KPMG CHINA Guangzhou, China Intern, Risk Advisory Service (RAS) Department Internal control assessing project of China International Marine Containers (Group) Ltd. (CIMC): interviewed with client to understand internal environment, assisted to indentify control weaknesses and documented main control points within COSO Enterprise Risk Management-Integrated (ERM) framework. Reviewed the documents of Walkthrough Test, conducted tests of control and provided evidential support for report recommendations. Prepared materials on COSO-ERM framework, Sarbanes-Oxley Act and internal audit methodology for presenting to clients and drafted the introduction of internal control process.
2007
Computer skills: C++, R, VBA, Matlab, Microsoft Office Additional:
First-Class Prize in Yunnan Province in National Olympic Physics Competition, ranked the 18th out of all over 5000 participants The First Marketplace College Online Business Simulations Competition, won the 5th among the total 250 teams countrywide
ALOK CHOKSI 101 Bleeker Street Newark, NJ 07102 Tel: 201-640-7893 E-mail: alokc@pegasus.rutgers.edu Education: RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Rutgers Business School Master of Quantitative Finance, May 2011 Member, Finance & Investment Club UNIVERSITY OF MUMBAI Bachelor of Engineering, May 2009 Percentage obtained: 68% Event co-ordinator, IETE Member, IEEE committee Participated in the National level cricket at the University level Represented University in Badminton at the state level. Hardware Project: Built a metal detector & interfaced it with 8051 micro-controller using assembly language programming . Experience: 2007 NJ INDIA INVEST (Mutual Fund Advisory) Mumbai, India Intern, Financial Analyst Involved in conducting quantitative research to find Beta & Alpha co-efficient of various mutual funds which included data analysis for the past three years performance of the funds using linear regression technique. It also gave an insight in Modern Portfolio theory. Assisted in creating Portfolio review reports for the investors which included comprehensive analysis of investment both mutual funds & non mutual funds. It also included cash flow reports of fund maturity & dividend-interest report. Worked on a project related to determining the Asset Allocation & helping in Re-balancing of the portfolio based on the market situations & risk profile of the investors using the mean-variance optimization principle. NSEs Certification in Financial markets: Beginners module NSEs Certification in Derivatives market Proficient in Microsoft Office Word, Excel & PowerPoint Proficient in C++ & Matlab Member, IAFE Member, Rotary club Fluent in Hindi Newark, NJ
Mumbai, India
Additional:
BRIAN DELUCA 111 Hastings Place Cinnaminson, NJ 08077 Tel: 609-230-9927 E-mail: btd8t@pegasus.rutgers.edu Education: RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Rutgers Business School Master of Quantitative Finance, May 2011 GMAT 710 Member, Finance and Investment Club Newark, NJ
Quantitative Finance Coursework: Investment Analysis and Management: Evaluated firms that previously declared bankruptcy and assessed whether future bankruptcies are predictable. Concluded that combining previous models with quantified risk level of corporate fraud produces considerably accurate results for judging financially distressed firms.
Object-Oriented Programming: o Constructed computer program in C++ that simulated online banking system by streaming accounts from input file, allowing user to withdrawal, deposit, or transfer money with correct pin number, as well as open and close accounts. o Developed online trading system allowing users to construct portfolios and place orders to buy and sell stocks, and continuously match individual investors orders with best available market orders and vice versa. Probability: Created functions using R for evaluating discrete and continuous distributions and performing hypothesis testing, goodness of fit tests, and calculating confidence intervals.
UNIVERSITY OF VIRGINIA Charlottesville, VA Bachelor of Science, Economics, May 2008 Minor in Mathematics Cumulative GPA 3.2; Major GPA 3.5 Member, Math Club Head Coach, Soccer Association of Charlotesville-Albermarle, 2007-2008 Academic Coursework: Theory of Financial Markets: Analyzed modern porfolio theory, including CAPM and its ability to diversify away individual asset risk and maximize profits, including assessing relevance of beta as judge of finacial risk.
History of Mathematics: Analyzed mathematical foundations of past scientists heliocentric and geocentric models of universe and how mathematical formulas were used to construct theories and predict planetary motion. Proficient in MS Office Suite, C++, and R(S-plus) Familiar with VBA, Matlab, and Java Member, National Association of Business Economics, 2008-Present Member, International Association of Energy Economics, 2008-Present
Additional:
KUNAL GOORIAH 26 Wyckoff Place Franklin Park, NJ 08823 Tel: 732-236-3292 E-mail: kgooriah@pegasus.rutgers.edu Education: RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Newark, NJ Rutgers Business School Master of Quantitative Finance, May 2011 MQF Class President Produced a research paper titled The Effects of Regulatory Decision Making in Financial Markets. Working closely with faculty advisor to generate a publication after additional research. UNIVERSITY OF MICHIGAN Ann Arbor, MI Bachelor of Arts, Economics, 3 Year Graduation, May 2007 Psi Upsilon Fraternity Vice President Phi Chi Theta Business Fraternity Marketing Chair Wrote a macroeconomic research paper entitled The Marshall Lerner Condition and the Southeast Asian Crisis. Thesis was tested with a model of the J-shaped curve, where devaluing currency in the short run would lead to its accelerated appreciation in the long run. Data was collected from the World Bank and regressed in STATA. Experience: 2008-2009 ECHOTRADE New York, NY Junior Trader Learned the intricacies of the day and swing trade, from managing risk to emotions in order to trade for my account within the firm. Allotted $200K buying power for equity and options trades. Studied and became fluent with all aspects of tape reading, types of buyers/sellers affecting the markets, technical indicators embedded within charts, and the interpretation of economic data. Built and implemented quantitative stock & options pricing models to determine fair value of securities and execute swing trades. Developed coefficient correlation algorithms to specifically track momentum of individual stocks relative to sector and market moves. Executed on a daily basis, high volume intraday strategies such as OPGs and MOCs in order to exploit price inefficiencies at the open and close of the market. ARJENT SERVICES, LLC New York, NY Investment Banking Analyst Participated in client meetings with CEOs and CFOs of small cap companies in order to produce company research documents for senior managers. Constructed complex models on OTCBB and private sector companies for deal work regarding PIPEs, M&As, reverse mergers, and LBOs. Developed proprietary quantitative trading algorithms to capitalize on short term technical trading and resultantly managed $2MM in client funds using proprietary algorithms. Gained significant exposure to the Bloomberg Terminal, & Reuters Signal by means of updating and executing proprietary algorithms. FactSet DealMaven, financial training, Certification in Applied & Advanced Financial Modeling NASD Series 7, 63, & 24 licensed Proficient in Excel VBA, C++, Matlab & R New York Semi-Pro Soccer Player
2007-2008
Additional:
