We are pleased you are considering candidates from our Master of Science in Financial Engineering Program at the University of Illinois. The resumes in this book are of students graduating in December 2019. These students will be available for internships as of May 15, 2019 and full-time positions after December 20, 2019.

The University of Illinois’ MSFE degree is a three-semester program offered by the Departments of Finance and Industrial and Enterprise Systems Engineering at the Urbana-Champaign campus. The curriculum is drawn from topics in finance, stochastic modeling, optimization, computational methods, and applied experience.

A key part of the MSFE Program is the Practicum course, which is based on real-world projects provided by industry partners. In this course, teams of students will work on projects or problems posed by or developed in cooperation with an industry partner. Several of the students represented in this book are taking part in an early Practicum this spring.

We look forward to working with you as you consider candidates from our program.

Please contact us if you would like additional information about the MSFE Program.

Sincerely,

Morton N. Lane, Ph.D. Emily Ziegler Director Senior Associate Director Masters of Science in Financial Engineering Master of Science in Financial Engineering College of Business | College of Engineering College of Business | College of Engineering University of Illinois at Urbana-Champaign University of Illinois at Urbana-Champaign Phone: 217-333-3430 Phone: 217-300-5603 Email: [email protected] Email: [email protected] www.msfe.illinois.edu www.msfe.illinois.edu

Audrey Ayo [email protected] | (217) 530-2006 | 509 S. Fifth Street, Champaign, IL, 61820 EDUCATION University of Illinois at Urbana Champaign Champaign, IL Master of Science in Financial Engineering | GPA: 3.7/4.0 Expected December 2019 Relevant Coursework Numerical Methods in Finance Optimization in Finance Risk Measures and Management Stochastic Calculus in Finance Financial Derivatives Term Structure & Valuation Machine Learning

University of Illinois at Urbana Champaign Champaign, IL Bachelor of Science in Mechanical Engineering | Major GPA: 3.3/4.0 May 2018 Cumulative GPA: 3.13/4.00 | GMAT: 710/800 | SAT: 2110/2400 | Dean’s List Recipient Fall 2017

TECHNICAL PROJECTS Credit Spread Machine Learning Forecast Model Champaign, IL International Association for Quantitative Finance Student Competition January 2019 – Present  Developing a forecast of the direction and the magnitude of credit spread movements using machine learning based tools and techniques.  Examining the various potential shortcomings of the model, including non-transparency, model overfitting, and regime shift issues Automated Dosing Tank Champaign, IL Sponsored by A. O. Smith January 2018 – May 2018  Wrote and ran a C++ program on Arduino to automate the dosing of acids and bases in the water for testing water filters  Assembled mechanical components and created easy to follow assembly instructions  Developed a touch screen user interface which allowed the operator to modify the reference pH, read the current pH, activate pumps, and modify variables used in the control law.  WORK EXPERIENCE CME Group Champaign, IL Research Intern January 2019 – Present  Review and summarize academic research on financial markets and market structure  Perform data analysis to measure price change impacts and asses prices charged for different CME Group products and services  Generate reports to capture analytical output Division of Intercollegiate Athletics Champaign, IL Academic Coach August 2018 – December 2018  Provided intensive academic support to student-athletes across all sports who are at risk or have diagnosed learning disabilities/ ADHD  Assisted student-athletes in areas such as study strategies, time management, organization, navigating the writing process, assignment completion, and generalized academic skill building  Worked closely with a learning specialist to create the most effective plan for a student athlete Gabon Sovereign Wealth Fund Libreville, Gabon Investments Intern June 2015 – August 2015

 Conducted market research and performed fundamental and technical analysis for 30 prospective tourism and real estate investment assets; presented findings, financial arguments, and go/no-go recommendation to investment research committee and senior portfolio managers  Translated financial statements from English to French for post analysis

Liquid Africa Asset Management Johannesburg, South Africa Research Intern January 2014 – May 2014

 Researched and wrote daily investment breifings using information from African financial magazines which alerted the firm of recent mergers and acquisitions  Conducted prospecting calls with 25 brokers, which resulted in the purchase of listed stock in Madagascar, Cote D’Ivoire, and Morocco

LEADERSHIP & PROFESSIONAL DEVELOPMENT Alpha Omega Epsilon Engineering Sorority Champaign, IL Executive Board Member & Membership Education Chair January 2016 – May 2016 • Organized a two-day team building retreat for 90 people to facilitate networking; event was rated a 5/5 by peers • Developed and executed onboarding plan to successfully integrate 10 newly-initiated members to the Sorority

TECHNICAL SKILLS Programming: C++ (Proficient) | Matlab (Proficient) | Python (Novice) | R (Novice) Software: Microsoft Office (Proficient) | PTC Creo (Proficient) | aPriori Cost Analysis (Proficient) | Bloomberg (Novice) Certification: Claritas Investment Certificate - CFA Institute (May 2014) Language: English (Fluent) | French (Native)

HARSHAVARDHAN BAHETI 48 East John Street, #207 Champaign, Illinois 61820| (217) -693-9881 |[email protected]

EDUCATION University of Illinois at Urbana Champaign Aug 2018 - Dec 2019 Candidate for Master of Science in Financial Engineering Relevant Course Work: Machine Learning, Risk Management, Financial Derivatives, Stochastic Modelling

R.V. College of Engineering, Visvesvaraya Technological University, India Aug 2013 - May 2017 Bachelor’s of Engineering in Mechanical Engineering Relevant Coursework: Computer Engineering, Probability & Statistics, Optimization

WORK EXPERIENCE Dr. Jay Woo, Department of Mathematics, University of Illinois Urbana- Champaign, (January 2019 – Present) Practicum Student,  Working on developing ultra – low frequency quant-style signals for Long horizon stock selection.  Building the model using traditional datasets from CompuStat and CRSP.  Prediction model build using python libraries and back-testing trading strategies and analyzing the results.

PCS Securities Ltd., Hyderabad, India (May 2017- June 2018) Quantitative Equity Analyst,

 Responsible for identification of new emerging or turnaround stocks and submitting a weekly analysis report.  Data Analysis on the financials of the identified stocks and compared it with other competitors in the industry.  Assisted senior analyst for developing quantitative solutions to factors affecting the market dynamics.  Worked closely with Portfolio managers in developing client relationship and optimal alpha generation portfolio.  Developed a fusion quantitative method of investment approach outperforming the Indian Market Index Sensex by 40%.  Worked in team to help bring in clients which increased the AUM by at least 55%.

B.N.Rathi Securities Ltd, Hyderabad, India (May 2015 – July 2015) Intern Trainee,  Analyzed financial statements and business prospective of different stocks for new investment prospective.  Attended Con-calls, investor relations and supplier/consumer meet to understand current business working and management vision for the company.  Studied potential risks to current holdings of company’s portfolio.  Assisted senior analyst in developing hedging strategy for optimal return-variance portfolio or higher Sharpe ratio.

KEY PROJECTS Short Term Investor/Trader  Using fundamental and technical analysis, profitably trade index futures and stock options of United States equity markets.  Using the same trading strategies trade in single stock futures as well as index futures of Indian equity markets.

SKILL PROJECTS Python : Pairs Trading Algorithm, Predict Moody’s Ratings and Investment Grades from different financial and accounting features. Predict boom-bust cycle using various economic indicators. R : Analysis of data for different financial instruments with research on the instruments exhibiting abnormal movements in the price. Modelled Fama-French, Chen-Ross, CAPM models with U.S. equities. USD/JPY Interest rate FX parity model. C++ : Optimal Bond Portfolio Analysis, FFT on GOOG and MSFT for smoother analysis, Option – Pricing. Additional : MS Excel, Bloomberg, Falcon.

HAICHAO BO 1517 E. Florida Ave, Apt.203C • Urbana, IL 61802 • (217) 721-3170 • [email protected]

EDUCATION

UNIVERSITY OF ILLINOIS AT URBANA-CHAMPAIGN Urbana-Champaign, IL Master of Science in Financial Engineering, December 2019 GPA: 3.95/4.0 IAQF Research Project: Prediction of Credit Spreads

PEKING UNIVERSITY Beijing, China Bachelor of Science in Computer Science, July 2017 GPA: 3.5/4.0

Double Major in Economics, July 2017 Scholarship of CF40-RoadKing for Internet Finance in 2016

PROFESSIONAL & RESEARCH EXPERIENCE

SHENZHEN STOCK EXCHANGE Shenzhen, China Quantitative Researcher Intern August 2017 – January 2018 • Downloaded comments from stock forums using Internet worm program, classified these comments with natural language processing with C++ • Built investor sentiment Index based on investors’ attitude to stocks by analyzing comments from stock forums • Examined the significance of relationship between Investor Sentiment Index and stock performance

RENMIN UNIVERSITY OF CHINA Beijing, China Quantitative Research Assistant March 2017 – June 2017 • Conducted research on pair trading, developed pair trading method on equity market • Constructed back testing program using Python, back tested pair trading methods based on Chinese equity market • Optimized pair trading strategy by controlling trading time and increasing utilization of funds

JINHU QUANTITATIVE CORPORATION Beijing, China Data Analysis Intern September 2016 – January 2017 • Collected transaction data of China equity market, conducted data maintenance • Constructed neural network model with LSTM model using Keras package in Python, fit the model with transaction data to seek for trading signals • Constructed back testing platform in Python, implemented back test of multi-factor models

SKILLS

Language: Native speaker of Mandarin, fluent in English Technical: Proficient in C++ and Python, skilled in R and Matlab

ACTIVITIES/LEADERSHIP

Teaching Assistant, National School of Development, Peking University, Sep. 2016–Dec. 2016 SAMIR CHINCHOLIKAR

Flat No 404, Raven Homes, Phone: +91-022-71009503 Plot 36, Sector 21, Kamothe, Mobile: +91-9819563423 Navi Mumbai – 410206. E-mail: [email protected]

EDUCATION University of Mumbai, India, Master in Management Studies (Finance), CGPA- 4.72 (July 2014- April 2016)  Coursework: Managerial Economics, International Finance, Business Mathematics, Statistics, Financial Management, Portfolio Management and Security Analysis, Derivatives and Risk Management

University of Mumbai, India, Bachelor of Engineering (Civil Engineering), Aggregate- 58.31% (August 2009- May 2013)  Coursework: C, C++, Java, Applied Mathematics (Statistics and Probability, Liner Equation, Calculus), Engineering Mechanics, Applied Hydraulics, Quantitative Survey Estimation and Valuation

TEST SCORES  GRE: 318/340, Quantitative: 163, Verbal:155, Analytical writing: 3.5 (October 2017)  IELTS: Overall Band: 8/9 Listening: 9/9, Reading: 8.5/9, Writing: 7/9, Speaking: 7.5/9 (Feb 2017)

WORK EXPERIENCE Manager, YES Bank Limited, Mumbai (May 2016- Present)  Credit appraisal of Infrastructure project under through analysis of concession and project agreements  Risk analysis at project and sponsor level, financial modelling with sensitivity analysis  Deal structuring, negotiation of financial term sheets and preparation of financing documents  Develop and drive De-risking strategies for stressed assets undergoing debt restructuring

Intern, Unified Vision Capital Private Ltd, Mumbai (April 2015- May 2015)  Formulate and interpret financials summarizing profitability measures and debt coverage ratios  Evaluate Sensitivity of Project and Equity IRR along with risk assessment of the project

KEY PROJECTS Competition and Certification  National Finalist in a stock pitch competition organized by XLRI Jamshedpur (2015)  National Finalist in an equity research competition organized by IIM Trichy (2015)  National Stock Exchange of India’s certification in Financial Markets: Project Finance Module and Derivatives Market (Dealers) Module (2015)

Articles  Article of the month in an article writing competition organized by IIM Shillong (2015) st  Awarded 1 Prize in an article writing competition organized by Finance Magazine of IIFT Delhi (2015) rd  Awarded 3 Prize in an Inter-college article writing competition organized by IIM Ranchi (2015)

POSITIONS HELD AND PARTICIPATION Committees  Selected Member of “MUNIJAN” core committee representing Mumbai University (2014-2015)  ‘Public Relations Officer’ for the Association of Civil Engineering Students (2011-2012)

Extra-Curricular rd  Awarded 3 Prize in National Level Inter-School Software display Competition with ‘C’ language (2005) st  Awarded 1 Prize in Software Display Exhibition with ‘C’ language organized at School level (2005)  Attained ‘A’ grade in Basic Mountaineering Course organized in Jammu and Kashmir (2014)  Volunteered for Polio Vaccination & Awareness drive organized in Navi Mumbai (2013) JIANHAO (KIRK) CUI, CFA 303 W. Green St. # F203 • Champaign, IL 61820 • +1(217) 607-3578 [email protected] • linkedin.com/in/jianhao-cui EDUCATION UNIVERSITY OF ILLINOIS AT URBANA-CHAMPAIGN December 2019 Master of Science in Financial Engineering GPA: 4.00/4.00

XIAMEN UNIVERSITY June 2013 Bachelor of Economics in Mathematical Finance GPA: 3.94/4.00 Dean’s List Bachelor of Arts in English Language and Literature GPA: 3.73/4.00 Merit Scholarship EXPERIENCE PING AN - UOB FUND MANAGEMENT COMPANY LTD. Shenzhen, China Risk Manager, Risk Management Center April 2016 – July 2018 • Negotiated with front desks and issued risk opinions on over 50 new products • Monitored market risk and implemented stress-testing for funds worth more than 20 billion CNY • Identified well-performing strategies using Sharpe ratio, deviation and maximum drawdown • Reported investing performance and risk events to management • Built a multivariate model to estimate CPR and to price different tranches of ABS • Coordinated with several departments and optimized transaction procedures

CHINA INVESTMENT FUTURES CO., LTD. Shenzhen, China Risk Analyst & Associate, Department of Trade and Risk Management June 2013 – April 2016 • Simulated rolling hedge strategies for financial futures and commodity futures • Anticipated risk using correlations between futures products • Analyzed and clustered transaction data and drafted daily risk reports • Monitored market risk for more than 500 accounts • Made margin calls and carried out forced liquidations • Took orders from clients via phone-calls and executed orders on behalf of clients PROJECTS IAQF Annual Academic Competition Progressing • Use machine learning techniques to forecast the credit spread movements of US investment grade corporate bonds over US Treasuries SKILLS Language: Mandarin, English, Japanese, French, Cantonese Technical: C++, R, Python, Bloomberg CERTIFICATIONS CFA Charterholder Passed Part I & II of FRM Program Certificate of Completion of Bloomberg Market Concepts Certificate in C++ Programming for Financial Engineering issued by Baruch College, CUNY YUCHEN DUAN [email protected] | 917-975-1819 | 29 E. Green St. | Champaign, IL 18620

EDUCATION Master of Science in Financial Engineering Candidate Expected Dec 2019 University of Illinois at Urbana-Champaign, Champaign, IL Bachelor of Science in Computer Science Conferred Dec 2017 The Pennsylvania University, State College, PA • Overall GPA: 3.6/4.0 | Dean’s List, 5 out of 7 semesters • Penn State Behrend College-wide Honors Student

WORK EXPERIENCE Proprietary Trading, Commodities July 2018 – Aug 2018 Tianfeng Securities Co., LTD., Beijing, China • Developed a comprehensive CTP trading system prototype to carry out the corporation’s quantitative strategies • Achieved a market data collection rate of 218 completed data pieces per second • Utilized the trading system to reach a spontaneous order processing rate of 240 orders per second Quantitative Analyst Intern May 2018 – July 2018 Haitong Securities Co., Ltd., Beijing, China • Designed a quantitative trend strategy to identify the best trading timing for active commodities • Achieved a 600% optimal return rate improvement when testing the strategy in simulation Programmer & Application Development May 2017 – Aug 2017 Center for IT and Operation Support, China Telecom., Shenzhen, Guangzhou, China • Improved company directory inquiry efficiency, developed and improved in-house built CRM • Created, managed, and maintained reimbursement system for 500+ employees Technical Consultant Jan. 2017 – May 2017 Panda Brothers Moving Company, New York, NY • Built, tested, and improved company website while developing and maintaining databases • Conducted statistical analysis on profit and loss ratio and initiated follow-up recommendations Network Manager Trainee July 2016 – Aug 2016 Shenzhen Kingdom Sci-Tech Co., Ltd./JinZheng Technology Ltd., Shenzhen, Guangzhou, China • Identified, examined, and fixed computer and network issues for cumulatively 100+ staff members • Collaborated on rewiring and refining the company’s network system in order to improve overall efficiency

LEADERSHIP & SERVICE EXPERIENCE Fundraising Chair, Lambda Sigma National Honors Society May 2015 – May 2016 The Pennsylvania State University, Erie, PA • Secured a $500+ donation by orchestrating and implementing three fundraising programs and events Fast-start Friends Program Mentor Aug. 2015 – May 2016 The Pennsylvania State University, Erie, PA • Supported 50+ college freshmen with diverse backgrounds to transition into college

RELEVANT PROJECTS & CORE COURSEWORK Computer Science: Software Design Methods; Computer Organization & Design; Database Management System Finance: Financial and Managerial Accounting for Decision Making; Intermediate Financial Accounting Mathematics: Applied Statistics in Science; Elementary Probability; Elementary Statistics • Created a Windows MahJong APP and an AI player with an overall 80% winning rate in C# • Developed an Aeroplane Chess APP with a user-friendly interface, a tracking map, and a preliminary AI player • Designed an OS file system with CACHE while initiating Lockheed Martin machine learning anomaly detection • Financial analysis in R: compute expected inflation and expected real rate; used multifactor model； • Machine Learning specific project in python: Lockheed Martin anomaly detection; Classify bond

SKILLS Technical: OpenGL, NoSQL, MySQL, PHP, JAVA, Python, R, C++, C#, HTML, JavaScript, Verilog, Windows Forms, and Excel Language: proficiency in English; Native proficiency in Chinese Mandarin and Cantonese Arts and Sports: Shakespeare monologue performance; pottery; martial arts; swimming; ping-pong; tennis; and Golf; NING FAN 310 E Springfield Ave, Apt 1003B • Champaign, IL 61820 • (310) 779-6640 • [email protected]

EDUCATION UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Master of Science in Financial Engineering Expected Graduation: Dec, 2019 GPA: 4.0/4.0

UNIVERSITY OF CALIFORNIA – LOS ANGELES Los Angeles, CA Bachelor of Science in Electrical Engineering, Jun 2015 GPA: 3.4/4.0 Honor: Winter Dean Honor List (2012)

EXPERIENCE

CHICAGO ALPHA MODELING LLC Chicago, IL Practicum, Allocating to CTAs Jan 2019 - Present • Analyze the data of Commodity Trading Advisors (CTAs) and managed future funds • Construct and optimize performance-based and risk-balanced portfolios of managed funds

MORGAN STANLEY CAPITAL INTERNATIONAL (MSCI) Beijing, China Financial Analytics Engineer Intern, Part-Time Sep 2017 – Nov 2017 • Priced a European digital option Under the Risk-Neutral Measure • Compute the value of an American styled option written on non-dividend paying stock and priced the option using Monte Carlo method • Estimated portfolios' VaR with Monte Carlo simulation

HENGCHANG HUICAI WEALTH MANAGEMENT CO., LTD Qingdao, China Senior Account Manager & Investment Consultant, Full-Time Sep 2016 – July 2018 • Present investment strategies to customers, help them in asset allocation • Construct investment strategies by analyzing historical financial data • Passed the fund qualification exam held by Asset Management Association of China • Honor: Best Seller across the company of Season 4, 2016 and Season 2, 2017

ALCATEL-LUCENT ENTERPRISE Qingdao, China Centralized Operational Manager, Full-Time March 2015 – Aug 2015 • Obtained knowledge of network/element management system • Worked on program debugging and code translation from Python to Java • Conducted market intelligence survey

UPPER BODY MOTION CLASSIFICATION Los Angeles, CA Thesis, UCLA Sep 2014 – March 2015 • Introduced a new monitor method for human activities based on wearable sensors which contained accelerometers and gyros • Classified the simple motions defined in Wolf Motor Function Test by processing the data collected by the sensors SKILLS • Strong in coding with C++, Python (Machine Learning) and R • Capable of designing webpages using HTML, CSS, and JAVA script • Experienced in building connection with customers and providing good services Biao Feng 903 S Fourth St, Apt.2b • Urbana, IL, 61820 • (217)305-0521 • [email protected]

EDUCATION

UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Master of Science in Financial Engineering, December 2019 GPA:3.37/4.00 Indiana University Bloomington Bloomington, IN Bachelor of Science, Applied Mathematics, December 2017 GPA:3.25/4.00

EXPERIENCE

Long-horizon stock selection Champaign,IL Practicum Student January 2019 -present • Cleaned and analysis data and then used prediction model or designed trading strategy to analysis data.

