Sample Template Example of Beautiful Excellent Professional Curriculum Vitae / Resume / CV Format with Career Objective, Job Description, Skills & Work Experience for Freshers & Experienced in Word / Doc / Pdf Free Download
EDUCATION
WORK EXPERIENCE
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Harper Li
309 Holly Hall
Street #208 • Houston, TX 77001 USA
(281) 352- 9876 •
harper@gmail.com
EDUCATION
Ph.D. in Applied Mathematics June
2006 - December 2009
University of Houston, TX
GPA: 3.8. Teaching
Fellowships
Dissertation Title: Adaptive Finite
Element Approximation of the Black-Scholes Equation based on Residual-type A
Posteriori Error Estimators
•
Related Coursework: Probability, Statistics,
Optimization, Discrete/Continuous Time Models in Finance, Monte-Carlo Methods
in Finance, Stochastic Calculus and Analysis
of Financial Time Series
Master of Science in Financial
Mathematics August 2004 - May 2006
University of Houston, TX
GPA: 3.8. Teaching Fellowships
Bachelor of Science in Applied
Mathematics September 1999 - July 2003
Zhejiang University, Hangzhou, China GPA: 3.5. Full Scholarship
WORK EXPERIENCE
Doliver
Capital Advisors LP November
2010 – February 2012
Quantitative
Analyst April 2011 – February
2012
• Managed projects related to complex,
quantitative analysis and statistical modeling
to support the profitability of the firm’s statistical arbitrage auto traded
portfolios.
-
Restructured core strategy statistical
models to enhance predictability of portfolio future returns, including
in-depth research on funds selection, net asset value simulation, regressive modeling/
testing and programming.
-
Conceptualized and developed new
estimation models and back-testing strategies to capture extra returns in
specific market events, such as activism, including extensive work of analyzing
various information sources, seeking crucial data, exploring predictive pricing
models and building a large-scale database back to 2002.
-
Designed and set up automatic statistical
mechanism for calculating, updating and disseminating daily individual
portfolio beta for index option hedging in VBA.
•
Collaborated with Chief Investment Officer and contributed comprehensive
analytical expertise such as performance analysis, benchmarks, variance
analysis and comparative analysis in client presentations.
•
Responsible
for daily updates and maintenance of multiple market databases, completion of final
trading positions and reconciliations, daily
trading
analysis and reports.
Fund
Trader November
2010 – March 2011
• Performed daily trading activities for
a $120M account.
Duties included analyzing real-time market
data and information, interpreting proprietary trading platform for trade and
price determination, order entry through Execution Management System (EMS),
managing corresponding profit and loss,
maintaining account balance and executing trades to attain optimum portfolio.
•
Responsible for pre-trade and post- trade activities.
Duties included collecting market data from
multiple resources, updating data base, processing corporate actions,
coordinating and correcting daily trade allocations.
Adult Reading Center, Inc.
March – October 2010
Math Lecturer
• Participated in federal funded
education programs and conducted small group math lectures, as well as one-on-one
tutoring along with a computer learning lab, courses including Linear Algebra,
Geometry, Pre-Calculus, and Calculus.
• Provided volunteer service for one-on-one
designed tutoring to adult students for particular needs, and consultant
services to help students choose study levels.
RESEARCH EXPERIENCE
•
Implemented finite element approximation with
adaptive mesh refinements to solve for Black-Scholes equations with local
volatilities in C++.
• Utilized different numerical techniques
(such as finite difference, Monte-Carlo method with variance reduction, and
binomial tree methods) and stochastic modeling for financial derivative pricing
in C++ and MATLAB.
QUALIFICATIONS
•
Excellent quantitative analytic and financial modeling skills
•
Strong understanding of financial markets, instruments and financial
derivatives
•
Advanced level: C++, MATLAB, VBA Excel and SQL
•
Solid knowledge of numerical methods in Finance, Monte Carlo simulation,
stochastic process, interest rates and interest rate derivatives modeling
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