PAUL HUZARSKI 29 Shepherd Way Kendall Park, NJ 08824 Tel: 732.501.6026 E-Mail: paulhuzarski@gmail.com Career Objective Education To obtain an internship in a quantitative role that will allow me to begin a career in quantitative finance and which will encompass my academic studies and past experience. RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY School of Arts and Sciences Ph.D. - Economics, May 2012 Analysis of Derivatives, Derivative Markets, and Regulation Rutgers Business School Master of Quantitative Finance, May 2012 Career Liaison Officer Rutgers College B.A. - Economics, Political Science, May 2005 Experience 2008-2009 JOHNSON & JOHNSON, INC. New Brunswick, NJ IT Finance Co-Op Minimized IT financial costs through various studies of expense reports submitted for 2008 Reviewed final end of year profit/loss statements for reporting accuracy Analyzed IT expense reports for employee related costs and minimized these costs through various accounting and mathematical methods Assisted with training and implementation of a new IT finance reporting system RHODIA, INC. Cranbury, NJ Supply Chain Logistics Intern Calculated most efficient shipping routes for shipping chemical products to and from Europe Optimized several supply chain processes through communication and relationship building with new and existing customers Established new business relationships with distributors and marketed chemical surplus products INSTITUTE FOR ELECTRICAL AND ELECTRONICS ENGINEERS Piscataway, NJ Treasury Analyst Constructed systems from the ground up to analyze and track company's retirement mutual fund data as well as entire investment portfolio Performed cash flow forecasting to optimize daily cash positions in several accounts Built regression models using numerical methods in order to improve existing cash flow THE BANK OF NEW YORK New York, NY Hedge Fund Accountant Created structure for accounting of warrants, credit default swaps, and interest rate swaps Prepared all daily and month-end reporting and verified for correctness Ensured all trade activity was properly posted and positions were reconciled Partnered with others in the Fund Accounting department in addressing system-wide problems Expert level user of entire Microsoft Office Suite (all editions) Proficiency in Matlab and Gauss for econometric modeling Proficiency in Microsoft Visual Basic C++ Member of International Association of Financial Engineers (IAFE) Native fluency in Polish and Spanish Professional experience in constructing personal computers and servers New Brunswick, NJ
2007-2008
2006-2007
2005-2006
Additional:
101 Bleeker Street, Room 610A Newark, NJ 07102 Tel: 201-628-4101 E-mail: pengjia@pegasus.rutgers.edu Education: RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Rutgers Business School Master of Quantitative Finance, May 2011 TIANJIN UNIVERSITY OF FINANCE AND ECONOMICS Bachelor of Economics, May 2009 Recipient, University Scholarship for academic excellence President of Sports Department in Student Union Member, the Red Cross City Volunteer of the 29th Beijing Olympic Games Experience: 2008 Newark, NJ
PENG JIA
Tianjin, China
STANDARD CHARTERED BANK (CHINA) LIMITED Tianjin, China Internship CFC (China Franchise Corporation) Department Coordinated with my team to deal with applications for refinancing from clients, analyzed potential risk of clients. Participated a meeting conference with a major client, a prestigious steel enterprise, to seek for a collabration in refinance and wrote a briefing after the conference. Managed the potential risk associated with financing to clients and collaborated with my manager to classify clients into different risk level. Assisted my manager to input financial data based on clients financial reports into KYC (Know Your Customer) system and analyzed the output results to decide appropriate financing method and amount to clients. Collaborated successfully with my team member to accomplish a 2-day outward bound training. TIANJIN FOREIGN TRADE (GROUP) NICHE CO., LTD Tianjin, China Internship Sales Department Negotiated with a large mechanical equipment seller about payment and terms of payment in contract, completed the conference report. Collaborated to open the letter of credit for clients, to verify documents provided and to complete customs declaration, executed a contract successfully with my team. Classified profiles of our clients on the basis of scale and contracts on the basis of time. Proficient in MS Office Suite Proficient in C++, Matlab Fluent in Mandarin
2007
Additional:
JIAN ZHE 645 Devon Street Kearny, NJ, 07032 Tel: 501-305-9586 Email: allenjianzhe@pegasus.rutgers.edu Education: RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Rutgers Business School Master of Quantitative Finance, May 2011 HARDING UNIVERSITY Master in Business Administration, December 2008 Specialization in International Business GPA 3.5 Member, International Business Club SOUTH CHINA UNIVERSITY OF TECHNOLOGY Bachelor in Civil Engineering, May 2005 Minor in Business Management GPA 3.0 Team Leader, Badminton Association Chairman, Chess Association Experience: 2008 Newark, NJ
Searcy, AR
Guangzhou, China
CHINA SECURITIES CORPORATION Guangzhou, China Manager Assistant Collected all the basic economic data from the internet and corporate yearbook in the project Strategy Tuning Induces Opportunities - 2008: Outlook of China economy. Analyzed asset and valuation data, including reviewing supporting documentation and analytical tools such as data and pricing model, indices, yield curves, etc. to validate data and resolve discrepancies and exceptions. Reviewed on how the stock market prices behave to determine the best issuance of securities brokerage services to major clients. Supported in the review and analysis of financial documentation and assisted clients with their registration and issuance of stocks. GUANGDONG MOTORWAY DESIGN INSTITUTE CORPORATION Designer Guangzhou, China Designed all the side slope and guard rail of the Motorway Guangzhou to Feshan. Performed engineering duties in planning, designing, and overseeing construction and maintenance of building structures and facilities. Estimated quantities and cost of materials, equipment, or labor to determine project feasibility. Prepared and presented public reports, such as bid proposals, deeds, environmental impact statements, and property and right-of-way descriptions. Fluent in Mandarin and Cantonese Proficient in AutoCAD, Excel, MS Word, PowerPoint and C++
2005-2007
Additional:
CHINMAY KULKARNI 101 Bleeker Street, Room # 610D Newark, NJ 07102 Tel: 917-499-7203 E-mail: chinmayk@pegasus.rutgers.edu
Education:
RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Rutgers Business School Master of Quantitative Finance, May 2011 Member, Finance & Investment Club UNIVERSITY OF MUMBAI Bachelor of Engineering, Electronics & Telecommunications, May 2009 Event Head, Dimension 5 Technical Festival
Newark, NJ
Mumbai, India
Event Head, Zodiac Cultural Festival Runner up in Virtual Stock Exchange event in Zodiac Cultural Festival Represented college in Cricket at University level Member, Institute of Electrical & Electronics Engineers (IEEE)
Academic Project: The Loop: The Loop is a Mobile Based Social Networking application which allows authorized users to locate other users on a map and has added features like instant messaging and text messaging Raised finances from a wireless solutions company called EnableM for Web hosting and to acquire skills in Adobe Flash Lite and Microsoft SQL Prepared report on feasibility and commercial viability of the project which highlighted cost benefits over regular text messaging Additional: Proficient in MS Office Suite and C++ Familiar with Adobe Flash Lite, Microsoft SQL and Matlab Member, International Association of Financial Engineers (IAFE) Member, Rotary Club Participated in Raising Finances for the National Association For The Blind (India) Certificate courses in Basic Accounting and Finance Principle and Basic Derivatives conducted by Bombay Stock Exchange (India) Undergone training of Tae-Kwon-Do for Green Belt Fluent in Hindi & Marathi
KUANLIN LAI
101 Bleeker Street #72, Newark, NJ 07102 Tel: 917-856-6603 E-mail: colinlai@pegasus.rutgers.edu Education: RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Rutgers Business School Master of Quantitative Finance, May 2011 NATIONAL TSING HUA UNIVERSITY Bachelor of Management, Quantitative Finance, June 2005 GPA: 3.26 (last two year GPA: 3.56) Chief of Program Design, Summer Camp of Q.F. Dept. Captain, Softball Team of Management Department Education Volunteer Experience: 2006-2008 Newark, NJ
Hsinchu, Taiwan