JoinQuant Beijing, China Data Testing Internship, Technique Department May 2018-August 2018 • Used requests and re module to crawl the list of public and private fund companies in China. • Compared the future data inside the local SSDB database with the crawled future data from the four China Futures Exchange to find the difference. • Used Linux commands to retrieve data from SSDB database. • Wrote the python script relying on pandas module and then use it to fix missing values and exception values.

Indiana University Bloomington Bloomington, IN Undergraduate Grading Internship August 2017-November 2017 • Helped a professor to proctor 2 math exams and organize exam sheets after exams. • Gave math students advice to help them finish the homework to increase their understanding in office hour.

Cloud Hand Trading Beijing, China Analysis Intern May 2017 – July 2017 • Collected data in MT4 and used the data to calculate rate of return by writing python script. • Searched and sorted economic news to post them on company website. • Communicated with traders and shared their trading ideas to other traders on the blog. • Learned foreign exchange and used MT4 demo account to trade.

SKILLS Language: Native speaker of mandarin, fluent in English Technical: Proficiently use python modules like pandas, numpy, matplotlib and scikit-learn. Skilled in C++. Apply machine learning theory to analysis data by using scikit-learn and matplotlib.

ACTIVITIES Coordinator, Association of Chinese Student Scholarship, Confucius College, September 2014 – May 2015 XIAOKANG (SHAWN) FENG 310 E Springfield Ave, #608  Champaign, 61820  (319) 333-6973  [email protected]

EDUCATION

UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Master of Science in Financial Engineer, Aug.2018 – Dec.2019 GPA: 3.87/4.0

UNIVERSITY OF IOWA Iowa City, IA Bachelor, Psychology, Mathematics, May.2018 GPA: 3.93/4.0 Fall 2016 Dean’s List; Spring 2017 Dean’s List; Fall 2017 Dean’s List, President’s List

EXPERIENCE

CHICAGO ALPHA MODELING Chicago, IL Practicum Project Jan 2019 - Present  Building and maintaining performance-based and risk-balanced portfolios of managed futures;  Filtering the universe of Commodity Trading Advisors (CTAs) into a list that is risk engineered into managed futures portfolios;  Collecting and analyzing performance data of CTAs, especially data missed from market indices database;  Developing platform to help clients to search and filter CTAs based on their preferences;  Applying hedge methodology to rebalance risky portfolio to optimize performance.

Morgan Stanley Capital International Beijing, China Internship June 2017 – August 2017  Used Black-Scholes model to give an estimate of price of options and their underlying stocks;  Applied Monte Carlo Method in Python environment to simulate the stock price;  Created optimized portfolio by using Markowitz Portfolio Theory;  Boosted optimization algorithm of analysis program with neural network regression method;  Evaluated and measured potential future risks and disadvantages of investment strategy and interpreted them.

SKILLS

Language: Native speaker of Mandarin, fluent in English Technical: cable to work in C++/Python environment; cable to use R finish data collection, analyze and regression; proficient with machine learn and deep learning.

ACTIVITIES/LEADERSHIP

Volunteer in the HOPE Project, University of Iowa, January 2016 Xiaoman (Megan) Gong 310 E Springfield Ave, Apt 1005 • Champaign, IL 61820 • (217) 550-2160 • [email protected]

EDUCATION M.S. Financial Engineering (expected graduation date December 2019) GPA: 3.79/4.0 University of Illinois, Urbana-Champaign, IL August 2018 - Present

B.S. Finance GPA: 3.48/4.0 Renmin University of China, Beijing June 2018 • Excellent Graduating Student Award(2018), Excellent Student Award(2017,top 10%), Guanghua Scholarship(2015, top 5%)

B.S. Business and Management GPA: 14.6/20 KEDGE Business School, Marseille, France Sept 2017

WORK EXPERIENCE Practicum, Chicago Alpha Modeling LLC, Chicago Jan 2019 – Present • Analyze the data of Commodity Trading Advisors (CTAs) and managed future funds • Construct and optimize performance-based and risk-balanced portfolios of managed funds

Intern, China International Fund Management Co., Ltd, Shanghai April 2018 - June 2018 • Built a model to explore the relation between microeconomic factors and fund flow using PCA • Collected and analyzed monthly fund flow data from Wind terminal (financial data terminal) • Gave the presentation of analysis results to investors

Central China Securities Co., Ltd, Zhengzhou July 2017 - Sept 2017 Intern, Financial Derivatives Department • Analyzed and collected BIS data and wrote a 9000 words report about overseas OTC markets • Assisted in the daily issuance and redemption of income documents and other derivatives Intern, Investment Banking Department June 2017-July 2017 • Helped with supervising companies listed in NEEQ (national equities exchange and quotations) • Wrote due diligence reports, kept meeting minutes, and checked the application documents • Assisted in the establishment and declaration of IPO projects in June

SKILLS Language: Native speaker of Mandarin, fluent in English, proficient in French (DALF-C1) Technical: Machine Learning, Python, C++, R, STATA

ACTIVITIES/LEADERSHIP RUC Psychological Association, Minister of Organizational Department. Nov 2014 – Jun 2016

ADDITIONAL Candidate for FRM exam part I

Temporary Address Mengming Guo [email protected] Jingyang,donghu,weihe51,xiwa +(86)18280555772 ngcheng5-2-13-1 Deyang, Sichuan 618000

EDUCATION

Bachelor of Science Ohio University Art & Science college, Athens, Ohio May 2014 - April 2017

Major: Applied Math GPA: 3.8/4.0 Minor: Computer Science • Honor: MAGNA CUM LAUDE

WORK EXPERIENCE

Sichuan Meifeng Chemical Industry Co., Ltd. Deyang, Sichuan, China Chemical Process Technician Jan 2011- Jan 2013 • Control and regulate all indexes of synthetic ammonia plant during reaction process. • Communicate and cooperate with other departments to ensure the safety of reaction process. • Make the summary of productive process information about all data from reaction process by using Excel.

XinJiang Xintai Natural Gas Co., Ltd. Urumchi, XinJiang, China Associate Manager (the Ministry of Investment and Financing) March 2013 – March 2014 • Analyze the feasibility of projects through analyzing the development of population and industries. • Discuss, construct and enact a specific plan for the investment project. • Assist in general project support, including scheduling meeting and note-taking.

Kunwu Jiuding Capital Holdings Co., Ltd. Beijing, China Investment manager March 2018- June 2018 • Preliminary acquaintance with the industry and corporate business. • Conduct Due Diligence Investigation, particularly analyzing the financial authenticity and the sustainability of the profit. • Summarize the capital structure, risk exposures, potential lawsuits, etc. in the risk analysis. • Presented the analysis results to Investment Committee with potential financing plans.

OTHER ORGANIZATIONAL PROJECTS

CLA Basketball Team of Asian of OU Athens, Ohio, USA Vice leader of the basketball team Jan 2016 – Jan 2017 • Manage over 15 people in the team to do the basic training weekly. • Communicate with other universities’ basketball team, and organize many matches with them. • Manage team’s finances and formulate the financial plan. Columbus Chinese Christian Church Columbus, Ohio, USA Volunteer Dec 2014 – Dec 2015 • Prepare and conduct orientations for international students by sharing personal experiences and giving advices. • Offer service and assistance, such as providing housing, furniture pickup, introducing banking.

PROFESSIONAL SKILLS

• Technical Skill: C++, R, Mat lab, SAP, Microsoft Excel. • Languages: Chinese (Native), English (Fluent) Qi (Kelsey) Guo 217-550-1310, [email protected] EDUCATION UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Master of Science in Financial Engineering, Dec 2019 GPA: 4.00/4.00 Core Courses: Machine Learning (Python)-A+, Financial Computing (C++), Statistical Methods in Finance (R) RENMIN UNIVERSITY OF CHINA (Business School Ranked 1st in China) Beijing, China Bachelor of Science in Finance, Jun 2018 | Bachelor of Science in Mathematics, Jun 2018 HONORS & ARWARDS · 2017 Mathematical Contest in Modeling (MCM), Meritorious Prize (World Class) (Top 1%) · 2016 Mathematical Contest in Modeling of Chinese Undergraduate (CUMCM), Second Prize (National) (Top 1%) · 2016 College Innovation Experimental Projects, Beijing Metropolitan Funding (Top 0.1%) · 2015 Renmin University of China, Scholarship of Social Work and Volunteer Service (Top 1%) PROFESSIONAL EXPERIENCE Deloitte Beijing, China Risk Advisory Intern September 2017 - February 2018 · Collaborated with Thomson Reuters to help Mercedes-Benz build and maintain CDD (customer due diligence) system, conducted CDD and risk management for over 100 Mercedes-Benz franchisers in China · Conducted compliance investigation and generated risk assessment reports for BMW on its new franchises applications Guotai Junan Securities (Total AUM: $31Bn) Beijing, China Research Analyst Intern July 2017 - September 2017 · Assisted researchers to establish and update the financial models for real estate companies using Excel (VBA) · Collected and processed capital data (SHIBOR, YTM of treasury bonds etc.) to detect dynamic changes in financial cost State Development & Investment Corporation (Total AUM: $1461Bn, over $50Bn in Fiduciary Activities) Beijing, China Winter Intern December 2016 - February 2017 · Conducted feasibility analysis on trust products by calculating EAR for different capital structures and payment methods using Python · Prepared feedback Power Point slides and technical documentation for trust product establishment PROJECT

Market Risk of Commodity Futures Portfolios (VaR / CVaR Approach) Champaign, IL · Estimated unweighted VaR and CVaR of ICE futures portfolio with one-day horizon on a rolling basis using historical simulation, parametric method and Monte Carlo simulation in Python · Estimated weighted VaR and CVaR by applying EWMA and GARCH models to construct distributions of portfolio returns Futures Price Trend Prediction: Regressions and Machine Learning Comparison Champaign, IL MSFE UIUC & CME Group Fall 2018 · Data processing (Python): Constructed continuous contracts rolling on volume, smoothed data using rollover method · Regression (R): Predicted futures price trend with ARMA-GARCH model on a rolling basis and conducted backtesting · Machine learning (Python): Used Logistic Regression, Random Forest, SVM, and LSTM to identify price ups and downs Mortgage Backed Security Pricing Champaign, IL · Reviewed and improved prepayment model assumptions, and evaluate the accuracy of conditional prepayment rate (CPR) by comparing to benchmark model · Constructed Two-Factor Hull-White Model in Python to calibrate the parameters and simulate future interest-rate paths SKILLS Technical: Python, R, C++, SAS, SQL, Bloomberg, Microsoft Office Certificate: CFA Level II Candidate ACTIVITY & LEADERSHIP Volunteer, AIESEC, The American University in Cairo, winter 2015 Vice minister, Student Association Union, Renmin University of China, September 2015 - September 2016 Tutor, Mathematical Analysis, Renmin University of China, fall 2014 & spring 2015 Wayne (Wei) Guo 1705 Melrose Village Cir, 832-C Urbana, IL 61801 | (217)305-3781 | [email protected]

EDUCATION & CERTIFICATION UNIVERSITY OF ILLINOIS AT URBANA – CHAMPAIGN Urbana, IL Master of Science in Financial Engineering GPA: 4.0/4.0 December 2019  Core courses: Introduction to Finance (A+), Econ Market Fundamentals (A+), Machine Learning, Financial Computing, Statistical Methods in Finance  CFA Level III Candidate, FRM Part 1 Passed NANJING UNIVERSITY Nanjing, China Master of Engineering in Materials WES-evaluated GPA: 3.86/4.0 June 2014 Bachelor of Material Physics WES-evaluated GPA: 3.53/4.0 June 2011  Honor: National Scholarship (2009, top 1%), National Scholarship (2012, top 1%),  Pacemaker to Excellent League Member (2013, top 1%)  Excellent level in C Language Programming Competition (2008, top 5%)  Vice President of Student Union, College of Engineering and Applied Sciences (Undergraduate) EXPERIENCE Guazi Finance Lease Co., Ltd. Beijing, China Risk Management Department – Lead Risk Modeler September 2017 – August 2018  Worked with Chief Risk Officer to design and successfully launched the Loan Application Scorecard models using Logistic Regression which selected 10% applicants with lowest PD and 1% applicants with highest PD automatically on over 400 applicants daily, achieving 75% AUC and 45% KS using Python and Presto SQL  Conducted rigorous model validation with team by investigating suspicious output, examining data extraction and cleaning process, model assumptions (e.g. multicollinearity), model building process and assessing model accuracy using third-party data  Led four analysts to develop a Collection Optimization model using SQL and Python, which classified 1000 customers monthly on their 1st day of default and helped collection team to adopt efficient collection strategy  Built the monthly business performances report with 124 key risk indicators and identified potential problems, which served as an important reference for senior managers’ strategy meeting  Initiated a fraud detection rule set to auto-select 5% customers with high probability of deception which increased the operating efficiency and decreased expected loss  Led two analysts to build and maintain a data warehouse that contained a list of customers personal and performance data that met the need of model building, upgrading, testing and daily monitoring  Formulated and optimized the Risk Control Matrix which listed the detailed working process of operation department and monitored the execution by stochastic testing Connexin Group LLC Champaign, IL Practicum Project – Quantitative Analyst January 2019 – Present  Use Tableau to analyze and visualize Fannie Mae single-family historical loan performance raw data  Clean data and build machine learning models to forecast mortgage lifetime PD transition matrix  Lead the team to identify the root cause on modeling and reporting errors, discuss, create and collect new features to improve the prediction power of the model

PROJECT  Fixed Income: calculate and analyze 11 key rate duration (KRD), VaR and ES for a bond portfolio in python, validate model performance by comparing results with benchmark model Perform stress testing and scenario analysis on structured products  Option Pricing: develop a C++ program to calculate European and American Option price with Monte Carlo Simulation SELECTED PUBLICATIONS Programming: Matlab, Comsol  W. Guo, J.-l. Kou, F. Xu, and Y.-q. Lu, "Ultra-flattened and low dispersion in engineered microfibers with highly efficient nonlinearity reduction," Optics Express 19, 15229-15235 (2011).  W. Guo, Y. Chen, F. Xu, and Y.-q. Lu, "Modeling of the influence of coupling in optical microfiber resonators," Optics Express 20, 14392-14399 (2012).  W. Guo, F. Xu, and Y.-q. Lu, "Coupling influence on the refractive index sensitivity of photonic wire ring resonator," Optics Communications 285, 5144-5147 (2012).

SKILLS  Modeling Experience: Logistics Regression, XGBoost, SVM, Random Forest, EWMA, GARCH  Skills: Python, SQL, C/C++, R, Matlab and MS Office, SAS Certified Base Programmer Bingjie HAN 1601 N. Lincoln Ave. Urbana, IL 61801 Email: [email protected] Tel: 0086-155 2144 7896 EDUCATIONAL BACKGROUND South China University of Technology (SCUT) 09/2014-06/2018 Major in Finance; GPA: 3.89/4.0; Rank: 3/135  Third-Class University Scholarship (Top 10-20 out of 135) in 2016  Second-Class University Scholarship (Top 5 out of 135) in 2015 INTERNSHIP EXPERIENCES Intern in Quantitative Investment Department, GF Fund Management Co.,Ltd 03/2018-06/2018  Write 28 rotating investment strategy with Python and tested it with historical data of CSI300 and CIC 500  Calculate tracking error of ETFs and conduct MA-based smart AIP with Python code and Wind Finance API  Analyze return rates of ETF-AIP products, PE ratio, capital scale with Excel to write weekly report  Write investment value report on Military, Media, Healthcare industry with calculated data and news materials Intern in Marketing Department, Essence Securities Co.,Ltd 07/2017-08/2017  Called back existing clients and recommended them our new businesses  Acted as head of all interns, assigned them corresponding tasks, and instructed them for progress Intern in E-Commerce Department, Guangdong Boshi Science and Technology Co.,Ltd 07/2016-09/2016  Established company’s website database including more than 500 research projects and results  Operated website and updated its articles based on analysis of key words ACADEMIC ACTIVITIES Independently, Optimization of R-Breaker futures trading strategy based on GARCH model 05/2018  Developed Python Programs to attain futures data from Wind Finance API  Constructed GARCH model to predict the 30-day-circle volatility of rebar main contract, filtered the low- volatility market to optimize R-Breaker strategy  Tested the σ-optimized R-Breaker strategy on Multicharts and draft final report Research Assistant in a group of six, Research on Finance Openness Innovation and Risk 01/2017-03/2018 Prevention Strategy of Free-Trade Area in Guangdong Province  Assist professor in sorting out financial innovation policies, extracted key points and build policy framework  Put forward suggestions for improvement combining the specific situation of Guangdong Province, and draft research report Leader of a group of 3, Design of China's Stock Market Sentiment Indicator 11/2016-12/2016  Collected and analyzed data with Excel and Matlab  Drafted final report based on data analysis conclusion Member of a group of 2, Course Design of Financial Risk Management 10/2016-11/2016  Collected valid data from historical closing price of SH Composite Index 2016, edited code with MATLAB to make data calculation, adapted Historical Simulation Method and GARCH Model to calculate Value at Risk  Conducted Kupiec two-tailed test to verify model’s feasibility Extra Activities Leader of a group of 3 in this four-day’s contest, Interdisciplinary Contest in Modeling (ICM) 01/2017  Determined topic of our group-Mars Migration Planning with consideration of all members’ opinions  Collected and refined data, selected and determined available models for further analysis  Coded via Matlab and analyzed data via Excel Vice Chairman, 8+Recuritment Association 11/2014-05/2016  Planned and organized activities including a wide range of social activities, competitions and trainings  Organized successfully social practice activities covering about 4000 persons SKILLS AND HOBBIES Skills: Python, Matlab, Eviews, Office, Photoshop Hobbies: Reading, Travelling, Chaozhen He (217) 607-4619 • [email protected] Education UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Candidate for Master of Science in Financial Engineering, GPA: 3.83/4.0 Sep 2018  Core Modules: Financial Computing(C++); Machine Learning(Python); Risk Management.

University of International Business and Economics(UIBE) Beijing, China Bachelor of Economics, Financial Engineering, GPA: 3.4/4.0 Sep 2014–Jun 2018  Core Modules: Financial Engineering; Application of Stochastic Processes; Foundations to Financial Economics; Financial Econometrics.

Skills Language: Native speaker of Chinese, fluent in English (103 in TOEFL, 322 in GRE). Technical: C++, Stata, R, Python.

Internship BOC Fullerton Community Bank Beijing, China Finance Department Mar 2018- Jun 2018  Collected daily and monthly business data(including liquidity ratio, capital adequacy radio and etc.) of 96 subsidiaries  Assessed difference between actual trading volume and predicted trading volume of subsidiaries.  Organize monthly transaction ledgers.

Agricultural Development Bank of China（headquarters） Beijing, China Bond & transaction Division Feb 2017- Mar 2017  Participated in the preparation of annual underwriting syndicate conference in Nanning.  Assisted dealers to complete deals through the electronic trading system;

Research Long Horizon Stock Selection Practicum Jan 2019 - Today Group Member  Explored ultra-low frequency (on a 5 or 10 year horizon) quant-style signals with Python.  Read famous papers of Long Horizon Stock Selection, such as Baffet Alpha.  Sponsored by Dr. Jay Woo from Winton Capital Management.

