Newport Parkway 30, Jersey City, NJ ■ (551) 227-1236 ■ yun.qi@nyu.edu
NEW YORK UNIVERSITY
The Courant Institute of Mathematical Sciences
MS in Mathematics in Finance (Expected – Dec 2016)
New York, NY
• Finance: Black-Scholes, Greeks, risk and portfolio management, VaR, CAPM, regression
• Mathematics & Computing: object-oriented design in Java, data structure, stochastic calculus
WUHAN UNIVERSITY
BSc in Mathematics & BA in Finance, GPA: 3.9/4.0 (Sept 2011 – Jun 2015)
Wuhan, China
• Courses: corporate finance, systemic risk, analysis, algebra, probability, statistics, econometrics
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Honors: Outstanding Graduate of Wuhan University (top 5%); Meritorious Winner in US
Mathematical Contest in Modeling (top 9%); Chinese Government Scholarship (top 3%)
IESEG SCHOOL OF MANAGEMENT Paris, France
Exchange Student, Full Scholarship, GPA: 4.0/4.0 (Sept 2014 – Dec 2014)
IDG CAPITAL PARTNER
Equity Research Analyst Intern (Mar 2015 – May 2015)
Beijing, China
• Analyzed IPO, M&A and investment sourcing of Chinese companies listed in Hong Kong stock market, covering consumer product sectors, reported market risk and opportunities
• Carried out financial statements analysis, market research, and industry investigation on Chinese
e-commerce companies listed in US stock market; conducted company valuation report
ROLAND BERGER STRATEGY CONSULTANTS
Summer Intern (Jun 2014 – Aug 2014)
Shanghai, China
• Worked with Shanghai Government to perform statistical analysis to study the structure of regional industry; developed 5-year strategic development plan for Shanghai Jing’an District
• Established KPI model for 362 indexes in Excel to assess economic development of Shanghai
WUHAN UNIVERSITY Wuhan, China
Teaching Assistant (Feb 2014 – Jun 2014)
• Assisted lecturer in National Debit Risk Research; analyzed data of National Balance Sheet
• Led weekly recitation for a group of 120 students and received extremely positive feedbacks
Option pricing
(Sept 2015 – Nov 2015) New York, NY
• Priced options using Monte Carlo simulation in Java with multiple variance reduction methods
• Applied Lloyd’s Algorithm (K-means) clustering algorithm to group 10000 points into clusters
Portfolio optimization using MATLAB (Oct 2015 – Nov 2015) New York, NY
• Cleaned 15 years data, detected outliers by Hampel filter, back tested 30 industry portfolios
• Optimized portfolios by integrating Black-Litterman model and Covariance-PCA estimation
Citi Cup Financial Innovation Application Competition (November 2013) Guangzhou, China
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Designed risk-control strategies on VaR-GARCH model; tested with stress scenario analysis
Programming Languages: Java, Python, MATLAB
Other Software: Microsoft Office, Bloomberg, Excel VBA
Languages: English (Fluent), Mandarin (Native), French (Basic)
Interests: Chinese traditional dancing (6 years), volunteering (education for kids in rural areas)