CHINATRUST COMMERCIAL BANK Taipei, Taiwan Financial Consultant Managed total $100 million USD assets and rendered investment advice and financial planning services based on each clients objective, investment experience, and acceptable level of risk Provided advisory on clients portfolios, including mutual funds, FX, fixed income, derivatives, structured notes, and loan deposits. Explored potential clients by analyzing clients credit cards, loans, or mortgages and increased managed pool from $ 70 to $ 100 million USD Provided detailed oriented customer services and increased 20% of new clients by original clients introduction ARMED FORCES (REPUBLIC OF CHINA) Taiwan Second Lieutenant Promoted to an officer and conducted the daily training program of around 120 soldiers Directed the firing of trench mortar in 2006 national drill (Han Guang Drill) MASTERLINK SECURITIES CORPORATION Taipei, Taiwan Intern Prepared researching presentations for internal meetings, worked closely with senior analysts Charged with arranging important internal meetings, coordinating travel and craft media document, including press releases and press packs Proficient in MS Office Suite, C++, Matlab Chartered Financial Analyst (CFA) LEVEL II Candidate Certificate of Proficiency Test for Financial Planning Personnel, Taiwan Academy of Bank & Finance Fluent in Mandarin
2005-2006
2005
Additional:
YUNJIAN LI 721 Jersey Street, FL2 Harrison, NJ 07029 Tel: 617-416-1293 E-mail: yunjian@pegsasus.rutgers.edu Education: RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Rutgers Business School Master of Quantitative Finance, May 2011 Newark, NJ
SHANGHAI INSTITUTE OF FOREIGN TRADE Shanghai, China Bachelor of Economics, Financial Engineering, July 2009 GPA 3.74/4.0 Excellent Undergraduate of Shanghai Institute of Foreign Trade Recipient , Scholarship for academic excellence in all semesters Experience: 2008-2009 NORTHEAST SECURITIES CO., LTD Shanghai, China Financial Planner Assistant Followed developments in petrochemical and metal industries, tracked stock market quotation and future prices of international crude oil and metals, and researched products in these industries. Calculated stock price confidence intervals using fundamental analysis supplemented by technical analysis and accordingly, gave trade recommendations to our clients, most recommended stocks whose prices doubled or tripled in following six months. Partnered in investment management for our clients, mainly on appraising performance of hedging strategies of stock index futures based on optimum hedging ratios calculated with different statistical models, and on optimization of portfolios based on Sharpe Ratio and Sortino Ratio and with concerns on extreme volatility and CVar. Prepared the weekly report about the stock markets in previous week and forecast of the markets in next week. Collaborated to finish the annual investment report 2008 and investment plan 2009 for a VIP client, which was selected as one of the best three. PANZHIHUA NEW STEEL & VANADIUM CO., LTD Sichuan, China Summer Intern, Department of Finance Assisted to work out the semi-annual financial statements. Used DuPont analysis and financial ratio analysis to assist the Chief Officer to assess the financial operation of the company. Grasped the overview of financial management in a public traded company. SHANGHAI INSTITUTE OF FOREIGN TRADE Shanghai, China Research Assistant Assisted the National Natural Science Fund Project: A Genetic Cellular Automaton Model and Its Application to Complexity Study On Hu&Shen Stock Markets. Sorted out history data and catalogued them to fundamental, technical and psychological levels. Supported preliminary data processing tasks on sensitivities and stabilities using Excel. Proficient in MS Office Suite, Eviews, SPSS, C++, VBA Fluent in Chinese
2008-2008
2007-2007
Additional:
NEIL C. LONERGAN 523 Monroe Street Hoboken, NJ 07030 Tel: (832) 326-1720 E-mail: nlonerga@pegasus.rutgers.edu Education: RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Rutgers Business School Master of Quantitative Finance, May 2011 TRINITY UNIVERSITY Bachelor of Science, Chemical Engineering, May 2008 Minor in Economics & Mathematics GPA 3.2 Engineer in Training Certified (E.I.T.) May 2008 Experience: 2009 Newark, NJ
San Antonio, TX
TECHNIP USA, INC. Houston, TX Graduate Engineer, Managerial Rotating Training Program Researched offshore, subsea oil field production technology progression in order to maintain design teams expertise in frontier of deepwater oil field production. Mapped subsea oil field production trends to identify future growth areas and potential revenue sources, as part of an annual department strategy planning. Provided engineering contributions to design meetings held with Chevron regarding development of subsea oil field production system for deepwater oil reserve. ENGLOBAL ENGINEERING, INC. Houston, TX Process Engineering Developed Excel spreadsheet calculating temperature correction factors for material density, in accordance with industry standards, for custody transfer purposes. Conducted client meetings to address operational hazards for multiple petrochemical production facilities and natural gas compressor stations operated by BP America. Conducted preliminary research for Gas to Liquids (GTL) economic feasibility study, covering available technology, technical writing, and process input for proprietary sizing and cost models for assessing viability of this investment for GTL client. RACKSPACE MANAGED HOSTING, INC. San Antonio, TX Facilities Engineering Identified inefficiencies in data storage facility cooling system performance and designed solution to optimize air flow, leading to improved equipment sustainability. Assisted with financial assessments of selling assets and operated proprietary optimizing models to support long-term strategies and maximize revenue from existing company infrastructure.
2007-2008
2006-2008
Additional:
Proficient in fixed-income modeling in Excel and Visual Basic Knowledge of MATLAB, Mini-Tab Statistical Software, C++ Dual Citizenship: United States & United Kingdom. American Sailing Association, ASA 104 Certification: Intermediate Coastal Cruising President, Alpha Lambda Delta Honor Society
JEFFREY M. NIED 155 University Avenue, 1215C Newark, NJ 07102 Tel: 920-296-8083 E-mail: nied@pegasus.rutgers.edu Education: RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Newark, NJ Rutgers Business School Master of Quantitative Finance, May 2011 GPA 3.8 Interests include investment risk management and quantitative research Projects: Brokerage Program: Designed a brokerage system similar to Fix using C++ and simulated trading between internal clients and external orders Securities Analysis: Evaluated pricing, risk, and return of bonds, money market securities, equities, and mortgage backed securities for portfolio optimization Berkshire Hathaway: Investigated acquisition of PacifiCorp with discounted cash flow valuation, industry comparables, and return on equity assessment Krispy Kreme Donuts: Performed financial statement analysis and DCF valuation Nike: Calculated the weighted average cost of capital for the firm JetBlue IPO: Analyzed the company and airline industry to generate the offering price UNIVERSITY OF WISCONSIN-MADISON Madison, WI Bachelor of Science, Electrical Engineering, May 2007 GPA 3.6 Participant, 2007 G. Steven Burrill Technology Business Plan Competition Recipient, Excellence in ECE Engineering Scholarship, 2005 and 2006 Studied the fundamentals of options, futures, forwards, and swaps Experience: 2007-2009 PORTESCAP (A DANAHER MOTION COMPANY) West Chester, PA Sales Engineer Provided technical support of products to customers and regional account managers with onsite visits and conference calls, advancing projects to completion. Calculated the optimal product solution based on customer requirements and collaborated with engineering teams to ensure designs and prototypes were on time. Computed competitive price quotes for customers based on quantity, parts and labor costs, and customer profile while maximizing profit margin. Created sales tools for new and existing products to help the account managers sell better by emphasizing performance features and value against competition. Generated 10 new accounts within 6 months to prototyping stage, exceeding inside sales objectives with $1M potential sales revenue. Analyzed financial and technical data to recommend new clients and projects.