Does the paper-bill spread predict real economic activity Sep 2018 – Oct 2018 Group Member  The research based on 223 monthly observations of the different bond yield curve and the USPHCI Index.  Used different regression model to fit the data with Python, including Ridge Regression, Decision Tree.  Improved Decision Tree Model by Ensemble method, such as Bagging and Random Forest.

Micro Influential Factors of Credit Spread of Corporate Bond in China’s Bond Market Feb 2017-Mar 2018 Group Leader / Research Assistant  Used the Nelson-Siegel Model to build the risk-free rate term structure in R.  Eliminated the correlation between different corporate financial data by Principle Component Analysis.  Tested significant factors by random-effect panel regression model with Stata.

Activities/ Leadership Interdisciplinary Contest In Modeling (Organized by COMAP) Jan 2016 Team leader  Made use of Malthus's Theory of Population and AHP to construct a model, programmed by Matlab and EXCEL.  Worked in the group and won the Honorable Mentions.

Additional Beloved in music, played clarinet and guitar.

RENJIE HU 116 STERLING COURT, Apt# 102 ,SAVOY, IL 61874 • (1)217-305-1871 • [email protected]

Education Background 09/2018-Present Master of Science in Financial Engineering, University of Illinois at Urbana-Champaign 09/2014-06/2018 School of Geodesy and Geomatics, Wuhan University (WHU), Wuhan, China Bachelor of Science Major: Geophysics Overall GPA: 3.54/4.0

Skills:  Proficiency in computer skills: C++, MATLAB, R, Python, Office  Proficiency in English: TOEFL113, GRE 329

Research Experience 12/2018-01/2019 Independent Researcher, Machine Learning in Finance, Advisor: Prof. Murphy, Matthew  Aimed to predict the stock movements using LSTM model in keras  Conducted literature review, and researched on related mathematics knowledge as well as programming theories  Used LSTM model in keras to predict the movement of AAPL both in regression and classification analysis and achieved good evaluating result with RMSE

10/2018 Researcher, Machine Learning Group Project-Prediction on the percent change in USHPCI, Advisor: Prof. Murphy, Matthew  Aimed to predict the percent change of USHPCI from known data for 3, 6 and 9 months ahead  Model fitting with different machine learning models in sklearn.  Starting from Exploratory Data Analysis, Preprocessing, feature extraction, feature selection to Model fitting and evaluation with hyperparameter tuning (Ridge, Lasso, Elastic Net), and finally ensemble the model with decision tree, Ada Boost and Gradient Boost.

Work Experience 07/2017-08/2017 Intern, Sales Department, Guotai Junan Securities (Wuhan) Maying Road Branch, Wuhan, China  Took part in staff training many times, and accumulated knowledge related to securities, stocks and financial products.  Assisted the manager to receive bank clients during the internship by explaining the products explicitly with interest rates and maturity.  Participated in the Simulated Stock Market Contest and Financial Products Competition that lasts for 3 months, and achieved excellent results by winning an interest rate of 1.0%.  Planned and put forward valuable suggestions in the implementation of the company marketing plan in colleges and communities by introducing the products and the advantages of the company to specific clients.

07/2016-08/2016 Intern, Industrial Bank, Wuhan Branch, Wuhan, China  Visited departments of the bank and got familiar with tasks of each department  Learnt about various kinds of financing products, their risk levels and client’s risk preference  Became acquainted with financial risk management and control knowledge of the bank

JIAYONG HUANG 1601 E. Florida Ave, Apt.303 • Urbana, IL 61802 • (217) 616-1034• [email protected]

EDUCATION UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Master of Science in Financial Engineering, December 2019 GPA: 3.3/4.0

TEMPLE UNIVERSITY Philadelphia, PA Major: Finance Minor: Math Dec & 2017 of Graduation Latin Honor: Cum Laude GPA: 3.7/4.0

PROFESSIONAL & RESEARCH EXPERIENCE CME GROUP Chicago, IL Practicum Project Team Jan 2019-Present • Detect market events based on implied volatility by anomaly detection model • Extract the efficient features of News data from Thomson Reuters to predict Corn Future’s price movement • Apply classification model to forecast market events by Thomson Reuters’ News

FOUR POINTS BY SHERATON PHILADELPHIA FRANCHISEE Philadelphia, PA Data Analyst Intern, Revenue Department May 2017-August 2017 • Conducted analysis on the implementation of revenue and the management of pricing in all applicable systems, based on data from our hotel and our competitors. • Developed analytical tools to determine the effectiveness of selling, pricing and distribution strategies that will allow the hotel to maximize both RevPAR and Market Share.

INDUSTRIAL SECURITIES COMPANY Fuzhou, China Assistant Customer Relationship Manager Intern, Sales Department May 2016-June 2016 • Advised private clients on investment options. • Recommended new product growth plan and action strategy according to market investigation and customers’ desired risk. PROJECTS Market Risk In Agriculture Futures: A VaR Approach • Used historical simulation by sorting simulated P/L from high to low and pick required percentile as value at risk. • Used EWMA and GARCH as parametric model to capture volatility and get hypothetical P/L. SKILLS Language: Native speaker of Mandarin, proficient in English Technical: C++, Python, R and Excel

ACTIVITIES/LEADERSHIP Candidate, CFA II, 2019 Member, Beta Gamma sigma, 2017 Participant, Finished Three Full Marathons, 2015, 2017, 2019 Member, Temple Debate Society, Spring 2015-Spring 2016

Huang Sida New Asia College, The Chinese University of Hong Kong, Hong Kong +86 152 1794 7649 | [email protected]

EDUCATION University of Illinois at Urbana-Champaign Master of Science in Financial Engineering Aug 2018 – Dec 2019 The Chinese University of Hong Kong Bachelor of Engineering in Electronic Engineering Sep 2013 – May 2018 Bachelor of Science in Mathematics (Minor Degree) Sep 2013 – May 2018 Cumulative GPA: 3.50/4.0 Main Courses: Data Structure, Principles of Communication Systems, Digital Signal Processing Mathematical Modeling, Operation Research, Numerical Analysis

University of Cambridge Pembroke-King’s Program Jun 2016 – Aug 2016

The University of Melbourne Feb 2017 – Jun 2017 Overseas Exchange Program for one semester

HONOURS • Honours at Entrance, CUHK • Dean’s List (2014-2015, 2015-2016), Faculty of Engineering • NA College Scholarship for summer study to University of Cambridge • Winbridge Scholarship for overseas exchange (University of Melbourne)

WORK AND RESEARCH EXPERIENCE Final Year Project at CUHK Sep 2017 – May 2018 • Study about the basic use and operation of Python and Pytorch • Convolutional Neural Network (CNN) layers analysis and modification • Video-based Person Re-identification models training using deep learning method

Summer Internship at Columbia University Jul 2017 – Aug 2017 • Research on Fully Homomorphic Encryption based on Kronecker Product • Design of corresponding anonymous voting system

EXTRA - CURRICULAR ACTIVITIES Mainland Student Singing Competition Oct 2014 – Mar 2015 Preparatory Committee Member • Design of the publicity form with publicity executive • Internal meeting documents recording for reference twice a week • MC script and video script writing for final competition

Volunteering Teaching in Enshi, Hubei Province May 2014 • Communicating and teaching with local students in the form of 45-minate class • Design of class-interval physical training activity • Investigation about local residents living condition in group form

Engineering Faculty Concert Mar 2015 • Piano Solo: Chopin - Waltz No.1 Op.18 in E flat major

SKILLS AND INTERESTS Languages: Native Mandarin; Fluent English IT skills: C, C++, Python; Proficient in Matlab Interests: Piano - Level Ten Certificate by Shanghai Conservatory of Music Table Tennis - Men’s single title in mainland student competition in CUHK ALEXANDER ILNYTSKY 206 W Washington St, Apt. 10 • Urbana, IL, 61801• (646) 434-9732 • [email protected] EDUCATION UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Master of Science (MS) in Financial Engineering, December 2019 Coursework in: Finance, Financial Computing, Statistical Methods in Finance, Machine Learning, Financial Derivatives, Stochastic Calculus in Finance, Financial Risk Management, Numerical Methods, Data Analytics RUTGERS UNIVERSITY New Brunswick, NJ Bachelor of Arts (BA), Double Major in Mathematics and Economics, May 2018 Cum laude, GPA: 3.53/4.0 Certificates: • Quantitative Economics (completed requirements in economics, statistics, mathematics, and computer science) • Financial Economics (deep background in theory, quantitative practice and history of financial economics) Coursework in: Calculus 1-5, Linear Algebra, Theory of Probability, Theory of Statistics, Real Analysis, Numerical Analysis, Stochastic Processes, Computer Science, Data Structures, Microeconomics, Macroeconomics, Health Economics, International Economics, Money and Banking, Financial Economics, Economics of Capital Markets, Portfolio Theory, Econometrics, Economic Forecasting and Big Data, Game Theory and Economics EXPERIENCE Armored Knight Group Somerset, NJ Blockchain Analyst Intern June 2018-August 2018 • Assisted with blockchain and cryptocurrency presentations and research • Collaborated with team members and management to create a trading bot that used multiple indicators to recognize trends and automatically execute trades • Collected data on cryptocurrency indicators and helped identify the most useful indicators • Created Presentations on PowerShell, Splunk, Game Theory, to facilitate learning for clients and partners National Bureau of Economic Research New Brunswick, NJ Research Assistant December 2016 – August 2017 • Completed a project for National Bureau of Economic Research “Evolution of U.S Bank Supervision” • Examined National banks balance sheet and conditions from 1887 to 1901 • Compared performance of different banks during the time period and observed how it is related to banks structure of loans, management, core business, exposure to risk, reserves • Constructed a time series database in Excel with over 250 variables for each bank and performed both quantitative qualitative statistical analysis • Investigated how different banks dealt with the Panic of 1893 • Compose banks bibliography and summarized the conditions of banks during the period ACTIVITIES/LEADERSHIP/HONORS Founder of School Chess Club September 2010 President of School Chess Club September 2010-June 2014 Trained schoolmates to play chess, increased interest in chess, organized school team for NJ Championships Chess player: US Chess rating is 2085 which is within the top 3% overall, and top 1% junior ranking National Youth Action: 5th place individual, 2nd as a team, Highland Park High School (HPHS) 2010 NJ Grade School Championship: 9-11th grade - 2nd place individual, 1st as a team (HPHS), 12th grade - 1st place individual 2010-2014 Participated in Pan American Intercollegiate Team Chess Championship, 2016-2017 And World Amateur Team & U.S Team East Championship: Represented Rutgers University 2014-2018 Volunteer: Marketplace in East Brunswick, NJ: (Sorted and distributed clothing and food to the low-income families, greeted guests, organized and kept clean the food pantry) June 2014 – September 2014 Chess for Success: (Taught children chess, abstract-level thinking and social skill) June 2014 –August 2014 Move a school in Newark, NJ: (Helped teachers set up an elementary school in Newark) July 2016 -August 2016 SKILLS Languages: Fluent in English, Ukrainian and Russian Technical Skills: Proficient with R, SPSS, Microsoft Office. Familiar with SAS, Java, C++, Python. Aparna Kesarkar 48, E John St, Apt 309, Champaign, IL 61820 | (217) 518-3052 | [email protected] https://www.linkedin.com/in/aparna-kesarkar/

SUMMARY 3+ years of experience in banking and risk management Substantial Exposure to machine learning, probabilistic models Well-built analytical and quantitative skills Strong programming skills in R and Python

EDUCATION University of Illinois, Urbana-Champaign, IL Master of Science, Financial Engineering, December 2019

University of Mumbai, Mumbai, India GPA 4.0/4. 0 Post Graduate Diploma, Operations Research Management, January 2018

University of Mumbai, Mumbai, India GPA 3.9/4. 0 Bachelor of Science, Department of Mathematics, May 2013

CERTIFICATIONS Paper Probability (Core Technical 3) from Institute of Actuaries, India (IAI) Paper Financial Mathematics (Core Technical 1) from Institute of Actuaries, India (IAI)

PROGRAMMING SKILLS Python, R, C++, MS Excel, Tableau, MATLAB, GNU Octave

WORK EXPERIENCE State Bank of India (June 2015 - June 2018) Associate, Foreign Exchange Risk and International trade finance  Executed client trades and keep track of their open positions and constantly advised the client on these positions on the basis of technical analysis, macro and micro economic and fundamental research  Involved in foreign exchange deal negotiations, deal reporting and reconciliation, MIS reporting using State Bank of India’s rate negotiation tool Mercury-Forex  Constantly engage with the Financial Markets risk advisors and product partners to leverage the client relationship, deepen existing relationships and acquire new ones  Analyzed import and export transactions data using Banks integrated Export Data Processing and Monitoring System

Associate, Banking and Finance (May 2015 - May 2016)  Prepared Information Memorandum for the deals which would be shared with prospective lenders and Investors  Formulated and interpreted financials summarizing profitability measures and debt coverage ratios  Regular interaction with middle and top management of clients to discuss risks and present recommendations  Conceptualize the cross-sell strategy with the objective of optimizing the existing customer base for sales and drive the desired product mix  Significant experience in KYC, AML norms, Operational Risk Management and Fraud Analysis

KEY PROJECTS Projects using R:  Customer Service Satisfaction Analysis - State Bank of India: Used regression analysis to analyze the bank’s customer service efficiency. Further, implemented the conclusion to improve branch productivity  Market Analysis: Examined trends by performing comparative study of different asset classes such as commodities, REITS, Foreign Exchange, Fixed Income Securities and Equities  Factor Modelling: Fitted financial models such as CAPM, Garch-in-mean model, Fama-French model, Chen-Roll-Ross model to analyze data from S&P 500, Russell 2000 and various equity portfolios

Projects using Python (Machine Learning):  Research Project: Constructed a model to predict the percent change in the Coincident Economic Activity Index for United States for 3, 6 and 9 months. The research was based on the 1993 paper, “Why does the Paper-Bill spread predict real economic activity?” by Friedman and Kuttner  Research Project: Classified Moody’s ratings and Investment Grades for different financial and accounting metrics using features present in the dataset

HONORS  Appreciation Note, for implementation of academic project, Customer Service Satisfaction Analysis, State Bank of India  Lead Trainer, Optimal usage of computer systems at work, State Bank of India, Mumbai, India 2016-2018  Head, Society of Mathematics, Wilson College, 2012-2013  2 x Winner, Annual Quiz, Mathematical Society, University of Mumbai, 2010-2011 Rishabh Ladha

Personal Data

Place and Date of Birth: Mumbai, India | 16 April 1993 Address: 48 East John Street, Apt#307, Champaign-61820 Phone: +1-2177215286 email: [email protected] Work Experience

November 2017- July 2018 Core Developer at Wealth Technology Pvt. Ltd, Mumbai Building a flagship investment technology platform for the Investment advisers, Portfolio Managers, mutual fund distributors and fund managers and Investors with Investor at the epicenter in B2B2C and B2C segments. Innovating on multiple folds based on our vi- sion and continuous feedbacks from existing stakeholders and changing regulatory land- scape. More to come as we launch our beta version of WealthDesk(www.wealthdesk.in). Core Technologies- Java, Python, Amazon Web Services, GIT, Spring

October 2016 - July 2017 Software Developer at Epic Systems,Madison,Wisconsin Worked in Epic’s data warehousing product, to integrate Epic and non-Epic data into the system, and giving Epic’s customers an option to alter this data to suit their needs. Worked on the data warehousing’s Execution Service, wherein customers could schedule executions on data model components, set their own packages to withdraw data from, make their own packages, and subsequently making it easier for customers to write their own reports. Worked to design the front-end for this Execution Service as well. Core Technologies- C++, C, Javascript, HTML, CSS, SQL, SVN

July 2015-September 2016 Quant Developer-Markets at Edelweiss Financial Services, Mumbai C++ Developer- Worked on designing the C++ Platform for HFT-trading in Indian Deriva- tives and Cash Markets. ActiveMQ-C++ and Multithreaded TCP server implementation to relay messages back and forth between the Graphic User Interface and the C++ back- end. Coded the Black-Scholes Options Pricing Model for Market Making Strategies to run on GPUs using CUDA. Strategy Development(Kendall Tau and MultilegIOCRoll) on the C++ Trading Platform. Developed the Order Management System-Risk Management System framework for Cash Markets. Developed Latency Measurement and Testing Tool for the Technology Testing Team. Core Technologies- C++, Shell Scripting, C#, MS-Excel, Perforce

May 2014- Aug 2014 Software Developer Intern at Groupon India Pvt. Ltd, Chennai Part of the Web-Crawling Team. Crawled merchant and competitive websites using machine learning and spider to publish deals in a tabular format and send the data to the data-science team. Core Technologies - Python, GIT Scholarships and Certificates

Dec. 2010 Cleared National Chemistry Olympiad First Round Dec. 2013 Got Selected For ACM-ICPC Amritapuri Nationals (Algorithmic Programming in C++). Dec. 2013 Team stood in top 50 nationally in ACM-ICPC Kharagpur Regional online contest (Algorithmic Programming in C++). Aug. 2015 Cleared the NISM Series 8-Equity Derivatives Certification Examination Education

Aug 2018-Current Masters in Financial Engineering at University of Illinois, Urbana- Champaign

MAY 2015 Completed BTech in Computer Science & Engineering at International Institute of Information Technology, Hyderabad(CGPA 7.2/10) Major Projects-Undergrad

1. Drive Safe: An android application that promoted safe driving and aimed at reducing road accidents. 2. Built a Gnome Terminal which implemented basic linux commands. 3. Information retrieval and extraction project.Designed a search engine. Phase 1: Created an inverted index. Phase 2: Running single word queries. Phase 3: Running multiple word queries. Phase 4: Distinguishing between titles, headers and other characteris- tics of words and then displaying results. 4. Urban Planning Game Modeled and designed a game on Dharavi- the biggest slum in Mumbai, in order to efficiently find the major problems the slum is facing, and making the people who play the game aware that there are corporate solutions to the Dharavi problem without the slum losing its natural demeanour.

Computer Skills

Basic Knowledge: Android, mysql, OpenGL, SVN, HTML-CSS, LATEX Intermediate Knowledge: Multithreading in C++, Python, Linux, Networks, Javascript,C#,AWS, Java Proficient in: C++,Socket Programming,Boost-C++ libraries,Unix-Terminal,ActiveMQ-C++,Git Languages

Hindi: Mothertongue English: Fluent SIHAN (SHERRY) LI 114 Sterling Court, Apt. 304 • Savoy, 61874 • (217) 721-7242 • [email protected]

EDUCATION UNIVERSITY OF ILLINOIS,URBANA-CHAMPAIGN Urbana-Champaign, IL Master of Science in Financial Engineering, GPA:4.0/4.0 Spring 2020 CFA I Candidate, FRM I Candidate

HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY China Bachelor of Science in Applied Mathematics, GPA:3.45/4.0 2014.09-2018.06

UNIVERSITY OF CALIFORNIA, BERKELEY Berkeley, CA Exchange student in Hass Business school Summer 2016

EXPERIENCE RELATED TO PROFESSION HUARONG SECURITIES Beijing, China Quantitative Investment Intern in Innovative Development Dept. Summer 2017 • Processed data for a multi-factor model project for a hedge fund and worked out a ranking of over 100 factors based on relevant tests and calculations • Applied R and Python and assisted in the core programming of the clustering model based on time series • Prepared Weekly report of market data and analysis BANK OF CHINA Beijing, China Financial Assistant in Wealth Management Dept. Winter 2016 • Offered tailored investment advice to 100 clients based on their personal demands and risk evaluation • Analyzed the financial statements of 20 enterprise clients and adopted specific evaluative models to assess enterprise’s performance in finance and credit CHINA MOBILE Beijing, China Intern in Business Intelligence Dept. Summer 2015 • Analyzed the user profile based on RFM model to rate and classify customer groups for accurate marketing • Performed data retrieval and management Using MySQL and conducted statistical analysis with SPSS

VOLUNTEER AND OTHER INTERN CHINA COUNCIL FOR THE PROMOTION OF INTERNATIONAL TRADE Beijing, China Intern and volunteer in International council Dept. Summer 2018 • Participated in the Summit of the Forum on China-Africa Cooperation as a translator majoring in finance and a reporter. • Arranged the schedule and daily agenda for more than 100 people from more than 30 countries TUTOR AT ZHONGJIANG HIGH SCHOOL Hubei, China Volunteer Teacher in Math. 2015-2018 • Supported education in rural area in China as a volunteer for underserved students.

