LING [William] WU
61-30 Palmetto Street
Ridgewood, NY 11385
Email: lw429@nyu.edu
Phone: 1-718-386-3878
CAREER OBJECTIVE
To obtain a challenging entry-level quant position/ internship involving data modeling, programming and
researching that enables me to learn the financial industry and allows for advancement.
EDUCATION
NEW YORK UNIVERSITY
The Courant Institute of Mathematical Sciences
MS in Mathematics in Finance, Candidate – January 2003
 Emphasis: Professional training on quantitative and computational modeling applied to
derivative securities valuation, portfolio structuring, risk management, and scenario simulation.
UNIVERSITY OF KENTUCKY (1999 – 2001)
PhD Candidate
MS in Applied Mathematics
 Emphasis: Numerical Analysis; Operational Research & PDE
MS in Economics, Gatton School of Business & Economics
 Emphasis: Econometrics; International Finance; Risk management & Statistics
RENMIN (PEOPLE’S) UNIVERSITY OF CHINA (1994 – 1998)
BA in International Economics
 Graduated with Honors
 Excellent Undergraduate Student Award of Beijing City
PROJECT
SWAP++
Courant, New York University (2001)
The project covers a broad range of tools for financial products such as yield curves, swaps and
convertible bonds. Source code is available in C++ and Java. The applications include
· Computing yield curve and Cash Flows
· Pricing interest-rate swaps and amortizing interest rate swaps
· Pricing Treasury Bonds
· Building stock underlings and binomial Tree for the evolution of the stock price
· Pricing convertible bonds
· Performance study
THE SURVIVORSHIP IN FINANCIAL MARKET, AN ANALYSIS USING GENETIC ALGORITHM
Courant, New York University (2001)
This project studied the hypothesis of survivorship in financial market and provided a simulation
using genetic algorithm. Source code is available in Perl.
A MARKET WITH THE NO SHORT-SALE RESTRICTIONS
Working paper , with Hong Song, University of Kentucky(2001)
This paper studied the equity market of China to investigate the mechanism and effect of its no
short-sale restrictions. An empirical analysis based on the major stocks is provided.
COMPUTER SKILLS
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C/C++, Fortran, Perl, Visual Basic, Java, SQL, HTML, ASP
SAS, Stata, MATLAB
Numerical computations involving PDE, ODE, and stochastic-DE
Professional experience with MS Office and SAP platform
Very familiar with Unix, Linux, and various Windows platforms
LING [William] WU
61-30 Palmetto Street
Ridgewood, NY 11385
Email: lw429@nyu.edu
Phone: 1-718-628-6899
PROFESSIONAL EXPERIENCE
PROCTER & GAMBLE
Financial Analyst (1998 – 1999)
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Consolidations, budgeting and profit/tax planning; modeling and maintaining
spreadsheets/database and intranet-reporting system among 6 subsidiaries in Greater China
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Transfer Pricing and Risk Exposure Calibrating between US/Asia for 4 key brands (Tide, Olay,
Pantene and Rejoice); Designing MS Access structural database generating from SAP/R3 shared
by 13 branches.
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Designing and Maintaining of Interactive On-line Corporate Training Program on transfer
pricing and tax regulations.
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Researching on the US, PRC, HK, TW currency exchange policy and corresponding risk and tax
reduction opportunities for P&G FX trading/inter-company money pool schedule.
REUTERS (1997)
Summer Associate (intern)
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Economic policy report and daily regional stock market review.
SHANGHAI FUTURES EXCHANGE (1996)
Junior Trader (intern)
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Support Senior Trader in domestic mineral and agricultural commodity futures market.
TEACHING EXPERIENCE
UNIVERSITY OF KENTUCKY, DEPARTMENT OF MATHEMATICS
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Instructor, “College Algebra” Summer 2001
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Instructor, “Calculus III” Spring 2001
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Instructor, “Calculus II” Fall 2000
AFFILIATION
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Member, American Mathematics Society
Member, International Association of Financial Engeneer
Member, Internaiional Webmaster Assoiciation
Chair, Student Government, People's Univesity of China, Department of International
Economics