Additional:
Proficient in MS Office Suite and C++ Former languages used: Matlab, Java, VBA, R Member, Rutgers Finance and Investment Club Member, NYSSA, The New York Society of Security Analysts Member, IAFE, International Association of Financial Engineers Volunteer, Community center construction, San Juan del Rio, Mexico, 2009 Volunteer, Community center construction, Tinejdad, Morocco, 2008 Interests include bass fishing, snowboarding, ultimate frisbee, and golf
HENRY QIAO QUAN 312 Sussex Street, Second Floor Harrison, NJ 07029 Tel: 347-727-9367 E-mail: qqiao@pegasus.rutgers.edu
Education:
RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Rutgers Business School Master of Quantitative Finance, May 2011 Member, Finance and Investment Club
Newark, NJ
THE CHINESE UNIVERSIFY OF HONG KONG Hong Kong Bachelor of Engineering, Electronic Engineering, Minor in Mathematics, May 2009 Vice President, Mainland Chinese Students Association Captain, College Basketball Team Experience: 2008 KERRY LOGISTIC Hong Kong and Beijing, China Summer Internship Used MATLAB and Operational Research theories to design a linear model which could increase the efficiency of the goods delivery for clients by 20%. Prepared necessary documents for Customs declaration and Customs clearance. Wrote a report about the working status of the employees and proposed ways to motivate them after investigation, received award from human resources department. TAIYUAN CITY COMMERCIAL BANK Taiyuan, China Summer Internship Captured and pooled relevant historical and newly generated market intelligence in allocated area. Assisted senior analysts to evaluate existing market data and corporation performance so as to support the banks business transactions and performance reviews. Wrote meeting notes following strict timeframes while attending business meetings. Wrote manuals that enabled clients to become familiar with on-line banking system. DEPARTMENT OF ELECTRONIC ENGINEERING, CUHK Hong Kong Research Assistant Group member of a project sponsored by Hong Kong Government for recognizing and simulating different dialects of China. Used MATLAB to reduce the noise of the collected data for better sampling and coupled those signal with simulated signal for further analyzing. Collected and categorized large amounts of voice signal data from speakers.
2007
2007
Additional:
Proficient in C, C++, VBA, MATLAB and R Programming Proficient in MS Office Suite Adept Piano Player, awarded National Level 10 Certification in China College basketball team captain, awarded Best Athletic Team Fluent in Mandarin and Cantonese
STEPHEN KYLE WADE 1180 Raymond Boulevard Apt. 18K Newark, NJ 07102 Tel: 850-322-8284 E-Mail: swade@rutgers.edu Education: RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Rutgers Business School Master of Quantitative Finance, May 2011 GPA 3.5 Member, Finance and Investment Club Newark, NJ
FLORIDA STATE UNIVERSITY Tallahassee, FL Bachelor of Science, Physics, August 2007 Minors, Mathematics and Philosophy (Critical Thinking, Logic) GPA 3.5, Deans List Recipient, Florida Bright Futures Scholarship for academic excellence and community service Florida State University Tennis Club, Vice President Experience: 2008-2009 UPS SUPPLY CHAIN SOLUTIONS Alpharetta, GA Risk Management Associate Designed, updated, and ran monthly claim reports, which allowed management to track annual volume and budget while identifying weaknesses in global operations, leading to a 40% decrease in claim volume. Assisted management in eliminating redundancies and increasing efficiencies in claims procedures helping to ease the acquisition of two other claims departments. Achieved highest audit scores in the organization of electronic and hard copies of claim files due to strict attention to detail. Maintained and built relationships with customers and carriers through quick, effective resolution of claims and subrogation issues helping UPS to retain customers and ease correspondence with third party carriers. Support Staff Associate Organized and built new claim files through collaboration with Support Staff team allowing for a constant high volume of new claims to be distributed to claims examiners in an efficient, useful manner. FSU COLLEGE OF MEDICINE - SSTRIDE PROGRAM Tallahassee, FL Mentor Effectively communicated mathematical and scientific concepts, as well as college application procedures and admissions standards, to local high school students helping the students to achieve their goals of going to college and pursuing analytical careers.
2008
2006-2007
Additional:
Proficient in Microsoft Excel and Word Intermediate C++ Programming (Object Constructors, Data Structures) Basic VBA Member, International Association of Financial Engineers Adult CPR and First Aid Certified
TAO WANG 88 Quincy Avenue Kearny, NJ 07032 Tel: 201-628-4102 E-mail: tawang@pegasus.rutgers.edu Education: RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Newark, NJ Rutgers Business School Master of Quantitative Finance, May 2011 GPA 3.866 Mathematics: Introduction To Probability Finance: Analysis Of Fixed Income, Investment Analysis And Management Computing: Special Topic Objective Programming Academic Projects Online Trading System: Simulated online trading by C++ to enable brokers to receive orders from other servers and manage clients accounts efficiently. Banking System: Simulated banking system by C++ to allow customers to inquire account information, make transactions and open or close accounts. SOUTHERN YANGTZE UNIVERSITY Wuxi, China Bachelor of Engineering, June 2009 GPA 3.87 Core Courses: Advanced Mathematics, Linear Algebra, Probability And Mathematical Statistics, Method Of Calculation, Fundamentals Of Program Design C, Computer Controlled System, Comprehensive Design Of Process Control Engineering Recipient, National Scholarship, SHARP Scholarship for outstanding academic performance and Jiangsu Software Scholarship for programming ability President, The Students Union, School of Communication and Control Engineering Academic Projects The Telemetry & Remote Control SCM based on GSM Messages: Applied VB to the development of a supervisory computer system to monitor the status of the SCM as well as to control the SCM system to send status report via GSM messages to the remote controller. GPRS-based Remote Weighing SCM: Applied C to the development of a SCM control system for a cultivation company to collect remote weighing data via GPRS and store them for further analysis, saving costs by 30%. Experience: 2007-2008 INSTITUTE OF FINANCIAL RESEARCH Wuxi, China Internship Supported the research team with data disposal and analysis of financial reports using MATLAB, such as Sharpe ratio, mean, standard deviation, skewness and Kurtosis. Collaborated in marketing work, such as MBA class promotions, marketing presentations and reception work on the Present Economy of China & New Institutional Economics Summit. Conceived the idea of founding MBA Club and mobilized all members to develop networking. Proficient in MS Office Suite, C, C++, VBA, MATLAB, R Chartered Financial Analyst (CFA) Level I candidate
Skills: Additional:
YIHAN WANG 88 Quincy Avenue Kearny, NJ 07032 Tel: 201-628-4078 E-mail: chelseaw@pegasus.rutgers.edu Education: RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Rutgers Business School Master of Quantitative Finance, May 2011 Newark, NJ