ACTIVITIES/LEADERSHIP Minister of planning department, Student Entrepreneurship Practice Center, HUST, 2014-2017 • Maintained solid and long-term cooperation with over 40 companies and took in charge of the establishment and marketing of sponsored business activities • Organized the first campus business summit that aims to predict the marketing model and strategies Vice Chairman, Science and Technology Association, HUST,2014-2017 • Took charge in the budget management and human resource management • hosted an array of national and state level mathematics competitions and seminars

ACADEMIC ACHIEVEMENT The prediction model on Dividend of Informatization (university funded) Honorable mention in 2017 Interdisciplinary Contest in Modeling

SKILLS Language: Native speaker of Chinese, fluent in English, Active leaner of France Technical: Data Analysis and Programming (SPSS, SQL, Python, R, MATLAB, C++); Office and Design (Word, Excel, Publisher, Latex, PowerPoint, Macromedia flash and Photoshop); Financial tools (Bloomberg, Wind) WENNING(Linda) LI 1601 N. Lincoln Ave., Apt. 2031 • Urbana, IL 61801 • +1(217) 721-6766 • [email protected]

Education University of Illinois at Urbana Champaign December, 2019 Master of Science in Financial Engineering, GPA 4.0/4.0 Urbana-Champaign, IL  Relevant Courses: Financial Computing (C++) (A+), Statistical Methods in Finance (R) (A+), Machine Learning in Fin Lab (Python) Shanghai University of Finance and Economics June, 2018 University of Cologne (Exchange Program for Outstanding Undergraduates) Mar. 2017—Jul. 2017 Bachelor of Economics, Banking and International Finance, GPA 3.80/4.0 Shanghai, China

 Full scholarship of China Scholarship Council in the Exchange Program (Oct. 2016)  Scholarship for outstanding students (Top 10%) (Oct. 2015 & Oct. 2016)  CITIC Scholarship for outstanding academic performance (Top 5%) (Oct. 2016)  Second Prize in Annual Mathematics Modeling Competition in SUFE (May. 2016)  Special golden medal award in the ACTS Competition of Mathematics (Top 1) (Feb. 2012)

Projects Constructed a portfolio Risk Tool for portfolios with SQL and Tableau Dec. 2018  Wrote over 40 queries in SQL for different instruments: analyzed portfolio exposures; organized market data and related information for Corporate Bonds, ABS, CMBS, and Municipal Bonds using SQL  Created and visualized risk metrics in Tableau: identified and extracted key risk indicators; integrated and presented the results in dashboards Built MBS Pricing model in Python (Monte Carlo on Cash Flow, Prepayment Model on Mortgage) Nov. 2018  Constructed and visualized zero-rate curves: using 2-Factor Hull-White Model; optimized the parameters with real Black cap option prices; simulated forward interest rates  Priced the MBS with prepayments assumption: calculated CPR using Richard and Roll Model and 100% PSA CPR; computed SMM; generated monthly payments; discounted cash flows  Investigated the errors in the model via model assumption, input and implementation validation, successfully found 4 major issues and 2 minor issues Predicted Futures Price Direction using Machine Learning Jan. 2019  Preprocessed data: constructed and smoothed continuous dominant CME contracts with roll-over method; interpolated missing data  Trained models to predict the price direction: adopted Logistic Regression, Random Forest, SVM and LSTM; optimized the parameters using grid search; compared with traditional ARIMA-GARCH models

Professional Experience Zhongtai Securities Co., Ltd. & Guosheng Securities Co., Ltd. Sep. 2017—Aug. 2018 Research Analyst Intern, Non-metal Materials Industry Shanghai, China  Examined the rule of industry development with R and Excel: analyzed relationships between economic variables using regression and co-integration test; predicted variables with VAR model and VECM  Designed and updated database of cement, glass and fiberglass industry  Built financial models (Such as DCF, DDM, multiples, etc.) to value the target company Nike Sep. 2016—Jan. 2017 Intern, Financial Department Digital Team Shanghai, China  Processed financial data efficiently: downloaded, imported, cleaned and transformed over 1000 data each day  Coordinated with other departments concerning manual refund through third-party payment platforms

Activities + Leadership International Volunteering Work at Nusa Penida, Indonesia Aug. 2016—Aug. 2016  Mentored 20 kids through English teaching; Teamed up with local people in building construction and gardening Academic Department, Student Union of School of Finance, SUFE Sep. 2014—Jun. 2015  Organized and hosted campus-wide lectures; Interviewed industrial experts; wrote correspondence Aerobics Team of SUFE Sep. 2014—Jun. 2018  1st Prize in the National Cheerleading Competition; 2nd Prize in the Shanghai College Student Sports Meeting

Technical Skills + Certificates Technical skills: R; Matlab; C++; Python; Eviews; SQL; Wind; Bloomberg; Microsoft Office Qualifications: FRM Level Ⅰ; CFA Level Ⅰ; Securities Qualification Certificate; Fund Qualification Certificate Bronze medal award in the International Dancing Competition held at OCEAN in Russia YUEZHI LI 302 E John St, 801 • Champaign, IL 61820 • (312) 937-5055 • [email protected] Linkedin: https://www.linkedin.com/in/yuezhi-li-5b8322b6/

EDUCATION

UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Master of Science in Financial Engineering, December 2019

MUSKINGUM UNIVERSITY New Concord, OH Bachelor of Science in Mathematics, May 2018 GPA: 3.89/4.00 • Summa Cum Laude • The Muskingum University Distinguished Scholar Award • James L. Smith Awards in Mathematics • Kappa Mu Epsilon (KME), Phi Kappa Phi (PKP)

WORKING EXPERIENCE

HUAAN Securities Lanzhou, China Intern, Sales department July 2017 – August 2017 • Aggregated data from company information system to create daily PowerPoint presentation • Translated approximately 5 reports per month from Chinese to English • Assisted average 10 customers per day with trouble shooting, such as opening accounts and using HUAAN mobile app • Contacted 5 clients per day to inform them about the status of their accounts

Larry Miller Intermediate Elementary School New concord, OH Mathematics tutor February 2017 – May 201 • Managed a group of 8 students to study math and science, and helped them with their homework and exams in collaboration with head teachers for after-school program • Effectively improve the students' grades and self-learning ability, enabling 3 students to move up one letter grade

Forcome Co., Ltd. Shanghai, China Marketing Assistant, Sales & Operation May 2016 – July 2016 • Performed market research and analysis while utilizing databases to assist with product development • Edited and classified 35 English manuals for food processing machines, outdoor camping tool, and hunting equipment, which improved the work efficiency of the product department • Participated in designing products displaying plan for marketing sale in US retail stores

PROJECT HIGHLIGHTS

Connexin Group LLC January 2019 – Present • Constructing the benchmark logistic model and a few deep learning models (including Logistic Regression, Random Forest, KNN, SVM and Factorization Machines) to forecasts the default behavior on the loan level • Ultimately to build short term and lifetime Mortgage loan transition matrix. • Creating data visualizations via Tableau to provide insight such as demonstrating the distribution and key statistics

SKILLS

Language: Native speaker of Chinese, proficient in English Technical: C++, python, R Studio, Tableau, Microsoft Office ZHENLONG “ADRIAN” LI 1010 W University Ave, #156A • Urbana, IL 61801 • (720) 938-9472 • [email protected]

EDUCATION

UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Master of Science in Financial Engineering, Expected Dec. 2019

UNIVERSITY OF COLORADO Boulder, CO Bachelor of Science in Engineering Physics, Minor in Math, May 2018 Rank:16/29 Dean’s List (Fall 2014), Engineering Merit Transfer Student Scholarship (2015-2016)

EXPERIENCE

China International Capital Co., Ltd. (CICC) Xi’an, China Summer Intern – Xi’an Yantai Securities Business Dept. Jun. 2017 - Aug. 2017 • Worked with team to design strategies to bid for large-size local corporate debts • Assisted senior trader to collect data and conduct data integration using Excel • Captured daily over-night news by following and analyzing the market and presented to the team • Practiced investing in Chinese and American stocks, traded and yielded profits personally

China United Assets Appraisal Group (Shaanxi) Co., Ltd. Shaanxi, China Summer Intern – Assistant Financial Manager Jun. 2016 - Aug. 2016 • Managed client accounts and responded to inquiries • Resolved client issues and maintained updated client database • Prepared financial statements and complex client invoices • Received exceptional evaluation and ranked as top two in performance check among all interns

SKILLS

• Language: Native speaker of Mandarin Chinese, fluent in English • Programming: Python, R, MATLAB, C++, Mathematica • Software: MS Office, Adobe Creative Suite, MS Windows, macOS, Linux

ACTIVITIES

CU-Prime Boulder, CO Student member and mentee of mentorship program Aug. 2014 - May 2018 • Kept involvement in weekly talks and discussions hosted by graduate students • Worked on project with graduate student advisor and presented in poster session • Built connection with assigned mentor and scheduled regular meeting every semester

COURSEWORK Intro to Finance, Statistical Methods in Finance, Financial Risk Management (R); Stochastic Calculus in Finance, Intro to Machine Learning, Data Analytics in Finance and FinTech (Python); Financial Computing, Numerical Methods in Finance (C++); Financial Derivatives; Macroeconomics of Stock Market Fundamentals Xiaodong Liu [email protected] | (707)-548-5279 Summary Dedicated and talented financial engineer with specialization in quantitative data analysis and programming. Diligent analyst with solid knowledge in mathematics and economics, excellent English skill and leadership. Seeking summer internship of analyst, risk management, quantitative and business area. Education University of Illinois at Urbana-Champaign GPA 3.7/4.0 Aug 2018-Dec 2019 Master of Science in Financial Engineering University of California at San Diego Major GPA 3.6/4.0 Sep 2014- June 2018 Bachelor of Science in Mathematics and Economics Relevant courses Financial Computing(C++)/ Machine Learning/ Quantitative Primer on Investments(R)/ Statistical Modeling/ Mathematical Software(Python)/ Stochastic Calculus/ Numerical Methods/ Financial Risk/ Financial Derivatives Skills Python/ C++/ R/ Matlab/ SQL/ Excel /PowerPoint Experience Financial and Technology Assistant July 2018 - Aug 2018 Swiss China Corporation, Chengdu •Improved management efficiency, promoted user experience and facilitated financial service tracking via establishing new Customer Relationship Management system with technology team.

Researcher of Arbitrage in US Treasury Market Jan 2019-present RCM Alternatives •Built and improved model for using co-integration relationship to make profits on futures contracts of US treasury via statistical and mathematical theories and machine learning techniques.

Representative of UIUC in 2019 IAQF Student Competition Dec 2018-present International Association for Quantitative Finance •Forecast credit spread movements of US bonds by financial and economic data analysis and machine learning techniques.

Research Assistant Aug 2017-June 2018 Department of Economics, UCSD •Researched and learned about how to promote distribution efficiency and optimize business strategies via professor Levkoff’s game theory research with R programming.

Business and Finance Assistant Dec 2016- Jan 2017 Keystone Education, Chengdu •Optimized advertising strategies and decided next year’s sale strategies by working with company’s business analyst.

Marketing Committee Leader and Division Leader Sep 2015-Aug 2018 Triton Gaming Club, UCSD •Managed financial budget and appropriation and improved spending efficiency through leading team to negotiate and acquire sponsorship from different industry companies.

YI LIU [email protected] 1010 W Green St  Urbana, IL 61801  3095338669  [email protected] EDUCATION University of Illinois Urbana-Champaign, IL Candidate for MS of Financial Engineering 08/2018-12/2019

Illinois Wesleyan University Bloomington, IL Bachelor of Arts, Major in Mathematics 08/2014-05/2018 Double Major in Financial Services 08/2014-05/2018  Cum Laude. Math GPA: 3.95/4.00. Finance GPA: 3.78/4.00.  Core Courses: Differential Equations, Real Analysis, Complex Analysis, Modern Algebra, Wavelet Analysis, Numerical Analysis, Regression and Time Series Analysis, Portfolio Management

EXPERIENCE CITIC Securities Beijing, China Intern, Investment Banking 06/2017-08/2017  Participated in preparation for the IPO of Bank of Qingdao: Checked accuracy of information with Bank of Qingdao’s clients  Collected information of over 100 securities companies in Mainland China and arranged them in Excel to compare historical P/B valuation patterns  Helped with PowerPoint improvement for VP’s presentation

ACADEMIC PROJECTS FIS409: Portfolio Management 01/2017-04/2017  Conducted fundamental analysis on Boeing, Honeywell, and Lockheed Martin. Evaluated economic moats, analyzed financial statements and ratios, and gave valuation using P/E, PEG, and DDM methods. Wrote 10- page reports on each of the companies and presented recommendations to the IWU Board of Trustees.

SKILLS Language: Mandarin (Native), English (Proficient) Technical: R, Latex, Mathematica, SPSS

HONORS  IWU Dean’s List: 6 out of 8 semesters  Wesleyan’s Alumni Scholarship Recipient

Yue Liu 209 E University Ave. APT 225• Champaign, IL 61820 • (217) 361-6453 • [email protected] EDUCATION University of Illinois Urbana-Champaign, IL Master of Science in Financial Engineering, Expected Dec 2019 GPA: 3.79/4.0 Bachelor of Science in Industrial Engineering (Economics and Finance Track), May 2018 GPA: 3.61/4.0 Awards: Dean’s List of Fall 2017, Spring 2017, and Fall 2015 Computational Science and Engineering Certificate WORK EXPERIENCE Black Wing Asset Management Co., Ltd. Beijing, China Summer Intern, Asset Management Department July – August 2018 • Participated in determining the suitable financial products for corresponding customers and their assets using concepts of multi-factor stock selection, Commodity Trading Advisor (CTA) strategy, and combined with index futures for hedging. • Incorporated Capital Asset Pricing Model in the process, helped determine the alpha values of the portfolios. China International Futures Co., Ltd. (CIFCO) Beijing, China Summer Intern, Trading Department May – June 2018 • Studied and analyzed past cases that incorporates different spreads and combinations, such as bull spread, bear spread, strip, strap, straddle, etc., and evaluated their effectiveness. • Helped prepare and participated in the 2018 Iron Ore International Trend Seminar. China Merchants Bank (CMB) Beijing, China Six Sigma Intern, Risk Management Department June – August 2017 • Participated in a Six Sigma project that evaluates how well the requirements are set for approving home loans. • Led a team of three other interns on the project, in which we evaluated the effectiveness, risk, and profitability of criteria set for approving loans based on the company’s historical loan data. ACADEMIC EXPERIENCE University of Illinois Urbana-Champaign, IL Financial Engineering January – May 2018 • Using Python to analyze European options under the Black Scholes Model and American options under the Binomial Model. • Build an options pricing model based on the Binomial Model using given option style, underlying asset price, strike price and risk-free interest rate, etc. Senior Design Project January – May 2018 • Asked by Nokia U.S. to decrease the labor cost in the process of Value Stream Mapping (VSM) Workshops, our group incorporated the concepts of Machine Learning and with the functionalities of Excel Macros, we completed the requests. • With technical help from Nokia, after analyses and predictions, we could see a 25% average decrease in labor cost for past VSM workshops, thus not only guaranteed a much lower cost in future workshops, but also reduced inefficient processes. Simulation Project January – May 2017 • As a self-designed project, we decided to use simulation to predict the NBA Champion of 2017. our group collected the event data of all participating teams from the past season and use these as base data to run the simulation on Sigma. • After thousands of runs, the simulation yielded a 43.4% winning probability for Golden State Warriors, which was close to 69% given by authoritative websites. SPECIALIZED SKILLS Programming Languages: C++, Python, MATLAB, R Software: Autodesk Inventor, Minitab, Microsoft Office Languages: Chinese (native-fluent), English (fluent) Certificate: Microsoft Office Expert Certificate, Lean Six Sigma Green Belt JOSEPH J. LOSS 209 E. University Ave, Apt. 304 • Champaign, IL 61820 • (630) 470-5566 • [email protected]

EDUCATION

UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Master of Science in Financial Engineering – December 2019 GPA: 3.4/4.0

MIAMI UNIVERSITY OF OHIO Oxford, OH Bachelor of Science in Finance, Cum Laude – May 2016 GPA: 3.6/4.0 Minor in Information Systems Analytics Awarded Redhawk Academic Excellence Scholarship (all terms)

JOHN D. DELIBOIS EUROPEAN CENTER Differdange, Luxembourg Semester abroad – December 2015

EXPERIENCE

KAPLAN INC. Chicago, IL Classroom Instructor, ACT/SAT March 2018 – August 2018 • Coached three classes of +10 students through intensive 2-week “Test-Prep Bootcamps” • Attained 9/10 performance rating and oversaw average student scores increase 25%

JPMORGANCHASE & CO. Chicago, IL Financial Analyst, Commercial Banking July 2016 – September 2017 • Led monthly team meetings on national portfolio performance and risk exposure • Utilized Essbase and Excel macros to streamline and automate 6 reporting processes • Trained 2 Mumbai team members on +8 monthly procedures and systems for future outsourcing

Intern, Asset Management May 2015 – August 2015 • Collaborated with 4 interns in designing better diligence procedures • Developed Excel models that efficiently classified +1,000 loans according to new collateral regulations

SELF-EMPLOYED Chicago, IL US Equity Options Trading September 2015 – December 2017 • Managed personal portfolio of $10k in US equity options • Began testing C++ and Python API software to implement trading ideas

TECHNICAL SKILLS R Studio C++ • Derivatives pricing in discrete levy models • Derivatives pricing models • Applied Statistics & Probability • Monte Carlo simulation • Financial Risk Management • Linear programming solvers Python • Dynamic programming • Machine Learning • Memoization • Financial Stochastic Calculus

Additional Skills • SQL, Bloomberg, Derivatives, Equities, M&A

CERTIFICATIONS & RELEVANT COURSEWORK

MERGERS & ACQUISITIONS CASE COMPETITIONS Oxford, OH William Blair (Finalist) & Delta Sigma Pi (3rd Place) September 2015 – December 2015 • Analyzed cashflows, comparables, and preceding transactions to determine company valuations

FINANCIAL MODELING CERTIFICATIONS Oxford, OH Training the Streets & Adventis C.G. March 2015 – December 2015 YIJUN MAX LOU

EUDCATION University of Illinois Urbana-Champaign, IL Bachelor of Science in Computer Science and Statistics May 2016 Minor in Mathematics, Degree with High Distinction Honors GPA: 3.62/4.0

WORK EXPERIENCE HeiBaiQi Network Technology Co., Ltd Beijing,China Quantitative Trading Engineer - Full Time August 2017- Present ● Augmented features from 5 dimensions to 47 dimensions of original stock data for each single day ● Designed stock recommendation system to select high quality stocks based on different strategies ● Initialized and developed a simulated trading system to provide users with functionality of back testing for either certain stock or whole stock market based on their strategies and returns analysis including specific description for each trading, overall success rate, and annualized returns, etc. Baidu - Smart Home Department (Raven Tech) Beijing, China Full Stack Developer - Full Time August 2016 - August 2017 ● Revised the structure of electronic business project with React and Redux over 5000 lines of change ● Implemented an algorithm to compress duplicated frames in a video into several images and recomposed them with video-liked quality on canvas with only 1/5 size of original video file ● Applied CNN to identify a sequence of numbers on a image with over than 94% accuracy per quest ● Designed a graphic database to keep over 100,000 records for sports question-answering system ● Provided shorted-path algorithm for quick searching on specific vertex for the graphic database

PROJECTS AND RESEARCH Projects BABA - Database Systems August - December 2014 ● Built the relational schema of database for BABA as with appropriated keys and dependencies ● Created a C2C e-commerce website for users to trade items and post information Elemental Fight - Programming Studio August - December 2014 ● Created a role-playing game with multiple players and artificial intelligence system ● Developed 4 elemental characters with 10 characteristic skills for each and designed status systems including buff, debuff, stun, slow, burn and other characters’ status ● Designed game theory of AI actions and modified movements of AI characters against players Towards A Personalized Diagnosis Search Engine: Eviator - Text Info January - May 2015 ● Refined search results by implementing a filter function with BM25 algorithm in search engine ● Implemented an original algorithm which identified significant syndrome by using original input query and calculating average illness factors and reduced at most 40% of non-relevant search result

Technical Skills Software: JetBrains, Office Suite, Adobe Suite, R Studio Programming Languages: Python, Java, C, C++ CHANGJIE MA 1905 N Lincoln Avenue, Apt. 213 • Urbana, ILLINOIS 61801 • (217) 721-0281 • [email protected]

EDUCATION

UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Master of Science in FINANCIAL ENGINEERING, December 2019 GPA: 4.0/4.0

TSINGHUA UNIVERSITY Beijing, CHINA Bachelor of Engineering, Construction Management, August 2018 GPA: 3.6/4.0

EXPERIENCE

HAITONG SECURITIES Beijing, CHINA Intern, Research Department September 2017–April 2018 • Evaluated 20+ companies across 5 sectors and provided investment recommendations to stakeholders • Compiled and presented thorough report of listed company to illustrate potential and risk and used the results as feedback to clients • Maintained, updated daily news policies and related data to demonstrate strong problem-solving skills and analyzed the influence on stock prices TSINGHUA UNIVERSIT City, STATE (or Country if non-US) Research Assistant, SCHOOL OF ECONOMICS April-July 2017 • Integrated stock expected return forecasting models in literature with Behavioral Asset Pricing Theory • Established stock expected yield model using Random Forest and testified the hypothesis that Chinese investors’ behavior in A-share market • Teamed up with colleagues and utilized python to construct testing environments and developed behavior-specified algorithms

SKILLS

Language: Native speaker of Chinese Technical: Python (pandas foundations, managing financial data, data visualization) Bloomberg Terminal (Bloomberg Educational Program certification)

ACTIVITIES/LEADERSHIP

Vice President, Youth League of Department, Tsinghua University February 2017-Janurary 2018 Captain, Mathematical/Interdisciplinary Contest in Modelling January 2017

ADDITIONAL

Passed CFA exam Level 1 Passed FRM exam Part 1 CHINMAYI KARGAL MANJUNATH 309 E Healey Street, Apt 15 • Champaign, IL - 61820 • (217) 721-7685 • [email protected] EDUCATION UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Master of Science in Financial Engineering Dec 2019

P.E.S INSTITUTE OF TECHNOLOGY Bengaluru, India Bachelor of Engineering, Information Science, May 2016 GPA : 8.12/10

EXPERIENCE SOFTWARE ENGINEER, MAHINDRA COMVIVA Bengaluru, India Messaging and Broadband Solutions Aug 2016 – May 2018 • Development of Integrated Messaging platform and integrating it with mobile financial solutions for cost-effective and secure cashless payments in American and African markets • Improved transaction speed and performance by implementing dynamic password authentication (Java) • Enhanced database performance and improved code quality by implementing database operations in Hibernate • Enabled insights on user trends and product performance by creating interactive analysis/reporting tool (Reactjs, Python) INTERN, BIZTIME IT SOLUTIONS PVT LTD. Bengaluru, India Data Analytics Jun 2015 – Jul 2015 • Designed database schema, database using MYSQL and built exam management application (Java and J2EE) SUMMER INTERN, P.E.S INSTITUTE OF TECHNOLOGY Bengaluru, India Center for Computer Vision and Image Processing Jun 2014 – Jul 2014 • Implemented minutiae based fingerprint matching (MATLAB) • Improved image quality using image pre-processing techniques for enhancing the fingerprints before matching

MAJOR PROJECTS Financial Computing Oct 2018 – Nov 2018 • Priced American and European options via Binomial and Trinomial lattice using recursion and dynamic programming • Improved the computing efficiency by implementing memoization for trinomial lattice(C++) • Performed financial data clean up using Fast Fourier Transforms (FFT) for short term prediction and finding triggers for building trading models. Credit Risk Analysis in Peer to Peer Lending System Jan 2016 – May 2016 • Built credit risk model to analyse risk profile of loan applicants and predict “good-credits” and identify potential “defaults” (Python) • Gathered data and pre-processed 6.5 million data instances from “LendingClub” publicly available 2013-2015 loan applications dataset • Identified credit risk factors by performing feature selection and machine learning • Improved the predicting power using ensemble machine learning algorithms Cloud Computing Jan 2015 – May 2015 • Simulated Object Storage component of Openstack (Swift) to use less storage space on cloud storage using Solid state drive as alternate storage SKILLS Technical: Java, C, Python, R, C++, MYSQL, Javascript , HTML, CSS, Hibernate, Reactjs, XML, JSON Publications: "Credit Risk Analysis in Peer-to-Peer Lending System," 2016 IEEE International Conference on Knowledge Engineering and Applications [IEEE Pub: ICKEA 2016]

ACTIVITIES/LEADERSHIP VOLUNTEER, CORPORATE SOCIAL RESPONSIBILITY Jan 2013 – March 2015 • Tutored primary school children on a weekly basis to improve their English-speaking abilities and social skills • Project lead for a team of 20 volunteers who were organizing medical camp for 700 people to provide free health care and medical assistance Yuhang (Kael) Mao 1010W Green St, Apt. 0104A • Urbana, IL 61801 • (217) 721-4608 • [email protected]

EDUCATION______UNIVERSITY OF ILLINOIS AT URBANA-CHAMPAIGN Urbana-Champaign, IL Master of Science in Financial Engineering June 2020 GPA: 3.95/4.0 Computational Science and Engineering Concentration

University of Electronic Science and Technology of China Chengdu, China Bachelor’s Degree of Economics, Minor in Electronic Engineering June 2018 GPA: 3.91/4.0

EXPERIENCE______KPMG Shanghai Branch Shanghai, China Intern, Taxation Department January 2017-Feburary 2017 • Screened out data of 10 companies from more than 100 candidates for comparability analysis, as part of transfer pricing programs • Calculated indexes as ROA by using functions as VLOOKUP, SUMIFS to on Excel

NOAH Private Wealth Management HK, China Intern, Product Department July 2016-August 2016 • Collaborated with fund manager to select funds with proper return record for Fund of Funds

ACADEMIC RESEARCH______Graduate Thesis for Economics: Research on Credit Risk Evaluation of Online P2P Lending - A Case Study of ‘Renrendai’ October 2017-June 2018 • Analyzed factors of credit score with 20166 loan records via BP Neural Network combined with Mean Impact Value and Cloud Model • Built two indexes – Loss Frequency(LF) and Loss Severity(LS) with Bayesian Estimation to evaluate the risk of personal loan projects • Developed a credit risk evaluation solution by adjusting credit score through LF and LS

Mathematical Contest in Modeling: Analysis of Water Shortage Country in the World January 2016 • Led a team of 3 and applied methods as Analytic Hierarchy Process, cluster analysis to build a model evaluating water shortage degree of different districts, using China as example to provide improvement plan and analyzed its feasibility

ACTIVITIES/LEADERSHIP______Volunteer Leader, Asia Pacific Youth Dialogue, UNESCO, Sep 2016 • Led team of 30 students during the forum, arranged teammates and participated in serving attendees at meeting places, meeting minutes and emergency

Honors & Awards______UESTC People’s Scholarship every academic year 2014-2017 Mathematical Contest in Modeling, COMAP, Meritorious Winner January 2016

SKILLS______Language: Chinese, English Technical: MATLAB, MS Office, C++, Python, R UTKARSH MISHRA 48 E John Street, Apt. 207  Champaign, IL 61820  (217) 721-9174  [email protected]

EDUCATION

UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Master of Science in Financial Engineering, December 2019 GPA: 3.46/4.0 Coursework  Quantitative Analysis with R: o Summary Analysis to look for missing data, skewed data or fat tails o Plot Assessment to determine Stability, Commonalities, Correlation, Drift, Trend o Relationship Evaluation between commodities & Index, short volume & returns o Risk-Return comparison of CMTs with Eurodollar futures, Equity, & Commodities o TED spread analysis  Machine Learning: o Exploratory Data Analysis – using describe, pairplot, corrcoef, and heatmap o Preprocessing – dropna, StandardScaler (if required), LabelEncoder o Feature extraction and selection – PCA, kPCA, feature_importances_ o Model fitting and evaluation – accuracy_score, MSE, r2_score  Risk Management with R: o Historically simulated VaR o Weighted historical simulated VaR o VaR calculated with Delta-Normal method for equity portfolio

BIRLA INSTITUTE OF TECHNOLOGY AND SCIENCE Pilani, INDIA M.Sc. (Hons.) Mathematics and M.Sc. (Tech.) Finance, July 2014 CGPA: 7.36/10.0

EXPERIENCE

CREDIT SUISSE Pune, INDIA Senior Business Analyst June 2014 – July 2018  Techno-Functional Consultant – Translated business requirement into system requirement  Worked on Secured Finance and Derivatives trade data  Remediated system architectural issues  Deployed projects with business benefit worth: o USD 12 billion – Enabled Repo Collateral flow o USD 1 billion – Amended incorrect Derivative Collaterals Pledged Reporting o USD 600 million – Fixed improper tagging of Third Party Repo Collateral o USD 350 million – Streamlined Collateral Rehypothecation o USD 200 million – Facilitated SLB netting process

CREDIT SUISSE Pune, INDIA Intern January 2014 – June 2014  Worked on FDL (Finance Data Landscape) Reporting which: o Draws a clear picture of data sourced into and used by Finance Data Systems o Reports on volume of overrides, enrichments and transformations o Enhances transparency around Finance Data Management by identifying redundant data, duplicates, problem trade feeds, and data gaps o Illustrates data improvements through reduction in data validation errors, late feed files, missing files

J.P. MORGAN CHASE & Co. Mumbai, INDIA Intern July 2013 – December 2013  Tested application which automates daily activities of certain team in the organization  Daily activities include tracking down a transaction on mutual fund like subscription, redemption, cancellation of redemption, cancellation of subscription and others

SKILLS

Technical: R (beginner), PYTHON (beginner), SQL (intermediate), MS Excel (intermediate)

Wenyu Ni 1010 W University Ave, Apt 150D, Champaign, IL | 217-693-9630 | [email protected]

EDUCATION Aug 2018 - Dec 2019 University of Illinois at Urbana-Champaign Master of Science in Financial Engineering One semester GPA：3.62/4.0 Sept 2014 - June 2018 Tsinghua University Major: Automation, Second Major: Economics Overall GPA: 3.5/4.0 July 2016 - Aug 2016 RWTH Aachen University Courses: Numerical Integration, Modeling ODM, Automation, Computer Lab, etc. GPA: 1.0/1.0 (German credit system); Ranking: 1/27

PROFESSIONAL EXPERIENCE July 2017 – Aug 2017 Renaissance Era Beijing Investment Management Co., LTD, Intern l Mainly responsible for the Big Data of Jingdong Emotional Comments project. l Used NLP (Natural Language Processing) to extract emotional sentiment and keywords from the text of comments, so that the digital results could be contributed to the multifactor model. l Work in the high-frequency trading department and involve in the CTP platform project. l Completed the interface of CTP platform and display of investment guidance data. Aug 2016 Shanghai Stock Exchange, Intern l Classified the bulletin data provided by the TRS company to determine whether it is related to the stock. l The bulletin data was manually labeled as stock-related or irrelevant l Extract the relevant features, and classify them by SVM, decision tree, logistic regression, random forest and other classifiers. Compare the effectiveness and performance of different classifiers..

RESEARCH PROJECT Feb 2017 Chinese Academy of Sciences Winter Science Camp (for Financial engineering) l Did a research on stock trend forecast under the guidance of the professor. l Using the optimal wavelet transform, the stock price of the time series is decomposed into a series of wavelets with characteristic laws. l Introduced the policy variable factor.

HONORS & AWARDS June 2016 HAGE Fund Scholarship Apr 2016 The Second Prize of the 34th Challenge Cup Technology Competition Dec 2015 The Third Prize in the 32nd College Physics Competition Sept 2014 The Second Prize of the 4th Tsinghua University Creative Competition

SKILLS AND HOBBIES Software: MATLAB, STATA, SPSS, RStudio, QT Programming Language: C, C++, JAVA, Python, SQL Microsoft Office: PPT (Making complex animation), Excel (Processing data including regression fitting) Habeeb Afolabi Olawin 48 E John St, Champaign, IL 61820 • 202-594-5877 [email protected] • www.linkedin.com/in/holawin/

EDUCATION: University of Illinois Urbana-Champaign, IL Master of Science – Financial Engineering Dec 2019

Drexel University Philadelphia, PA Bachelor of Science – Computer Engineering and Electrical Engineering Jun 2018

COURSES: Financial Computing Financial Derivatives Introduction to Finance Financial Risk Management Stochastic Calculus Statistical Methods in Finance Machine Learning Data Analytics Macroeconomics

PROJECTS: Market Analysis. University of Illinois, Urbana-Champaign Aug 2018 – Dec 2018 • Estimated the factor models for Chen-Roll-Ross, Fama-French-3, and GARCH-in-mean • Assessed time series of bid-ask spreads for fixed income, commodity, equity index, and FX instruments to see trends, unusual events and commonalities • Analyzed the execution quality of marketable orders to see their divergence from a uniform distribution occurring randomly • Predicted inflation of different government bond yields using nominal rate and real rate • Evaluated CAPM using S&P 500, Russell 2000, and combined S&P 500 and Russell 2000 indices • Examined different portfolios to find the optimal risky portfolio with their Sharpe ratio maximized

Machine Learning for Stock Price Prediction. Drexel University, Philadelphia Sep 2017 – Jun 2018 • Worked in a group of 3 to design long short-term memory (LSTM), sentiment analysis, and polynomial regression machine learning models to analyze stock closing prices for using Python • Analyzed each model performance based on mean absolute percentage error, mean squared error, trend accuracy, mean absolute deviated, and recall • Performed a profitability simulation based on the return of investment for each model • Reviewed and analyzed results of the combined LSTM and sentiment analysis model performances for members of the senior design committee

WORK HISTORY: Dell Boomi Chesterbrook, PA Quality Assurance Engineer Sep 2016 – Mar 2017 • Collaborated with a team of developers in an agile environment to produce quality releases for customers • Developed test plans and test cases for different projects during testing phase using Boomi Atomsphere • Built and maintained regression testing environment using Boomi Atomsphere during development phase • Documented and communicated flaws encountered during product lifecycle to team members • Designed automated tests for rapid and continuous validation of product changes using Boomi Atomsphere • Tested, built and maintained regression for twitter connector which was added to existing connectors • Used Atomsphere API to keep track of newly installed atoms during product lifecycle

TECHNICAL SKILLS: ▪ Operating Systems: Windows, Linux, MAC OS X ▪ Programming Language: Python, C, C++, R, MATLAB, VHDL, HTML and CSS, Node Js

HONORS AND AWARDS: • STAR (Student Tackling Advanced Research) Scholar, Drexel University • A.J. Drexel Scholarship, Drexel University • Pennoni Honors College, Drexel University

ACTIVITIES/INVOLVEMENT: • National Society of Black Engineers, University of Illinois Fall 2018 till present • Engineering Learning Community, Drexel University Fall 2013 – Spring 2018 • Institute of Electrical and Electronics Engineers, Drexel University Fall 2013 – Spring 2018 • Drexel African Student Association, Treasurer Fall 2013 – Spring 2018 o Managed and allocated $5000 for several activities in the organization • Drexel Muslim Student Association Fall 2013 - Spring 2018 HAO (RYAN) REN 1517 E Florida Eve. Apt.203 • Urbana, IL 61802 • 3126102073 • [email protected] EDUCATION UNIVERSITY OF ILLINOIS AT URBANA-CHAMPAIGN Urbana-Champaign, IL Master of Science in Financial Engineering (Aug. 2018 – Dec. 2019) GPA: 3.91/4.0 • CFA Level II Candidate, FRM Level II Candidate • Relevant Courses: Financial Computing (C++), Numerical Methods (C++), Stochastic Calculus (Python) TSINGHUA UNIVERSITY Beijing, China Bachelor of Biological Science, Minor in Business Administration (Aug. 2013 – Jul.2017) GPA: 3.89/4.0 (top 10%) • Honors and Awards: Freshman Second-class Scholarship (Top 10 in each Province), Academic Excellence Scholarship, Scientific and Technological Innovation Scholarship WORK EXPERIENCE CME Group Chicago, IL Practicum Project – Financial Forecasting using Machine Learning Jan. 2019– Present • Conduct anomaly detection model to detect the market events based on the implied volatility and trend • Extract the features in News Data from Thomson Reuters to forecast the price movement of Corn Future: o Preprocessing the data by punctuation removal, normalization, stemming o Constructing news features like TF/IDF of word, Topics Modeling • Apply classification model like SVM to predict the market events by news events

Beijing Renaissance Era Investment Co., Ltd. Beijing, China High Frequency Trading Quantitative Intern Dec. 2017 – Jun. 2018 • Worked with Chief Quant Analyst to analyze order book data, identify potential alpha generating investment ideas, and validated existing models on China Commodity Future Market • Developed optimal hedging strategy (using option and futures) by optimizing the effectiveness of delta-risk hedging against transaction cost in re-hedging methods using Monte Carlo Simulation and vectorizing calculation • Collaborated with traders to execute delta-hedging strategies and adjusted strategies based on ad-hoc request • Parsed and evaluated the Light GBM Trees for real high frequency trading in C++, improving the time efficiency by approx. 100 times compared to Numba in Python • Wrote over 2500 rows of python codes (Pandas) to build and analyze 190 features for the high frequency trading strategy

Shanghai Mingxi Assets Management Co., Ltd. Shanghai, China CTA Quantitative Research, Intern Jul. 2017 – Sep. 2017 • Wrote Python to construct a back-testing platform to back test the momentum strategy’s performance via o Performing out-of-sample evaluations on the trend-following strategy in CTA, calibrated the optimal parameters and conducted the test for a 6 mon – 1 mon cycle; o Utilized multithread processing in Python to accelerate the back-test • Applied SVM and Logistic Regression to optimize the pairs of futures for the pair-trading strategy via scikit-learn and wrote technical documentation • Wrote Excel VBA and prepared monthly risk and performance report for the investment team meeting

PROJECTS Predicting Default Risk of Lending Club Loans Urbana-Champaign, IL • Led a team to design and develop a new personal loan risk prediction model on over 1.6M personal loan records using machine learning algorithms in Python ➢ Implemented data cleaning, accurate feature imputation, outlier removing on over 100 features ➢ Collected, analyzed and created features based on client credit profile, client prior behavior and macroeconomic environment, selected feature using business intuition, regularized model, PCA and cross-validation ➢ Applied classification Algorithms like Logistic Regression, Random Forest to train the model, tuning the hyper parameter via cross validation, improving the Return On Investments (ROI) by 4% SKILLS & OTHERS Programming: Python, C++, R, SQL Data Tools: SAS Enterprise Guide Certifications: 21 certificated relevant courses on Coursera and Edx including Machine Learning, Deep Learning

PUBLICATIONS Biological Research: Co-authored two papers published in the Journal of Biological Chemistry and IUBMB Life, respectively, in Prof. Peng Li’s Lab. ZHANJIE SHEN 1601 N. Lincoln Ave. • Urbana, 61801 • (217) 305-0845 • [email protected] EDUCATION UNIVERSITY OF ILLINOIS AT URBANA-CHAMPAIGN (UIUC) GPA: 4.0/4.0 Urbana, IL Master of Science in Financial Engineering December 2019 Core courses: Financial Computing (C++), Statistics in Finance (R), Machine Learning (Python)