Courses: Investment Analysis & Managementthe analysis of individual investments with special reference to common stock. Security pricing models, critiques of techniques of security analysis. Portfolio selection. Operations Research Models in Financethe use of Operations Research Models in the areas of Risk and Portfolio Management. Object Oriented Programming in Finance IC++ programming. Academic Project: Simulated banking system with C++ to handle user accountssaving accounts, interestbearing checking accounts, and non-interest bearing checking accounting, allowing user to open and close accounts and query transactions. Simulated online trading system with C++ to handle three kinds userslocal broker, client, and guest user, allowing them to check account status by different index, open and close accounts, generate/remove a sell/purchase order and make transaction. UNIVERSITY OF INTERNATIONAL BUSINESS AND ECONOMICS School of International Trade and Economics Beijing, China Bachelor of Economics, International Trade and Economics, July 2009 Recipient, Scholarship for academic excellence and community service Vice Minister, Academic Department in Student Union Member, Social Practice Missions Experience: 2008-2009 WEBER SHANDWICK Beijing, China Intern, Healthcare Team Assisted consultant to plan and implement Hemophilia Center Launch News Release Conference and Plant Expansion Ceremony of Bayer. Analyzed, translated, and sorted out media information and press releases with Excel to identify future target media. Main clients included Bayer and Pfizer Pharmaceuticals. CONVOY FINANCIAL SERVICES LIMITED Hong Kong, China Summer Associate, Personal Finance Division Won 1 Million Investment Competition by providing technical analysis on portfolios and maximizing profit that yielded 220% return rate. Completed China-Hong Kong Internship Training Program, acquiring practical knowledge regarding funds, investment and financial planning practice, etc. THE COCA-COLA COMPANY Beijing, China Team Member, Coca Cola Campus Sales Program Marketed beverage products within certain area of UIBE, winning the second prize in sales competition. Evaluated daily sales performance through statistics and analysis of daily sales statements, and assisted in planning marketing strategy. Proficient in MS Office Suite and C++ Chartered Financial Analyst (CFA) Level I candidate
2007-2008
2007-2008
Additional:
ISURU WIJEYARATNE
780, Bevier Road, Russell Apartments Piscataway, NJ 08854 Tel: 732-725-8708 E-mail: isuruw@pegasus.rutgers.edu
Education:
RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Newark, NJ Rutgers Business School Master of Quantitative Finance, May 2011 GPA 4.0 Research Assistant Valuation of mid market service and manufacturing firms in USA Recipient of Quantitative Finance Fellowship for year 2009/2010 Subjects such as Asset Pricing Theory, Operations Research, Econometrics UNIVERSITY OF MORATUWA, SRI LANKA Moratuwa, SRI LANKA School of Engineering Major in Computer Science and Engineering (Honors), April 2006 GPA 3.68 Student representative for the Department of Computer Science and Engineering Microsoft Student Ambassador Instructor Programming in C++ Subjects such as Object Oriented Programming, Software Architecture, Parallel programming
Experience: 2007 2008
MILLENNIUM INFORMATION TECHNOLOGIES Malabe, SRI LANKA Business Consultant / Analyst Capital Markets Surveillance Developed a surveillance and compliance platform for financial markets in USA, UK, Asia, Africa and the Middle East which brought in revenue of over 2 million dollars. This product is currently owned by London Stock Exchange. Responded to Request for Information (RFI) and Request for Proposal (RFP) documents sent out by stock markets (LSE, KSE, NSE, IMX, CSE, ICAP and Rainbow project) to upgrade or purchase surveillance and compliance platforms which resulted in clients and a successful acquisition by LSE. Developed the new product Market Replay 2.0 for the firm that enabled the client to replay and review the market at a comfortable pace to analyze trades and other activities such as announcements, quotes and instrument updates. This product is now owned by LSE with its implementations in AMEX, ICAP, NSE, CSE and IMX. Delivered product demonstrations to prospective stock exchanges which resulted in clients such as NSE, CSE and ICAP and an acquisition of the company by LSE. Carried out trainings in derivatives and surveillance related functionalities for the consulting, development, testing and support service groups to enhance the financial market knowledge within the firm. Business Analyst Automated Trading Platform Modeled fixed income instruments (US Bonds, UK Bonds, TIPS, Euro Bonds, US Notes), Futures (WTI crude oil and natural gas), REPO, Synthetic instruments, Straddles and Interest rate swaps for an automated trading platform for ICAP Developed and tested matching algorithms such as implied orders, flash orders, only best, workup Developed an automated trading system for simulation purposes and to train the employees. Programming Languages: C#, C++, JAVA, .NET, ASP.net Software and Operating Systems: Bloomberg, Matlab, R, Visual Studio suite, Eclipse, Eviews, SQL server, MySQL, MS Office suite, Windows, Unix, Linux, Solaris Chartered Institute of Management Accountants (CIMA - UK) Publication: Identification of behavioral relationships among participants of financial markets to detect unethical and unfair trading through derived intelligence Member, IAFE (International Association of Financial Engineers)
2006 2007
Computer Skills
Additional:
XUHUI WU 425 Mt. Prospect Avenue, Apt 516 North Newark, NJ 07104 Tel: 516-582-5709 Email: xuhuiwu@pegasus.rutgers.edu
Education: RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Newark, NJ Rutgers Business School Master of Quantitative Finance, May 2011 GPA: 3.9 Major Courses Investment Analysis & Management: This course introduces the analysis of individual investments with special reference, security pricing models, and portfolio selection. Operations Research Models in Finance: This course teaches students the use of operations research models in the areas of risk and portfolio management. Object Oriented Programming in Finance: This course teaches the student to be able to develop c++ functions and classes for independent and interrelated economic models. Academic Projects Simulating online trading system: Used c++ programming to establish a simulation of online trading system to execute the securities trades by constructing c++ functions, classes and pointers, and using some business logic. FUDAN UNIVERSITY Shanghai, China Bachelor of Finance, July 2009 GPA: 3.3 Secretary of Student Union in Economics College Volunteer team member in Economic College served for Shanghai Science and Technology Museum Academic Projects Investment Research of HSBC: Used macroeconomics analysis (PEST model), industry analysis (competitive analysis), financial statements analysis (financial ratios, DuPont system) and technical analysis (moving average lines) to evaluate the value of HSBC stock, then gave the investment suggestion of cautious holding and long-term investment. Research of RMB exchange rate: Established an econometric model (multivariate linear regression equation) by Eviews Software to analyze the economic factors affecting the exchange rate of RMB to US dollar and evaluate their effect degrees, then designed some feasible methods to control it such as decreasing the trade surplus. Experience: 2008 AGRICULTURE BANK OF CHINA Shanghai, China Summer Intern Identified the credits of house loan applicants by reviewing their salary statements, deposit certificates and credit records, and used Excel to calculate the monthly payments of a mortgage on the floating interest rate. Made foreign exchange trading through bank interior computer system for the import and export firm clients between their RMB accounts and foreign currency accounts in the international trade, and made the trading records in the exchange control department through the Internet. Used bank interior computer system for daily bill clearing and account settlements for average 10 companies and 200 bills every day in the corporate client office. Proficient in MS Office Suite and C++ programming Chartered Financial Analyst (CFA) Level I candidate Excellent team work spirit: the team leader or member of many case studies and activities Fluent in Mandarin
Additional:
YALONG YANG 88 Quincy Avenue Kearny, NJ 07032 Tel: 201-628-4210 E-mail: yalong@pegasus.rutgers.edu Education: RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Rutgers Business School Master of Quantitative Finance, May 2011 CENTRAL UNIVERSITY OF FINANCE AND ECONOMICS Bachelor of Economics, May 2009 GPA 87/100 Experience: 2009 Newark, NJ
Beijing, China