BEIHANG UNIVERSITY (BUAA) Beijing, China Bachelor of Economics in Financial Engineering GPA: 3.47/4.0 July 2018 Bachelor of Science in Mathematics and Applied Mathematics July 2018 Core courses: Applied Statistics (SPSS), Applied Stochastic Process, Numerical Analysis, Mathematical Modeling

SOLVAY BUSINESS SCHOOL, UNIVERSITÉ LIBRE DE BRUXELLES (ULB) Brussels, Belgium Core courses: Econometrics (Stata), Quantitative Financial Risk (R) September 2016 – January 2017 SKILL Programming: R, Python(Pandas, Scikit-learn, Numpy, SciPy), MATLAB, SQL, VBA, C++ Data Tools: SAS Enterprise Guide, SPSS, Stata Visualization: Tableau, MS Power BI Software: Microsoft Office (Excel, Access), Bloomberg PROJECT HIGHLIGHT Price Mortgage Backed Securities (MBS) by building prepayment model November 2018 • Analyze the duration, convexity and cash flow of MBS bonds with various prepayment speed in Bloomberg • Used Python to price MBS by simulating future cash flows with the Richard and Roll model to compute the conditional prepayment rate (CPR) • Constructed future term structures with Two Factor Hull White Model, and calibrated the parameters by using market interest-rate cap data Build quantitative scenario analysis tool for dynamic asset allocation strategies December 2018 • Collected, cleaned and processed large dataset in MATLAB and forecast the Option Adjusted Spread of corporate bond by using ARMA and Linear regression after selecting key macroeconomic and market factors • Estimated portfolio performance based on various scenarios (Base Case, Stressed Case) RELEVANT EXPERIENCE Economics and Management School, BUAA CEFC FUTURES CO., LTD. Beijing, China Supervisor: Hui Bu, Associate Professor July 2017 – April 2018 • Established a database and wrote queries in MySQL with over 30 million rows to analyze investors’ behavior • Created indicators of disposition effect, momentum strategy and domestic trading preference • Coded in Python to investigate the motivations of investors’ trading behavior in futures market using logistic regression

FOUNDER SECURITIES CORPORATION LIMITED Beijing, China Intern, Credit Business Department July 2017 – August 2017 • Collected daily data of the underlying securities to detect abnormal volatility and analyze the credit risk • Reported on securities’ negative events and fund flow ACTIVITIES Human Rights Program of AIESEC Cairo, Egypt International Volunteer July 2015 – August 2015 • Lectured to an average of 20 children twice a week for 6 weeks as a part of the women’s rights program • Organized meetings of speakers, and negotiated time and place of presentation with the program office CERTIFICATE & HOBBY Certificate: National Computer Rank Examination Certificate of the C Programming Language Level 2 Certificate of Arts Graded Examination of China Top Grade Competition: National Youth Painting Competition Golden Reward GUANHUA SUN (86)1368-358-7044(China)/001-217-979-0657(US), [email protected] Daniels Hall 0611A 1010W.Green St. IL US Education UNIVERSITY OF ILLINOIS At URBANNA-CHAMPIAGN Illinois, US Master of Science in Financial Engineering, August 2018-May 2020 GPA:4.0/4.0 Computational Science and Engineering Concentration Course: Financial Computing, Numerical Analysis, Intro to Data Mining Audit: System Programming, Machine Learning, Intro to Algorithm TSINGHUA UNIVERSITY, SCHOOL OF ECONOMICS AND MANAGEMENT Beijing, China Bachelors in Economics, Economics and Finance, August 2014-July 2018 GPA: 3.6/4 Elective courses: linear regression analysis, multivariate statistical analysis, time series analysis, real analysis, stochastic mathematics, C++ programming design REUTLINGEN UNIVERSITY, ESB BUSSINESS SCHOOL Reutlingen, Germany Exchange student, September 2016-Janurary 2017 GPA: 1.3/5 (1 for BEST) Elective courses: financial engineering, international economics, international financial transactions.

Intern Experiences CHINA CAPITIAL MANAGEMTN Co. Ltd Beijing, China Intern, Direct Investment July 2017-August 2017 •• Sorted out 60+ investment events of Pre-IPO pharmaceutical enterprises for further due-diligence research • Analyzed and summarized the future tech and market development of IVD products, finished related PPT reports • Predicted and reported on the future major development direction of a pharmaceutical enterprise, summarized its investment strategy, short-term market and long-term interests MAXWEALTH FUND Co. Ltd Shanghai, China Intern, Investment department July 2016-August 2016 •• Decomposed return of stocks chosen according to quantitative factors using R, developed a ranking method independently and compared the rankings with enterprises in the same industry-group •• Read through 20+ research reports to assist in analyzing the profit model of military industry •• Collected data on influencers on stock prices by 10+ kinds of unpredictable and predictable events for further decision-making using R and excel. Showed that the influence of regular events on stock prices fade overtime

Activities FINANCIAL ASSOCIATION OF TSINGHUA UNIVERSITY Beijing, China Member of Secondary Market Department November 2014-June 2016 •• Investigated stock markets and specific stocks for investment practice, joined an investment competition and gained over 15% in profits in 3 weeks ranking 3rd in the competition. •• Participated in editing the “capital market weekly”, focusing on the past month’s index trend, analyzing specific stocks and discussing the stock market during weekly meetings. “Wan Lin Chuang Fu Cup”-The fifth industry research held by Tsinghua FATH Beijing, China Team member May 2016 •• Joined the prophase investigation to determine certain company •• Analyzed the financial model based on the company’s past 4 annual reports and 10+ research reports. •• Predicted the company’s future performance and valued the stock using the PE method.

Skills and Others Language Skills: Chinese (native), English (fluent) Programming Skills: R, C++, C, python Yuxin(Anna) Sun 1010 W University Avenue, Unit351A • Urbana Illinois 61801 • (612) 562-1188 • [email protected] EDUCATION Ø University of Illinois-Urbana Champaign, Urbana, IL Expected December 2019 o Master of Science in Financial Engineering (GPA: 3.83) Ø University of Minnesota-Twin Cities, Minneapolis, MN May 2018 o Bachelor of Science: Statistical Science o Bachelor of Arts: Mathematics - Actuarial Science Specialization o Minor: Finance and Risk Management Insurance, Carlson School of Management PROJECT HIGHLIGHTS Ø Personal Loan Default Risk Forecasting via Machine Learning (Python, R): o Used python Pandas to process large lending dataset and performed feature engineering via Lasso and business intuition. o Compared among Naïve Bayes, Support Vector Machine (SVM), Logistic regression to predict the probability of default (PD) of personal loan lending business Ø Fannie Mae Mortgage Conditional Prepayment/Default Transition Matrices analysis and prediction (Python, R): o Reviewed and Investigated the existing model limitation, identified the issue on data and proposed new methods. o Selected and added key macroeconomic factors, replaced missing value, selected features through boosting and predicted bad loan by Logistic regression, Random Forest, K-Nearest Neighbors (KNN), and Support Vector Machine (SVM). Ø Financial Derivative (Interest Rate Product, Option) Portfolio Analysis and Risk Management (SQL, VBA, C++): o Used SQL and VBA to build a risk appetite compliance monitoring tool (VaR, CVaR, SVaR, Risk Sensitivity) sending email alerts. o Used C++ to construct portfolio optimization and to price American/European Option (including barrier) via trinomial model. Ø Mortality Forecast Actuarial Analysis (R, Tableau): o Compared expected present value of the out-of-pocket costs and premiums during expected lifetime of MNSure among users with different frequency of smoking from age 40 to 80 based on Mortality attributable to tobacco smoking.

RELEVANT EXPERIENCE Ø RCM Alternatives, Chicago, Illinois Practicum Student (Risk Consulting) January 2019 – now o Reviewed and constructed the trading strategy for 6 futures after reading the technical documentation. o Improved trading strategy for 6 future prices based on the cointegration and two central moments of stationary portfolio. o Evaluated the trading strategy through the ratio of cash-equivalent inflows to outflows. Ø HuaTai Securities Co., Ltd, Nanjing, China Investment Quantitative Analyst Internship December 2018 - January 2019 o Performed time-series analysis (ARMA, GARCH) on stock price of electronic information field company. o Performed Explanatory Data Analysis of 2899 working hours compatibility to each employee for year 2016-2017. o Assisted with IPO process, budget forecasting and data cleaning of the target company. Ø Minnesota Life College, Richfield, Minnesota Program Evaluation Internship May 2017 - August 2017 o Designed survey of 50 questions and simulated preliminary data to evaluate the performance of 13 employees. o Contributed to the design of survey of 50 fundamental & advanced questions and verified the accuracy of reported data. o Developed materials across written reports with data visualization for project manager, customers, and colleagues.

PUBLICATION Ø Yuxin Sun. “Study on Personal Credit Card Default Risk Analysis.” The Fortune Times (In press)

OTHER EXPERIENCE Ø University of Minnesota-Twin Cities, Minneapolis, Minnesota Student Academic Support January 2017 - August 2018 o Prepared customized lessons twice a week individually in order to create dynamic and interactive experience for 4 students. o Collaborated with 2 instructors to ensure lesson materials are appropriate for different student's skill set. Recruitment and Enrollment Support Assistant September 2017 - December 2017 o Supported planning, designing, and evaluating for 5 large recruitment and admission events. o Assisted with data entry, analysis and visualization of the Enrollment Manager Platform via Excel and Tableau. Ø Youth Olympic Games, Nanjing, China National Olympic Committee Assistant March 2014 - August 2014 o Collaborated with managers to display data of and set 61 days customized schedule for all 204 National Olympic Committees. o Got feedback from NOCs’ translators, evaluate the feedback and on-duty for emergencies.

SKILLS Ø Computing Skills: R/R-Studio, C++, Python, Java, Tableau, MATLAB, STATA, SQL, VBA, Excel, and LaTex. Ø Passing SOA: Probability Exam and Completion of all VEEs; Seating for SAS Base.

JINGYI JW WANG 113 Sterling Ct, Apt. 113-303 • Savoy, IL 61874 • (858) 766-8263 • [email protected]

EDUCATION

UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Master of Science in Financial Engineering, December 2019 GPA: 3.83/4.0

UNIVERSITY OF CALIFORNIA SAN DIEGO San Diego, CA Bachelor of science in Joint Major Mathematics & ECON, June 2018 GPA: 3.76/4.0 Provost honors

EXPERIENCE

BANK OF CHINA Suzhou, China Corporate Banking Assistant, International Transaction July 2016 - Sept 2016 • Learned basic international transaction procedures and financial regulations. • Practiced issuance of Bank Guarantees and process of daily business transactions.

WORLD INTERNATIONAL ENGLISH Suzhou, China Teaching Assistant Aug 2015 - Oct 2015 • Cooperated with foreign teachers and tutors in developing their teaching materials. • Provided multimedia Salon Classes to students of various ages.

SKILLS

Language: Native speaker of Mandarin, fluent in English, Introductory level Japanese Programming: Python, C++ programming Data Analysis: Stata, Matlab, R Reporting: Microsoft Office – Word, Excel, PowerPoint

ACTIVITIES/LEADERSHIP

Markstrat premier marketing strategy simulation Winter 2017 Management Science Course project, University of California San Diego • Managed a fictitious company competing with several other student teams. • Conducted competitive analysis and strategies relating to R&D, product positioning etc. • Worked with group members delivering professional presentations of firm’s global strategy.

Dove Inc. five-year marketing plan Fall 2016 Management Science Course project, University of California San Diego • Completed detailed five-year projection marketing plan for Dove Inc. • Specialized in online research and data collection for market research segment. • Delivered a presentation of marketing plan in professional business setting.

Yizhou Wang [email protected] (1) 614-804-5302 1010 W. Green St. Urbana 61801

EDUCATION University of Illinois at Urbana-Champaign, Urbana, IL Aug 2018 to Dec 2019 Master of Science in Financial Engineering

The Ohio State University, Columbus, OH Sept 2014 to May 2018 Bachelor Degree in Financial Math Rewards: Four terms’ Dean List; Graduate Cum Laude of The Ohio State University

INTERNSHIP EXPERIENCE Keppel Capital | Alpha Investment Partners Limited May 2018 to July 2018 • Participated in writing and reviewing the investment memos of 4 target projects in Shanghai and 1 in Chongqing. • Analyzed the Real Estate markets of Shanghai Huangpu District and Putuo District, especially for Office using. • Involved in the different parts of Real Estate Investments and afterward asset managements. • Modeled the Investment Cash flow and calculated the expected IRR’s range by controlling the potential risk.

OCBC Wing Hang Bank (china) limited | Business Banking Division Office May 2017 to July 2017 • Reviewed dozens of corporate banking customer’s Credit Proposal/Reviews submitted by relationship managers from April to July. • Verified about 10 new accuracy and performed comparative analyses of the financial data and customers’ audited financial reports per month to ensure data quality and accuracy. • Collected data and information from all credit papers and provided statistical analysis for Monthly Reports. • Researched and analyzed different markets and industries to support our credit approvals, like New energy automobile, Pharmacy and Electricity Companies. • Made industries report of comprehensive Auto and Iron and steel Industries reports by collecting and comparing the information.

Ernst & Young Hua Ming LLP Shanghai Branch | Audit July 2016 • Analyzed annual data of bank and company activities of Shanghai Electric Group Company limited, and contributed to the semiannual report of SHE. • Calculated different hundreds accounting subjects and analyzed reports compared to last year data. • Communicated with teammates and customers of the existing problems and data inconsistence in accounting sheets.

LEADERSHIP EXPERIENCE Forjak industry Program | Project Leader Jan 2017 to May 2017 • Led the team consisted with four different major students and assigned different tasks to them for taking their advantages in modeling, calculating and marketing. • Compared and used the numerical data and information from previous products of Power washing machines and similar products, and constituted our own product object of a new washing head. • Conveyed the target markets and constructed statistical sample for potential customers in order to present our products’ superiority for various customers demanding of different housing sizes.

SKILLS • Language: Fluent in English and Chinese • Programming skills: C++, Python, R • Software skills: Microsoft ZHEN WANG 1601 E Florida Ave • Urbana, IL 61802• (217) 6938-234 • [email protected]

EDUCATION

UNIVERSITY OF ILLINOIS AT URBANA-CHAMPAIGN Urbana-Champaign, IL Master of Science in Financial Engineering, August 2018 GPA:4.0/4.0

UNIVERSITY OF INTERNATIONAL BUSINESS AND ECONOMICS Beijing, China Bachelor of Economics: Financial Engineering (FRM) , June 2018 GPA: 3.61/4.0 Two Consecutive Second Class Scholarships (2015-2016)

WORKING EXPERIENCE

Tokeninsight Beijing, China Intern, Research Department May. 2018-Jul. 2018 • Showed possible bitcoin price manipulation in 2017 through Hurst Exponents. • Conducted comprehensive researches on bitcoin mining, including block time and difficulty growth, the profitability of mining and methods to pick out dominant cryptocurrencies miners. Ping An Group Beijing, China Intern, Research Department Jun. 2017-Oct. 2017 • Constructed and tested an asset allocation strategy based on Black-Litterman model. • Explored and modified a multi-factor stock-picking strategy in Python.

ACADEMIC RESEARCH & PROJECT American Options and Barrier Options Pricing (C++) Dec. 2018 • Priced American options through binomial tree and dynamic programming and used memorization to enhance the computational efficiency. • Priced continuous and discrete barrier options through MC simulation and Brownian bridge. Economic Cycle Prediction Through Machine Learning (Python) Oct. 2018 • Implemented exploratory data analysis and feature engineering. • Tuned hyper parameters using cross validation and grid search for various ml models. • Picked out well performed models like Random Forest and ranked the importance of features. The Study of Influence Factors of Corporate Bonds Spread (Python) Jan. 2018 • Applied Merton model to iteratively deduce the volatility of bond issuers’ corporate value; calculated the theoretical spread, probability of default and Distance to Default of each bond. • Summarized credit rating and Distance to Default as significant factors by sorting and regression. The Study of VaR of SHCI Based on POT and HS Methodologies (Matlab) May 2017 • Forecast VaR of stock returns using the volatility estimated by GARCH model and quantiles predicted by POT(Peaks Over Thresholds) method and HS(Historical Simulation) method. • Conducted likelihood-ratio test to compare the performance of these two methods.

SKILLS

Certificate: FRM level 1 Technical: C++, Python, matlab, R, Excel VBA, SPSS, SQL, Excel Dizhou (Bruce) Wu 310 E Springfield Ave, APT 210B · Champaign, IL 61820 · (217) 607-3789 · [email protected]

EDUCATION University of Illinois at Urbana-Champaign Urbana, IL Master of Science in Financial Engineering GPA: 3.9/4.0 Aug2018-Dec2019 Relevant Coursework: Financial Computing, Statistical Methods in Finance, Risk Management, Financial Derivatives University of Liverpool Liverpool, UK Bachelor of Science in Mathematics with Finance GPA: 3.7/4.0 Jun 2018 Awards: First Class Honors (10%), TA Certificate, SOA CT1 Exemption

EXPERIENCE CME Group Chicago, IL Quantitative Analyst Practicum Student Jan 2019-Present  Analyzed corn futures price and volume data to identify market events using anomaly detection, unsupervised clustering.  Preprocessing raw news data with techniques like lemmatization, stop words removal, normalization and stemming.  Experimented methods like Bag of Words, TF-IDF, Word Embeddings, Word2Vec, and GloVe for sentiment analysis.  Trained machine learning models (SVM, RandomForest) and RNN/LSTM for the online prediction task.  Predicted future market events by news data incorporated with TRNA API. Soochow Securities Shanghai, China Quantitative Research Intern, Research Department May2018-Aug2018  Extracted and prepared massive datasets from Bloomberg Terminal and other Vendor APIs using Python and SQL.  Conducted an in-depth research project focusing on Chinese Depositary Receipt and its Statistical Arbitrage Opportunity which was later culminated in an article published on Financial Times.  Developed and tested several option trading strategies (e.g Short Straddle/Strangle, Butterfly Spread) motivated by the volatility decline following MSCI inclusion of Taiwan shares.  Developed an efficient and robust python package for backtesting the WorldQuant 101 formulaic alphas. PROJECTS Machine Learning in Credit Card Fraud Detection (Python) Dec 2018-Jan 2019  Performed data preprocessing (scaling, distributing), anomaly detection (density-based, clustering-based, SVM-based) and dimension reduction and clustering with t-SNE, PCA, and truncated SVD.  Experimented with ad-hoc undersampling and SMOTE oversampling in addressing the extremely unbalanced dataset.  Built machine learning models like logistic regression, SVM, Random Forest, and XGBoost and combine them into a voting classifier to score a final F1 score of 0.93.

Data Science Project Highlights (Python) Sep 2018-Jan 2019  Built prediction models (ElasticNet, RandomForest, XGBoost) to predict percent change in the USHPCI 3, 6 and 9 months ahead using data from 223 monthly observations of the US Treasury bond yield curve.  Developed an flower species image classifier using transfer learning and self-defined deep neural networks and then created a command line Python application.  Applied dimensionality reduction techniques (PCA, ICA) and implemented clustering algorithm to create customer segments using data from Arvato Financial Services. Quantitative Research in Portfolio Management (Python) Aug 2018-Dec 2018  Implemented momentum and breakout strategy and run statistical tests (T test, K-S test) to evaluate the signals’ validity.  Applied PCA for risk factors model construction and tested 5 alpha factors with evaluation metrics on Quantile, Turnover, and Sharpe Ratio (1.37, 1.27, 1.13, 0.12, 0.45) using Zipline and Alphalens.  Combined alpha factors and built optimal holding portfolio with constraints and optimized respectively with a regularization parameter and a Strict Factor Constraints and Target Weighting and rebalanced overtime.  Performed NLP Analysis on 10-k financial statements to generate 6 sentiment (based on Loughran McDonald lists) factors based on cosine similarities on TF-IDF and discovered that ‘positive’ scored a Sharpe Ratio of 4.15. SKILLS & CERTIFICATES Programming skills: Python, SQL, R, C/C++, MATLAB, MongoDB, Tableau, Bloomberg Terminal, Spark. Certificates: 50+ relevant certificates on DataCamp, Udacity, Coursera, and edX. Subjects covering Data Science, Machine Learning, and Financial Engineering.

Fengkai FX Xu 113 Sterling CT APT 102A • Savoy, IL 61874 • (631) 215-2122 • [email protected]

EDUCATION

UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Master of Science in Financial Engineering, August 2018-Decmber 2019 GPA: 3.45/4.0 Stony Brook University Stony Brook, NY B.S. in Economics & B.S. in Applied Mathematics，October 2014-July 2018 GPA:3.41/4.0

Dean’s List Scholar for 2015 Fall & 2017 Spring& 2018 Spring Honorable Student of The Entrepreneurial Innovation Series Courses

EXPERIENCE

Citic Securities Beijing, China Internship, Asset management department June 2018-July 2018 • Updated the latest information of all fund companies in the market. The specific content includes updated fund company equity distribution information; Updated the operating income and net profit of each company in 2017. • Participate in FOF team to design the sliding track of target date fund. BBAE Advisor LLC Beijing, China Financial Analyst (Intern), Institution Business Department June 2017-August 2017 • Conducted comprehensive financial analysis reports and models to aid in Senior Analysts made large- scale investment decisions.

• Monitored daily market data for predicting potential market trends • Provided investment proposal for own clients and CICC Wealth Management Department Clients Shangrao Bank Jiangxi, China Internship, Merger and Acquisition Loan Department June 2016- August 2016 • Conduct statistical analyses to identify key risks of potential M&A credit risk by using statistical analysis or econometric models.

• Collaborate with product development teams to research, model, validate, or implement quantitative structured solutions for M&A loan. • Gather risk-related data from existing case resources to conduct internal M&A loan risk management report.

SKILLS

Language: Native speaker of Mandarin, fluent in English Technical: Excel, Microsoft Office, Python, R studio Programs, C++

RUOZHONG YANG 114 Sterling Count, Apt. 103 • Savoy, IL 61874 • (217) 305-0721 • [email protected]

EDUCATION______UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Master of Science in financial engineering, 08/2018-12/2019 •Courses completed: Machine Learning(with python), Statistics Methods in Finance(with R) , Finance Computing(with C++) ;Cumulative GPA: 3.79/4.0 •Courses in Progress: Stochastic Calculous, Financial Risk Management, Financial Derivatives, Electronic Trading

Sun Yat-Sen University (SYSU) Guangzhou, China Bachelor of Engineering, Major in Theoretical & Applied Mechanics, minor in finance. 09/2014-06/2018 Graduation GPA: 3.5/4.0 •Core Courses: Linear Algebra(with MATLAB), Probability, Differential Equations

EXPERIENCE______Huatai Securities Shenzhen, China Intern, Industry Research Department 07/2017-09/2017 • Conduct research about 5 major machinery manufacturing company in Guangdong province. • Processing financial statements and finding pros and cons of companies. • Help to complete research in machinery manufacturing industry.

First Capital Securities Co. Ltd. Shenzhen, China Intern, Business Office 06/2016-08/2016 • Introduce stock market to potential investors. • Making cold calls and developing new investors. • Helping investor to operate their accounts.

Shenzhen SXD Technology Ltd. Shenzhen, China Intern, Finance Department 01/2016-03/2016 • Contribute to organize various departments to carrying out cost control management. • Review the annual budget and check the monthly spending. • Contribute to the company's various expenses review and reimbursement affairs

SKILLS______Language: Native speaker of Mandarin, fluent in English, also know Cantonese well Technical: know MATLAB, C++, python for machine learning , R for statistics and portfolio analysis, also know office well

ACTIVITIES/LEADERSHIP______President, Entrepreneurship Association, Sun Yat-Sen University, 06/2015-06/2016

SA YANG 1701 Melrose Village Cir, Apt. 732 • Urbana, IL 61801 • (814) 954-9195 • [email protected]

EDUCATION

UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Master of Science in Financial Engineering, August 2018

THE PENNSYLVANIA STATE UNIVERSITY – UNIVERSITY PARK State College, PA Bachelor of science in economics, May 2018 GPA: 3.8/4.0 Dean’s list, Cum Laude(distinction)

UNIVERSITY OF SCIENCE AND TECHNOLOGY BEIJING Beijing, China Studied Financial Engineering, August 2014 - May 2016 GPA: 3.3 /4.0 3rd Prize People’s Scholarship, Donlinks School of Econ &Management

EXPERIENCE

MORGAN STANLEY CAPITAL INTERNATIONAL China Part-Time Assistant (Remote) July 2017 • Completed two sections in a project, calculated stock prices, derived linear relationship, estimated 10-day 99% VaR and calculated 10-day 99% Monte Carlo Simulation based Var using MATLAB • Understood concepts of finance and application of financial engineering tools in business problems

China Citic Bank Beijing, China Intern, Beijing Anzhen Branch December 2016 – January 2017 • Assisted wealth manager to explain financial services for clients • Understood clients’ financial demands and goals, made and implemented asset allocation plans for them • Learned assets classes commonly used in high-end asset allocation such as family trust, life insurance trust and private equity products

SKILLS

Language: Native speaker of Mandarin, fluent in English Technical: C++, MATLAB, Python, R, Stata, VisualFox Pro

ACTIVITIES/LEADERSHIP

Undergraduate Grader | Department of Economics, PSU 09/2017 – 12/2017 Participant | THON Fundraising, PSU 10/2017 Member | Sports Division, Student Union, USTB 04/2015 – 09/2015 Member | Soccer Team, Donlinks School of Econ & Mgmt, USTB 09/2014 – 06/2016 SHENGDONG YANG 209 E University, Apt 307 • Champaign, IL 61820 • (217) 979-0012 • [email protected]

EDUCATION

UNIVERSITY OF ILLINOIS Urbana-Champaign, IL MS of Financial Engineering, Dec 2019 GPA: 3.95 /4.0

UNIVERSITY OF ILLINOIS Urbana-Champaign, IL BS of Computer Science and Statistics, May 2018 Junior-Senior GPA: 3.59/4.0 Relevant fields: Software Engineering, Data Science, Database Systems, Applied Statistics PROJECTS

MACHINE LEARNING FINANCIAL FORECASTING Spring 2019 • A currently ongoing group project working with/for Chicago Mercantile Exchange • Pinpoint market events that affect futures prices using implied volatility and trench • Narrow down real world news that cause market events by extracting features from the news • Build up machine learning models to predict the influence of news on futures

CUSTOM WEBSITE WITH RELATIONAL DATABASE Fall 2017 • A group project using Yelp data to build a custom website • Designed the database to store the data in desirable manner • Implemented customized query and user account using Apache, MySQL and PHP • Finished an interactive website with data visualization

ANDROID RHYTHM GAME Fall 2016 • A solo project started with no previous Android development experience • Implemented game logic, MVC structure and event-driven programming using Java • Finished with a complete yet extendable application

EXPERIENCE

JUPAI HOLDINGS (NYSE:JP) Shanghai, China Intern, Marketing Department Dec to Jan, 2019 • Organized an event hosting various guest speakers from finance industry • Proofread and polished annual investment reports and guidelines • Coordinated with different departments inside company

CITIC HOLDINGS (CITIC GROUP) Beijing, China Intern, Technology Department May to June, 2016 • Worked in a group to maintain company’s website • Cleaned and reorganized data from the website database

SKILLS

Language: Native speaker of Chinese, fluent in English Technical: Multiple programming languages including Python, R, SQL, Java, C++, Haskell, PHP Zhaocheng (Ian) Ying [email protected]|1010 W University Ave, Urbana, IL 61801|(858)900-6556

EDUCATION University of Illinois at Urbana-Champaign Dec. 2019 Master of Science in Financial Engineering GPA 3.75/4.0 University of California San Diego Jun. 2016 Bachelor of Science in Applied Mathematics Honors: Term Provost Honors Major GPA: 3.75/4.0

WORK EXPERIENCE Lion Asset Management Co Ltd Jun. 2017 - Dec. 2017 Financial Analyst Intern • Collaborated with 6 team members, developed financial plans for financial advisors • Evaluated over 100 clients’ investments, preprocessed raw financial data, and visualized the data into tables, charts, and graphs using Excel • Reviewed both the data sets and trading records to ensure accuracy on book • Analyzed historical data trends and predicted the best performing investments against objectives • Performed goal analysis, generated financial reports, and proposed business solutions

Inowel Lighting Inc Jun. 2016 - Dec. 2016 Market Data Analyst Intern • Collected and preprocessed data from North America Lighting Industry • Identified and validated multiple issues with the data set and provided recommendations for improvements of data accuracy in the future • Processed and visualized the market data to help with trend prediction • Assessed historical sales prices, implemented predictive data trends, and developed diagnosis to determine the recommended prices for different products

University of California San Diego Jan. 2013 - Apr. 2014 Tutor for Calculus I, II, and III • Tutored over students who are in the Calculus course for 3 hours per week

ACTIVITIES AND LEADERSHIP EXPERIENCE Data analysis competition in Kaggle • Led a team of 6 to analyze data for the BNP project using different methods • Improved expertise in applications of Logistic Lasso and Binary Logistic regression models, One- hot encoding, Cross-validation, and confidence interval check

Practicum sponsored by RCM Group. • Examined the potential of an intraday statistical arbitrage trading strategy based on the assumption of cointegrated treasury futures prices • Constructed strategy with statistical arbitrage in the U.S. treasury futures market.

ADDITIONAL SKILLS AND INFORMATION Advanced Computer Skills: Microsoft Office Suite, C++, Python, Java, R, SQL, MATLAB, and Mathematica Languages: Native in Mandarin; Fluent in English Work Eligibility: Eligible to work in the U.S Yeo Doo Yoon 909 S. Fifth St. 0213A, Champaign, IL 61820 | (979) 422-4398 | [email protected]

Education University of Illinois Urbana-Champaign, IL Master of Science in Financial Engineering December 2019 GPA: 3.08/4.00

Texas A&M University College Station, TX Bachelor of Science in Applied Mathematical Sciences August 2018 Concentration in Actuarial Science Junior/Senior GPA: 3.69/4.00 Minor in Economics Fall 2017 Dean’s List

Experience Republic of Korea Army Special Warfare School Gyeonggi-do, Republic of Korea Sergeant Parachute Rigger August 2014 – May 2016 - Managed maintenance and usage of over 3,000 parachutes - Served as a verbal interpreter for US forces trained in the military base - Trained new parachute riggers by teaching them the parachute maintenance techniques

Skills Language: native speaker of Korean, fluent in English Technical: Python, R, C++, Excel, Bloomberg, MATLAB

Activities Member, Actuarial Science Club, University of Illinois September 2018 – Present Member, Aggie Actuaries, Texas A&M University August 2016 – May 2018

Projects Society of Actuaries Student Research Case Study Challenge January 2019 - Present Design an Autonomous Vehicle Insurance Policy

Certifications Society of Actuaries Exams: Exam P, Exam FM, Exam SRM Society of Actuaries VEE: Economics, Accounting and Finance, Mathematical Statistics Bloomberg Market Concepts Certificate Xiaoyu(Sherry) Yuan S308 E. Green Street • Champaign, IL 61820 • (217) 305-1937 • [email protected]

EDUCATION______University of Illinois Urbana-Champaign, IL Candidate for Master of Science in Financial Engineering, GPA: X.X/4.0

Harbin Institute of Technology(HIT) Harbin,China Bachelor of Science, Architecture June, 2018 GPA: 3.7/4.0 Relevant Coursework: MATLAB Language and Its Applications, C Language programming, C++Language programming, Web Design, Probability Theory and Mathematical Statistics, Research Methods of Social Investigation

University of California, Los Angeles (UCLA) Los Angeles,CA Summer School Aug, 2017-Sep,2017 GPA: 4.0/4.0 Relevant Coursework: Statistics Method in Finance, Principles and Practices in Leadership Management

Other Granted Coursework: Programming Foundations with JavaScript, HTML and CSS, Java Programming, Fundamentals of Quantitative Modeling, Introduction to Spreadsheets and Models, Modeling Risk and Realities

EXPERIENCE______CCCC Highway Consultant Co., LTD Big Data Subsidy Beijing, China Intern at Data Analysis Department Jan. 2016-Mar.2016 • Referred to data clearing methods, and wrote programs to clear data on the ground of different data properties and genres; • Developed more methods in cleaning quantities of bridge data, picking out false, repeated and useless data and capturing the final clean data by using advanced computer language

DeYin Investment, Co., LTD. Shanghai, China Intern at Investment Department Nov. 2017-Jan. 2018 • Looked for unique strategies , improved the strategy model and made it suitable for the current market micro-structure; • Collected and updated market information of products, summarize and made recommendations and outlook for next week

ACDEMIC RESEARCH______“Viscosity on Mars ”Research for 2017 ICM Interdisciplinary Contest in Modeling , H Prize

“Image processing and machine learning and neural network integration” Research for 2017 Kaggle Competition: Carvana Image Masking Challenge

SKILLS______Language: Chinese(Native), Fluent in English(TOEFL: 107/120,GRE:321/340) Technical: C/C++, R,Python, MATLAB

ACTIVITIES/LEADERSHIP______Leadership, various music related activities, HIT Oct.2013-Jun.2017 • Organized and planned personal graduation concert • Set up HIT Day-dreaming Band and served as chief leader and singer • Hired by HIT Art Ensemble as manager and conducted work • Being Invited to perform in the 95th anniversary celebration activity

Head, Zhuren Volunteer Association, School of Construction, HIT Sep.2015-Sep. 2016

Director,Screenwriter,”Silence” Short Film Oct. 2016 “Excellent Work Prize” in the semi-final of 2016 International Teenagers’ Short Film Competition Zhenqin (Charles) Yuan 601 S. Six St., Apt 613 • Champaign, IL 61820 • (321)412-2048 • [email protected] Education University of Illinois at Urbana-Champaign Expected Fall 2019 Master of Science in Financial Engineering Overall GPA: 4.00/4.00 ? Core Courses: Statistical Methods in Finance, Financial Computing, Machine Learning in Fin Lab, Introduction to Finance, Financial Derivatives, Financial Risk Management University of Illinois at Urbana-Champaign May 2018 Bachelor of Science in Physics Overall GPA: 3.87/4.00 ? Institutional Honors: Cum Laude ? Departmental Honors: Highest Distinction Project Highlights Predict Default Risk of Kaggle Lending Club Loans Led the team to design and develop a new personal loan default risk prediction model on over 1.6M personal loan records using machine learning algorithms in Python • Performed thorough data integrity review and data cleaning, including accurate feature imputation, outlier removing, etc • Create and collect additional new features based on client credit profile, client prior behavior and macroeconomic environment and further improved model performance • Applied classification algorithms including Logistic Regression, Random Forest on the model, tuning hyper parameters via cross validation, improving the return on investments(ROI) by 4% • Rigorously validated model assumption, model implementation and produced technical documentation Credit Default Swap (CDS), Mortgage Backed Security (MBS) Pricing and Stress Testing • Implemented the standard valuation model for CDS via bootstrapping the term structure of hazard rate in Python and validated the model in Python • Performed stress testing on the fixed income portfolio including Asset Backed Securities and Mortgage Backed Securities and review their cash flow change under various prepayment assumptions in Bloomberg Experience CME Group Chicago, IL Practicum - Quantitative Analyst Role Spring 2019 • Develop a machine learning model that can detect significant events from daily News data and predict how they impact on the financial market • Conduct anomaly detection algorithms and statistical methods to capture events on financial market • Utilize bag of word and TF-IDF to determine significant events from News • Apply supervised learning algorithms to predict relationship between significant News event and market event Illinois Geometry Lab, University of Illinois Champaign, IL Undergraduate Researcher Sep 2017 - Dec 2017 • Collaborated with four peers, constructed and analyzed numerical models for 4D non-linear diffusion equation using python • Employed forward time and backward time schemes (finite difference) to simulate solutions • Examined the convergence of solutions and concluded that the model solutions had very strong convergence properties over intermediate time intervals University of Illinois, Physics Department Champaign, IL Online advisor Summer 2015 • Advised approximately fifteen incoming physics students during registration process • Offered course selection suggestions for individual students according to their academic background Skills Programming: Python, SQL, C++, Rstudio, Matlab, Mathematica Data tools: Lpsolve, Newmat, Pandas, Numpy Languages: Chinese, English, Korean Hongyu Zhang Mobile: +1 2173051022 / +86 17862708001 E-Mail: [email protected] EDUCATION Shandong University 09/2014-06/2018 ⚫ Major: Electronic & Communication Engineering Degree: Bachelor of Engineering Summer Session II, University of California Irvine 08/2016-09/2016 ⚫ Courses: The Economics of Accounting Decisions, University Writing & Communication University of Illinois at Urbana-Champaign 08/2018-12/2019 ⚫ Major: Financial Engineering Degree: Master of Science Skill: Python, R, C, C++, Java, SQL, MATLAB, Microsoft office Honor: Mathematical Contest in Modeling (Third prize) Advanced Technology Popularization and Application Award (Second Prize) ACADEMIC EXPERIENCES Practicum Project 01/2019-05/2019 ⚫ To examine and search for “squeezes” in Bond Futures. We search in the cash market for Treasury Bonds and the futures market in Bond futures. ⚫ Squeezes arise because there may be more shorts in the futures markets than are available bonds to deliver. This can also affect the “cheapest to deliver” bond. We focus on examining that process (basis trading). Group Project of predicting US Treasury, USPHCI on Python 10/2018 ⚫ Used the data of 223 monthly observations of the US Treasury bond yield curve, the commercial paper yield curve and the USPHCI Economic Activity Index ⚫ Based on machine learning regression techniques, produced a model that uses these features and additional features to predict the percent change in 3, 6 and 9 months Graduation Project - The Intelligent Vehicle Identification System on MATLAB 03/2018-06/2018 ⚫ Processed the images of vehicles using image quantification & enhancement, image segmentation, edge detection ⚫ Combined different indexes to identify the vehicles’ types. Implemented a software design in order to realize the vehicle identification system and used MATLAB to program and simulate this system Mathematical/Interdisciplinary Contest in Modeling – Methods of Improving the Expressway Toll Station Passing Efficiency, Team Leader 01/2016 ⚫ Established queuing models used before entering the toll station and toll station safety assessment models ⚫ Set up vehicle merging models to study the situation where vehicles enter into the expressway after passing toll stations and estimate the cost of toll plazas for the optimal design INTERNSHIPS ABC, Intern, Credit Department Tengzhou, China 06/2017-09/2017 ⚫ Calculated clients’ personal earnings based on the materials of their housing loans and consumption loans, and issued profit model proposals ⚫ Assisted with preliminary examination work of personal loan materials, verified information including authenticity of basic transaction, condition of collateral and circumstance of borrower, and issued audit opinions ⚫ Led the intern team to record and arrange 120 mortgage files into several categories with different labels and to type all the information into computer China Initiation Holding Group Co., Ltd., Intern, Financial Department Nanjing, China 01/2017-02/2017 ⚫ Assisted in making the financial plan and the annual accounting report ⚫ Helped to control the financial risks so as to ensure the implement and accomplishment of financial plans China Galaxy Securities Co., Ltd., Intern, Stock Exchange Department Nanjing, China 01/2016-03/2016 ⚫ Studied general business about securities, including account opening, collocation transfer, accounts transfer ⚫ Sorted out customers’ data from 2015, became skilled at quotation software and analysis of market condition ACTIVITIES Study Abroad Expert Club, Deputy Director 10/2015-10/2016 ⚫ Invited well-known professors independently to give lectures ⚫ Took charge of external connection and operations of all programs Electronics & Communication Club, Member 12/2014-10/2017 ZHANG Jinhui