ERNST AND YOUNG Beijing, China Financial Services Associate Trained with audit methods and operation of auditing software in order to deal with professional job. Joined in audit programs for two globe corporations, learned transfer pricing and corporate valuation. Took responsibility to send confirmations, settle notes and check invoices. Accomplished revenue test and payroll test independently, verified reasonability of new data. INDUSTRIAL AND COMMERCIAL BANK OF CHINA (ICBC) Beijing, China Assistant of financial Officer in Financial Credit Management Sector Trained with credit procedure, researched about credit assessment and risk control. Analyzed risk of credit qualification by knowledge of statistics and finance. Raised ways of Risk Funds Averse for an import and export company. BANK OF CHINA Changchun, China Assistant of financial Officer in Risk Management Sector Participated in discussion and research of credit program. Assisted department manager to analyze and solve liquidity shortage of components supplier for the First Automobile Works (FAW). Raised ideas about Supply Chain Finance and Accounts Receivable Pledge Loans. Learned bank operation and principles of risk management. COMMISSARY IN CHARGE OF STUDIES OF UNIVERSITY Project Manager Managed the cooperation between CUFE and YBM Ltd. In Korea, organized over 200 students to participate in MOS Microsoft Skill Contest. Organized academic exchange activities in CUFE 3rd Academics Festival. Assisted department manager to analyze and solve liquidity shortage of components supplier for the First Automobile Works (FAW). Arranged agenda for 2007 Debate Contest at CUFE, contacted professor, assigned staff on the spot. Participated the 2007 China Undergraduate Mathematics Contest as a representative of the university. Proficient in MS Office Suite CFA Level 1 Candidate Programming language: R,C++ , VBA
2008
2007
2007
Additional:
CHENGDA ZHANG 422A Warren St. Harrison, NJ 07029 Tel: 718-838-8760 E-mail: chengda@pegasus.rutgers.edu Education: RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Rutgers Business School Master of Quantitative Finance, May 2011 Recipient, Master of Quantitative Finance Fellowship STONY BROOK UNIVERSITY Bachelor of Arts in Biological Sciences, August 2009 FUDAN UNIVERSITY Bachelor of Medicine, June 2006 Recipient, Fudan University Peoples Scholarship for academic excellence Experience: 2007-2009 Newark, NJ
Stony Brook, NY
Shanghai, China
STONY BROOK UNIVERSITY Stony Brook, NY Research Assistant Used Microsoft Excel to generate statistical models to analyze research data, back-test old data, and propose working models for future use. Used programming languages, such as C++ and Excel VBA, to generate data on the movement and growing cycle of microorganisms. Strategized with advisors about feasibility of potential research projects in microorganisms and drafted a set of proposals. Collaborated with other laboratories in joint projects, such as optimization of research techniques and advanced the knowledge of human fungal organisms. Teaching Assistant Instructed undergraduate students with biological experiments to resolve any technical difficulties. Gave laboratory work presentations to help students understand basic ideas and knowledge in molecular biology research. Corrected students homework, laboratory reports and examinations. SHANGHAI ZHONGKONG AUTOMATION SYSTEM COMPANY Shanghai, China Assistant Analyst Analyzed profitability and earning prospects of different industrial products and gave suggestions to other departments of the company in terms of target products selection and marketing strategies. Participated in ongoing product training to have an understanding of features of various kinds of industrial electrical products. Advised sales department of potential market of certain products and increased revenue for the company by 20%. Marketed electrical products to clients for promotion opportunities. Wrote manuals that enabled clients to become familiar with new industrial products. FUDAN UNIVERSITY Shanghai, China Research Assistant Worked on a joint project with Finance Department of the university and analyzed data on peoples investment styles and their ages by employing Excel and statistical software Stata, contributing to the idea of targeting different investing products to people in different age groups.
2006-2007
2005-2006
2004-2005
Additional:
CFA Level 1 Candidate with solid equity, fixed income, and derivative knowledge Proficient in MS Office Suite, C++, Java, VBA, R, Stata Projects of C++ and Java: Simulated Banking System, Simulated Trading System Fluent in Mandarin Chinese
XIAO ZHANG 88 Quincy Avenue Kearny, NJ 07032 Tel: 201-628-4071 E-mail: xiaozh@pegasus.rutgers.edu Education: RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Newark, NJ Rutgers Business School Master of Quantitative Finance, May 2011 Current curriculums include: Microeconomics Theory, Operation Research Models in Finance, Probability and Statistics, Investment Analysis and Management, Special Topic Objective Programming. XIAMEN UNIVERSITY Xiamen, China School of Mathematical Sciences Bachelor of Mathematics & Applied Mathematics, May 2007 Voted as commissary in the University Organization Department. Won the Honor of Outstanding Individual in the Military Training of Xiamen University. rd Executed as the Vice Director in the 3 academic year. Ranked the No.5 Excellent Team in the Interdisciplinary Contest of Modeling Awarded scholarship due to academic performance and enthusiasm in activity. Experience: 2007-2008 BANK OF CHINA LIMITED Shenyang, China Global Markets Financing & Product Consultant Conducted analysis of international finance product and recommended appropriate product which satisfied the client demand. Scored well in consultation by clients. Mastered operating Transaction of Import Letter of Credit and Spot Exchange Transaction. Recognized finance systematically and served in a team which launched a series of customer-oriented programs to expand sphere of business. Cooperated with team members to collected data, managed and analyzed the total information and successfully completed the annual report of year 2007. Proficient in MS Office Suite Created C++ program which simulate the trade system in bank. Capable of using Matlab, VBA and statistics software SPSS. Won the Second Price in Worldwide Exhibition of Paintings which held in Turino, Italy. Exhibited a work of sketch in gallery , Yokohama, Japan Ranked Top 16 in Contest of 5 men City Soccer which is held in Shenyang, China Fluent in Mandarin
Additional:
TINGTING ZHOU
511 Kearny Avenue Kearny, NJ 07032 Tel: 201-628-4109 E-mail: tingzhou@pegasus.rutgers.edu
Education:
RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY Rutgers Business School Master of Quantitative Finance, May 2011 NANKAI UNIVERSITY Bachelor of Science, Mathematics and Applied Mathematics, June 2009 Recipient, Individual Scholarship from Nankai University
Newark, NJ
Tianjin, China
WOLFRAM RESEARCH, INC. Shenyang, China Internship Cooperated and Coordinated with the localization team to deal with the algorithms, Symbolic computation, and the other capabilities of Mathematica software. Built up 15 pages of localized Mathmatica knowledge database such as tooltip.nb. Added information of Mathematica usage to perfect the glossary of Mathemaica software. Understood and dealt with advanced and new Mathematical and physical functions with their scope, applications, and relations in Mathematica language. Assisted Wolfram Research, Inc in making its first Chinese version Mathematica software. INDUSRIAL AND COMMERCIAL BANK OF CHINA Shenyang, China Internship Department of Financial Management Profiled customer need, referred customers to the appropriate service provider and provide customized service and recommendations to customers. Classified and analyze the risk preference of individual customers and recommend appropriate financial products on the basis of their preference on risk and expected return. Explained the product yield, product type, and the different types of risk to the customers. Collaborated with the manager to strategize and plot ways to meet clients satisfaction. Proficient in MS Office Suite, Microsoft Visual Studio C++, PuTTY, R, SAS, Mathematica and Matlab Native fluent in Mandarin
2007-2008
Additional:
Course Offerings

Course Offerings:
Core Courses:
Applied Stochastic Processes (26:960:580) Econometrics (26:220:507) Financial Institutions & Markets (22:390:604) Financial Modeling I (22:839:571) Financial Modeling II (22:839:662) Fundamentals of Career Planning (22:135:583) Introduction to Finance Introduction to Probability (26:960:575) Investment Analysis & Management (22:839:603) Microeconomics (26:220:501) Numerical Analysis (22:839:510) Object Oriented Programming in Finance I (22:839:614) Object Oriented Programming in Finance II (22:839:615) Operations Research Models in Finance (26:711:685) Options (22:390:609)
Elective Courses:
Advanced Econometrics (26:223:655) Advanced Financial Management (22:390:605) Analysis of Fixed Income Securities (22:390:611) Applied Portfolio Management (22:390:658) Credit Derivatives (16:642:611) Empirical Finance (26:390:668) Financial Management (22:390:587) Financial Statement Analysis (22:390:613) International Capital Markets (22:390:606) Investment Banking (22:390:654) Portfolio Management (22:390:608) Risk Management (22:390:670)
Course Descriptions: Core Courses:

Applied Stochastic Processes (26:960:580) This course reviews probability theory with emphasis on conditional expectations, Markov process, Poisson process, continuous-time Markov chains, renewal theory, martingale theory and stochastic calculus such as Ito's lemma, Browian motion, and related topics. (Pre-requisite: 16:960:582 or equivalent) Econometrics (26:220: 507) Statistical techniques for the analysis of models applicable to economic data and their application to management problems. Financial Institutions & Markets (22:390:604) Presents a detailed overview of the theory and institutional features of the U.S. financial system. Provides a comprehensive review of U.S. financial markets. Covers a survey of flow-of-funds data and U.S. financial markets and institutions, capital market theory, financial factors and economic activity, theory of the level and structure of interest rates. Prerequisites: 223:581 or 223:521; 223:591 or 223:520; and 390:587 or 390:522. Financial Modeling I (22:839:571) This course is the first of the two-course sequence in financial theory for Ph.D. and MQF students. The course surveys the fundamental assumptions and the analytical techniques of the modern finance theory. It builds a foundation for the study of higher-level courses in investment theory and corporate finance. Topics include capital market equilibrium models, risk analysis using utility theory, state preference theory, portfolio selection, market efficiency, and empirical tests of asset pricing models. Financial Modeling II (22:839:662) This course covers continuous time finance, similar to an advanced Ph.D. course in asset pricing. It follows Financial Modeling I which covers discrete time finance and continues with continuous time financial theories. Topic-wise, it covers basic theories (backward and forward equations, change of measure, state pricing, arbitrage pricing, martingales), derivatives pricing (Black-Scholes model, Heston model, Geske model, Merton-Rabinovitch model), term structure of interest rates (Vasicek model, CIR model, HJM model, Hull-White model), multi-factor models (Chen-Scott model, Bakshi-Cao-Chen-Scott model, Duffie-Pan-Singleton model), credit derivatives (Jarrow-Turnbull model, Duffie-Singleton model) and some numerical methods (binomial model, finite difference methods, Monte-Carlo). Interested students can get a good idea from the following books: Merton Continuous Time Finance, Duffie - Dynamic Asset Pricing Theory, Ingersoll - Theory of Financial Decision Making, and similar others. Fundamentals of Career Planning (22:135:583)
These seminars are designed to provide students with an overview of the services offered by the Office of Career Management (OCM). It will also introduce students to the Rutgers Business Schools Career Development Program (CDP), including a presentation focused on business etiquette essentials and a timeline of scheduled events. Introduction to Finance The course will focus on key concepts in Finance such as the time value of money, the relationship between risk and return, and asset pricing / valuation theories. In addition, some practical institutional knowledge will be discussed. Introduction to Probability (26:960:575) This course covers set theory, sample spaces, events, probability functions on sample spaces, combinatorial methods, conditional probability, Bayes' theorem, Markov chains (if time permits), random variables and distributions (discrete, continuous, mixed, multivariate), conditional distributions, functions of random variables, expectations (mean, variance, covariance, correlation, moments, conditional expectations), moment-generating functions, inequalities (Chebyshev, Jensen), limit theorems (laws of large numbers, central limit theorem), large sample approximations (Poisson and normal to binomial, normal to Poisson, normal to the t- distribution, etc.), special distributions (Bernoulli, binomial, multinomial, geometric, negative binomial, hypergeometric, Poisson, exponential, gamma, beta, t, normal and multivariate normal, and chi-square. Investment Analysis & Management (22:390:603) Provides overview of the fields of security analysis and portfolio management. Introduces the analysis of individual investments with special reference to common stock. Covers nature of financial markets, security pricing models, critiques of techniques of security analysis. Introduces problems of portfolio selection. Designed for the finance major who is interested in the security/investment area as a possible career. Microeconomics (26:220:501) These courses survey and apply consumer theory, theory of the firm, decision making under uncertainty, elements of marginal analysis, risk analysis to problems in demand analysis, production, cost, market structure, pricing, and an introduction to non-cooperative game theory with applications to economic problems with asymmetric information. Numerical Analysis (22:839:510) This course derives, analyzes, and applies methods used to solve numerical problems with computers; solution of linear and nonlinear algebraic equations by iterations, linear equations and matrices, least squares, interpolation and approximation of functions, numerical differentiation and integration, and numerical solutions of ordinary differential equations. Object Oriented Programming in Finance I (22:839:614) & II (22:839:615) C++ is a higher level computer language with multiple personalities. The objective for this two part course is for the student to become proficient in C++ programming so as to be able to develop c++ functions and classes for independent and interrelated economic models via parametrization and/or class interrelation. Topics will include data structures from the simple
data types and matrices to interrelated classes and inheritance; standard mathematics libraries, logic and processing from simple conditionals to iteration and multitasking and the various forms of parametrization. Operations Research Models in Finance (26:711:685) This course teaches students the use of Operations Research Models in the areas of Risk and Portfolio Management. Options (22:390:609) Introduces the rapidly developing markets in futures and options. Subjects include the nature of such markets, the pricing of instruments in the markets, and the use of such instruments by both speculators and hedgers.
Elective Courses:
Advanced Econometrics (26:223:655) Simultaneous equation models, seemingly unrelated regressions, autocorrelation, ARIMA models, and nonlinear estimation. Applications of such techniques to theoretical and empirical problems. Advanced Financial Management (22:390:605) Examines the problems faced by the corporate financial manager on the theoretical, analytical, and applied level. The impact of the financing decision upon the value of the firm is analyzed. Theoretical and analytical aspects of the capital budgeting decision. An analytical framework is presented to evaluate leasing, bond refunding, and mergers and acquisitions. Theories of corporate governance are discussed. Analysis of Fixed Income Securities (22:390:611) This course is designed to explore the investment characteristics, pricing, and risk/reward potential of fixed income securities. The securities covered include bonds---with and without embedded options, mortgages and mortgage-backed securities together with their derivatives such as collateralized mortgage obligations (CMO's), income-only (I0's) and principal-only (PO's) strips, interest rate swaps, and interest rate futures and option contracts. In addition this course will explore the strategies for investing in portfolios of fixed income securities. Prerequisites: 390:587 or 390:522; and 390:603. Applied Portfolio Management (22:390:658) This course teaches students how to create and manage on a continuing basis and actual portfolio that meets the needs of a client. At most, seven students will be accepted to this course. Credit Derivatives (16:642:611) In addition to equity, interest rates, FX, and commodity derivatives, credit derivatives play an increasingly important role in financial markets. The course will include a review of jump
processes; the basic theory of single name credit derivative modeling; structual, reduced form or intensity models; credit default swaps; default correlation, multiname credit derivative modeling; top down versus bottom up models; basket credit derivatives; collaterized debt obligations; and tranche options. The goal of the course is to cover most of the material in "Credit Risk Modeling" by David Lando (Princeton University Press, 2004) or "Credit Derivatives Pricing Models" by Philipp Schonbucher (Wiley, 2004). Empirical Finance (26:390:668) The application of econometric techniques to the empirical study of finance and financial economics, especially the examination of weak effects with very large samples. Among the topics examined are measurement problems in event studies, the effects of anomalies in reported prices on computed returns, and how to deal with those effects. After completing this course and Advanced Econometrics, the student should be able to evaluate critically both proposed and published studies and will become adept at designing his or her own studies. Financial Management (22:390:587) Provides a general survey of the field, including the basic principles of corporate finance, financial markets and institutions, and investment theory. Corporate finance topics covered include: the objective of financial management, valuation of assets and associated problems in the valuation of the firm, acquisition of long-trimester assets (capital budgeting), management of short-trimester assets, capital structure and financial statement analysis. Financial markets and institutions studied include money markets, stock and bond markets, derivatives and the banking system. Investment analysis topics include portfolio theory and asset pricing models. Financial Statement Analysis (22:390:613) This course presents techniques for analyzing a firms current and projected financial statements for the purposes of credit analysis, security analysis, and internal financial analysis, cash flow forecasting, time series analysis, discriminant analysis, and event studies. Topics covered include: financial distress prediction, evaluation of sort-term and long-term loan requests, financial evaluation of new products and start up firms, the impact of accounting information on security returns, determinants of bond ratings and yields, and the reliability of historical and forecasted accounting data. A working knowledge of spreadsheet analysis is expected. Special emphasis is placed on acquiring data from printed and computer databases and an introduction to specialized online databases and the Internet. International Capital Markets (22:390:606) Offers an understanding of the international financial structure and studies its impact on business and individuals in various nations. Topics include the study of the adjustment mechanism used by nations to solve balance of payments difficulties, the examination of international liquidity and the new techniques being developed to replace gold; and a brief look at the implications of these developments in guiding the international operations of banks, other financial institutions, and business firms. Investment Banking (22:390:654) This course covers the effective integration of financial theory and practice and explores the rapidly evolving theory of finance as it relates to a corporations investment in assets and finance. We will also cover financial analysis and reasoning applied to problems faced by
management. Topics include: mergers and acquisitions, leasing, project finance, the art of negotiating, securities industry, and financial engineering. Caricom, Aesean, and examine attempts elsewhere, such as the Middle East, China, Japan, and other Asian territories. Students develop projects on contemporary themes. Portfolio Management (22:839:608) Comprehensive coverage of the theory and practice of money management as well as in-depth analysis of the theory and practice involved when securities are combined into portfolios. Like 390:603, the course is designed for finance majors interested in a career in money management. Prerequisites: 223:581 or 223:521; 223:591 or 223:520; 390:587 or 390:522; and 390:603. Risk Management (22:390:670) This course introduces fundamental principles and techniques of financial risk management. Topics include the role and function of risk management in investments; categories of financial risk: market, credit and operational risk; regulatory issues of risk management; models and measurement of risk; tools and techniques of risk management: P&L models, value-at-risk, expected shortfall, extreme value theory, regression techniques, Monte-Carlo simulation, and Dempster-Shafer model; stress testing and maximum loss theory; and model risk: model validation in practice, term structure models and volatility models. Internships/Independent Studies Students are strongly encouraged to have an internship during the break from mid-May to lateAugust in the first year. Students will work in a financial firm to receive practical training in real market environments. The types of training may include implementation of trading strategies for equities and currencies, analysis of stocks and bonds, identification of mispriced securities, validation of pricing models for options and other derivative assets, risk analysis and management, and forecast of financial variables. Students will receive one credit from the internship. The course is graded as Pass/Fail.

Rutgers MQF Resume Books Regular Employment and Internship March2010

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Rutgers Business School Newark & New Brunswick Master of Quantitative Finance Program

Department of Finance & Economics 1 Washington Park Newark, NJ 07102

Yangru Wu Professor of Finance Director, Master of Quantitative Finance Program

Department of Finance & Economics 1 Washington Park Newark, NJ 07102

Proficient in MS Office Suite. Proficient in programming using C/C++. Fluent in Russian.

GDP implemented this model in JAVA

Department of Finance & Economics 1 Washington Park Newark, NJ 07102

London, United Kingdom

Computer skills: C++, R, VBA, Matlab, Microsoft Office Additional:

Experience: 2007 2008

Department of Finance & Economics 1 Washington Park Newark, NJ 07102

Course Descriptions: Core Courses:

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