Email: [email protected] Tel: (+86)187-1789-8856 Address: Building 5, No.99 Shangda Road, Baoshan District, Shanghai, China, 200444 EDUCATION Shanghai University Sep.2014-Jun. 2018 Major: Mathematics and Applied Mathematics GPA:3.44/4.00

Relevant Coursework: Mathematical Analysis, Probability and Statistics, Complex Function, Ordinary Differential Equation, Partial Differential Equation, Real Variable Function, Functional Analysis, Random Process, Numerical Analysis, Operational Research, Game Theory, C Language Programming, Data Structure TECHNICAL SKILLS ² Programming Languages: C, C++ , Python ² Statistical Analysis: Matlab, Mathematica ² Business Intelligence Tool: Html EXPERIENCE JD Capital Aug. -Sept. 2017 Intern of Investment Department ² Mainly participated in the project of APT Mobile SatCom Limited; ² Collected industry data and related information such as market value, profit and corporate financial status of small and micro enterprises; ² Got involved in writing project plan for an Intellectual Property brand; SCHOOL PROJECTS Production Internship Project of Shanghai University Jul. 2017 Team Leader ² Leaded the team members to complete the design of the project website; ² Assigned work and defined each team member's responsibilities; Summer Plant Recognition System Project Jul. 2016 Team Member ² Responsible for Python code writing and selecting plant leaves’ pictures from the internet for testing; AWARDS ² The Second Prize of Merit-Based Scholarship Nov. 2016 ² Successful Participant of Mathematical Contest in Modeling (MCM) Feb. 2016 ² The Grand Prize of Merit-Based Scholarship Nov. 2015 SKILLS & INTERESTS

² Photography; Music Xianhao Zhang 209 E University Champaign, IL61820 | (217)-979-8213 | [email protected]

EDUCATION

University of Illinois at Urbana-Champaign December 2019 Master of Science in Financial Engineering

University of Illinois at Urbana-Champaign May 2018 Bachelor of Science in Applied Mathematics

INTERNSHIP

PricewaterHouseCoopers(PWC) Shanghai, China Data Analyst Intern June 2017 – August 2017 • Participated in a consulting team serving for the cosmetics company L’Oreal • Used R to build a data model to analyze the most prevalent color of hair colorants and predict the future color trend • Conducted research on pricing Asset Backed Security Accenture Shanghai, China Consultant Intern June 2016 – August 2016 • Participated in a consulting team serving for one of the biggest insurance companies PINGAN • Assisted in the integration of life-insurance, health-insurance and auto-insurance sales market • Assisted in redevising the salary structure for marketing personnel

RESEARCH

Long Horizon Stock Selection January 2019 – Present UIUC, Financial Engineering • Explore ultra-low frequency, on a 5 or 10-year horizon, quant-style signals. • Use traditional datasets such as company level price(crsp) and fundamentals data(compustat) to build a prediction model, design and back-test trading strategies

Self-Intersection Numbers of Closed Geodesic January 2019 – May 2019 UIUC, Mathematics, Illinois Geometric Lab, Poster • Studied research essays about Topology and specific on Hyperbolic surfaces • Used python to implement algorithm of Cohen-Lusting to generate all possible linked pairs defined by Birman-Series.

COMPUTER SKILLS

• R: Quantitative data analysis, Graphical exploratory data analysis • Python: Data analysis, Regression trees, Model fine-tuning, Boosting, Bias-variance tradeoff, Machine learning • C++: Recursion, Dynamic programming, Linear programming, Asset pricing, Option pricing Zhaoning Zhang

1601 E Florida Ave • Urbana, IL 61802 • Phone: (217)6931722 • E-mail: [email protected] EDUCATION______UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Master of Science in Financial Engineering, Dec 2019 GPA: 3.7/4.0

Tongji University (TJU) Shanghai, China Bachelor, Science in Built Environment and Energy Engineering, Jul 2018 GPA: 89.85/100 National Endeavor Scholarship Oct 2016 Excellent Student at Tongji University Oct 2015

EXPERIENCE______Dongjian Li Daqing, China Intern, China CITIC Bank Daqing Branch Jun 2017-Aug 2017 • Acquainted with bank operation, typical financial instruments and mastered Microsoft Office • Conducted financial analysis and credit rating according to firms’ financial statements and annual reports • Participated in the housing mortgage loan and personal consumption loan projects

Fuzhi Xu Daqing, China Intern, Daqing Yilong Financing Guarantee Co., Ltd Jul 2016-Sep 2016 • Carried out financial data investigation and risk analysis on the basis of different companies’ operational status and report • Evaluated SMEs’ debt solvency by analyzing their profitability and growth prospects step • Completed the survey of more than 20 companies and did a presentation with PPT to finish my report

SKILLS______Language: Native speaker of China, proficient in English Technical: C, C++, Python, MATLAB,R

ACTIVITIES/LEADERSHIP______Alibaba Data Mining Competition May 2017 • Tested different algorithms and tuned parameters to predict the future power consumption of companies in Yangjiang,China precisely • Applied Xgboost in python to explore the best predictive model • Won the third Prize for this competition

The 3rd China Internet Plus Innovation and Entrepreneurship Competition Jun 2016 • Built a cloud platform to collect data uploaded from professional instruments for further data analysis • Monitored six different kinds of public buildings, recorded their HVAC systems and regulatory facilities operational status • Won the Second Prize for this competition

Tianhao Zhao

1903 N Lincoln Ave Apt 213D, Urbana, IL 61801 (570) 951-6222, [email protected], F1 VISA Student EDUCATION _

University of Illinois at Urbana-Champaign, IL August 2015 - May 2018 Bachelor of Science in Engineering Mechanics GPA 3.23/4.00

Pennsylvania State University, University Park, PA June 2014 – May 2015 Mechanical Engineering Coursework GPA 3.58/4.00

INTERNSHIP AND RESEARCH_ _ Delphi Electronics (Suzhou) Co., Ltd Suzhou, China Mechanical Engineer Intern June 2015 – July 2015 • Designed three fixtures for Central console, DMTR control module and BCM (Body control module) using CATIA • Tested the force to push buttons using Starrett's new force measurement systems • Participated in the design of the central console of a classified model of Citroën • Earned fundamental knowledge of raw materials, production processes, quality control, costs, and other techniques for maximizing the effective manufacture SANY America Inc. Peachtree City, Georgia Mechanical Engineer Intern July 2017 – August 2017 • Contacted with Topcon, Trimble, and Moba for cooperation on Motor Grader • Implemented researches about 3D grade control devices • Trained to operate motor grader and excavator Professor Aimy Wissa’s Bio-inspired Adaptive Morphology Laboratory UIUC, Illinois Independent Study September 2017 – May 2018 • Built an ornithopter wing • Designed single directional valves on the wing • Conducted a benchtop characterization with different flapping frequencies • Analyzed the data in Matlab and developed the relation between area reduction ratio and net lift force • Improved research abilities PROFESSIONAL_ORGANIZATION _ iRobotics Club UIUC, Illinois Projects Team and Junior Combotics Team August 2016 – May 2017 • Developed and built a combat robot with team “Junior Combotics” • Participated in the design of a robotic arm with team “Projects” • Acquired CAD skills, electrical engineering knowledge and hands-on experiences PROJECT EXPERIENCE “Stir Fryer” Project UIUC, Illinois ME 270 course project January 2017 – April 2017 • Designed a machine that does stir fry automatically with team • Finished the CAD and Motion Study in Solidworks • 3D printed and laser cut the parts and assembled the product with team • Tested the product and did the DOE with 3 main effects “Candy Dispenser” Project UIUC, Illinois ME 370 course project January 2017 – April 2017 • Designed a candy dispenser that can dispense Mentos and M&M • Finished the CAD and Motion Study in Solidworks • Applied PVA and DFA analysis in MATLAB • 3D printed and laser cut the parts and assembled the product SKILLS • Computer: MATLAB, Solidworks, Creo, CATIA, Autodesk, Photoshop, Premiere, Excel, Word, LabView • Tools: Trained in the wood shop (drill press, miter saw, scroll saw, table saw, band saw), trained in the Innovation Studio (3D printer, Laser cutting machine, power driver, Dremel) • Language: Proficient in Chinese, fluent in English

Zefang Zhao Tel: +86-15890680167 Email: [email protected] ​ EDUCATION The Ohio State University, Columbus, OH - BS in Computer Science and Engineering ​ Aug 2012 - May 2017 Main Courses: Principles of Microeconomics, Principles of Macroeconomics, Calculus, Linear Algebra, ​ ​ ODE and PDE, Discrete Math, Statistics for Business Science, Introduction of Statistics Engineering, C++ Programming, Introduction of Database Systems, Principle of Programming Languages, Advanced Artificial Intelligence, Machine Learning, Speech and Language Processing WORK EXPERIENCE Guangfa Securities, Guangzhou, China - OTC Market Department Internship ​ Aug 2017 - Oct 2017 ● Developed an option trading platform using Vue.js and Electron ● Studied various types of options in the OTC market and their usage ● Studied and applied the idea of delta hedging and algorithmic trading PROJECT EXPERIENCE Cuisine Machine: Capstone Project Competition - Group Project ​ Aug 2016 - Dec 2016 ● Designed a cognitive web-based kitchen assistant using IBM Watson API ● Provide many convenient services including recipes, timer, unit conversion, and voice recognition ● Wrote back-end server, tested and trained IBM Watson Natural Language Classifier ● Won the award of “Best in Class” sponsored by IBM Watson NBA Talent Scout - Group Project ​ Aug 2016 - Dec 2016 ● Aimed to predict the prospects of NBA rookies. ● Collected players’ match data during college and predicted players’ Player Efficiency Rating (PER) in NBA using two algorithms: Support Vector Machine Regression and Least Square Regression ● Learned knowledge of mathematical optimization and grasped the algorithms of quadratic programming Part of Speech Tagging Jan 2016 - May 2016 ● Analyzed the part of speech of English words using Hidden Markov Model, Forward-Backward Algorithm and Viterbi’s Algorithm Minesweeper Solver Jan 2016 - May 2016 ● Developed an algorithm to find out the solutions of Minesweeper game and raise the success rate of Minesweeper Movie Review Sentiment Analysis Jan 2016 - May 2016 ● Applied Machine Learning Algorithm to analyze the positive and negative aspects of IMDB movie reviews Clock Rennervate - Group Project ​ Jan 2017 - May 2017 ● Designed a special Android APP of clock which used three games to ensure the client closed the alarm in an awakened state SKILLS ● Skills in C++, R, Python, Matlab, Java, SQL, Linux, Javascript, Microsoft Office ERIC (HAO) ZHENG Email: [email protected] | Canadian Permanent Resident | Tel: 217-305-0042 | LinkedIn: www.linkedin.com/in/erichzheng EDUCATION AND QUALIFICATIONS University of Illinois at Urbana-Champaign, Urbana, IL August 2018 – December 2019  Master of Science in Financial Engineering Candidate – College of Engineering GPA: 3.66/4.00  Relevant Coursework: Financial Derivatives, Financial Risk Management, Numerical Methods in Finance, Stochastic Calculus in Finance, Machine Learning, Financial Computing, Statistical Methods in Finance, Quantitative Investments University of British Columbia, Vancouver, BC January 2014  Bachelor of Commerce Degree - Sauder School of Business (Ranking:1st in Canada) GPA: A-  Economics and Accounting, Elective Study in Computer Science  Dean’s Honor Roll (2013) awarded for exceptional course grades Simon Fraser University, Vancouver, BC since September 2015  Part-time study in Computer Science Second Degree Program GPA: 3.84/4.33  Relevant Coursework: Data Structures (C++), Database Systems (SQL, Java), Operating Systems (Linux, C), Data Communications (Python), Numerical Analysis (Matlab), Linear Optimization, Discrete Math Professional Qualifications: CFA level 2 candidate RELEVANT EXPERIENCE HSBC Global Asset Management Canada, Operations Department July 2014 – July 2015 Settlement Specialist (Mutual Fund Back Office) Vancouver, BC ❖ Achieved HSBC AMCA Excellence Award announced by CEO, reference letter written from COO  Significantly improved accuracy and efficiency by streamlining daily processes and developing Excel VBA and Macro programs to implement the operation models and automate the manual processes, saving over 3 hours per day for the team  Analyzed data, effectively troubleshot data discrepancy issues with data management team and custodian banks, analyzed problems, communicated solutions and instructions, concluded influencing factors and identified potential risk situations  Timely solved transaction rejection issues by successfully identifying factors responsible, and proposed recommendations for resolution and improvement, reduced expected losses by approximately 80%  Improved cash management by projecting daily cash moves from various capital movement data for 40+ investment funds  Monitored daily trading transactions and outsourced back office activities, maintained and reconciled fund operating accounts, made timely adjustments, settled institutional account closures and transfers, investigated EFT exceptions Connexin Group LLC January 2019 – Present Practicum Risk Analyst Role Champaign, IL  Work with the risk team to build short term and lifetime residential mortgage loan PD transition matrix as required in CECL via Logistic Regression and other machine learning techniques in Python  Visualize key statistical factors via Tableau and enhanced business understanding of variables via dynamic reporting  Perform feature engineering, extraction and selection and model selection based on the data from personal credit profile, credit behavior, and macro economic factors PROJECT HIGHLIGHTS Fixed Income Projects Bond Portfolio Optimization (C++)  Programed and computed the best portfolio of bonds to meet the future debt obligation based linear programing method  Built constraints for matching the PV of the bond portfolio’s duration with the future debt obligation, and objective for maximizing the convexity of the bond portfolio Built a Machine Learning model to forecast the Moody's credit rating for the firms (Python)  Performed resampling, standardizing and feature extraction & selection based on 26 financial and accounting metrics, trained and fit KNN, Logistic Regression, Kenel SVM, Linear SVM, Decision Tree, Ensemble Learning models, etc. Risk Management (Python) & Option Pricing Projects (C++)  Estimated the market risk of portfolio with commodity future contracts by using VaR, constructed VaR profile through historical simulation and parametric method, calculated unweighted VaR and weighted VaR with EWMA and GARCH(1,1)  Created a GUI using Python Tkinter for inputing customized parameters including confidence interval, number of days, etc.  Priced European Options with Discrete- and Continuous-Barriers, simulated underlying asset price via Monte Carlo Simulation by using Box-Muller method, optimized the pricing performance for large sized barriers  Priced American Options through trinomial tree model with recursion and memorization for optimization SQL Project (Java JDBC, SQL)  Created a command line interface with a hierarchical menu of functions for querying and modifying the Airline database  Built JDBC connection and functions of querying, inserting, deleting and updating records with constraints, assertions, triggers SKILLS Analysis Tools: R, Python, Advanced Excel (macros and VBA modeling), Access, Matlab, SQL, Tableau, Bloomberg Terminal IT Skills: Java, VBA, C, C++ and Python programming, Java JDBC, Linux, Github, ERP systems Languages: Fluent in English and Mandarin, French (B1 level) ZIHENG (Zenith), ZHOU Cell: (217)417-2330; Email: [email protected]; Address: 310 E.Springfield Ave Apt 1610 Education University of Illinois at Urbana Champaign August 2018-- Present • Master of Science: Financial Engineering; Cumulative GPA: 3.83 University of Illinois at Urbana Champaign May 2015 – May 2018 • Bachelor of Science: Industrial Engineering; Cumulative GPA: 3.5 • Dean’s List: 2015, 2017, 2018 Work Experience T3 Trading Co. Ltd New York City, New York Equity Trader June 2018 – August 2018 • Led stock market fundamental researches and drafted desk trading plans. Led trade executions. • Managed a fund of one-million U.S dollar for investment during the time period. West Suburban Angles Co. Ltd Chicago, Illinois Investment Valuation Manager January 2017– Present • Evaluated the potential companies for future investments. Interviewed incoming company leaders seeking for funding and completed preliminary researches to help with investment decisions. • Managed the team and made decisions for research objectives. Negotiated and closed deal for 4 contracts including merging and marketing since joining the company. Tebon Fund Management Co. Ltd Shanghai, China Quantitative Researcher May 2017 – August 2017 • Established a financial factor analysis system from draft. Make an intelligent system to analyse the single financial factor’s effect on future stock price changes using python. • Expanded the company’s factor bank by 83 effective factors during the month after the system was established. Merged the factor analysis program into the company data base and continued to be used. Ping An Trust Co. Ltd Beijing, China Data Analysis Assistant June 2016 – August 2016 • Processed the feedback data from over 20,000 current customers about their investment preference. • Standardized and visualized collected data, provide feedback to management team and helped with decision making. Researches and Competitions Option Pricing Research (Financial Engineering) May 2017 – Feb 2018 • Improved on the current algorithm for option pricing for various option types (American, European and Asian). • Seek for ways for hedging options in order to gain risk free revenue. Worked on possible ways to allowing third party to inherit the improved algorithm into established systems via C++. Mid-West Trading Competition (Option Market Making) January 2018 – April 2018 • Achieved highest yield ($43,000) among 20 participating teams. • Utilized the ADL platform powered by Trading Technology. The goal is to develop a high frequency algorithm for option market making. Mid-West Trading Competition (Future High Frequency Pairs Trading) January 2018 – April 2018 • Achieved highest yield ($410,000) among 20 participating teams. • Researched on the correlations between popular commodities and utilized the relation for decisions in high frequency trading. Skills • Programming and Data Processing: Python (Sklearn, Pandas, Basic Neronet), Java, Excel, C++, R • Financial: Algo-Trade (High & Low Frequency), Technical Analysis Jingxia Zhu 610 E Springfield Ave, Champaign, IL 61820 • (814)254-7464 • [email protected]

EDUCATION University of Illinois at Urbana-Champaign Urbana, IL Master of Science in Financial Engineering December, 2019

University of Pittsburgh, College of Business Administration Pittsburgh, PA Bachelor of Science in Business Administration April, 2018 Major: Finance Minor: Computer Science GPA: 3.79/4.0 Major GPA: 4.0/4.0 Summa Cum Laude

WORK EXPERIENCE Q36 LLC Chicago, Illinois Practicum Student - Basis Trading Research on “Squeeze” January 2019 – Present • Meet weekly with the sponsor and supervisors, reporting the project progress and presenting the research result • Examine the process and impact of “squeezes” in bond futures market and investigate the effects • Gather and analyze historical data for Treasury bonds and bond futures using CME QuickStrike and Bloomberg Terminal • Build predictive models to estimate the likelihood and magnitude of a “squeeze” in bond futures market

BDO China-SHU LUN PAN Certified Public Accountants Hangzhou, China Audit Intern July 2016 • Audited financial statements of Shanghai Saiyang Group and Hangzhou Landscape Architecture Design Institute • Assisted in the preparation of audit reports and management recommendation documents • Collaborated with two of other audit team members to review the income statement accounts • Reconciled the statements of revenues and expenses to ensure data accuracy using Excel • Organized and verified transactions in ledger accounts and accounting vouchers

China Securities Shanghai, China Investment Banking Intern May 2016 • Worked in a team for public offering bond issuance for Jiangsu Huaxi Group Corporation, performed financial analysis, returns analysis, and asset valuations, and independently wrote an analysis report • Evaluated the company’s financial performance from 1999 to 2016 using Excel, outlining that their debt-to-asset ratio kept dropping and reached the lowest of 45.9% in 2015 • Drafted prospectus, reviewed financial data, and liaised with stakeholders • Assisted in the bond yield setting process using Dutch Auction, aiming for an interest rate between 5.0% - 6.5%

University of Pittsburgh at Johnstown Johnstown, PA Introduction to Computer Programming Tutor February 2015 – April 2015 • Tutored over students who enrolled in the Introduction to Computer Programming course with their class assignments and projects on a matching basis

PROJECT Prediction on Econ-cycle using Machine Learning based on Python October, 2018 • Using data sets that contain 223 monthly bond yields of US Treasury, commercial paper, and the USPHCI Index, tested if information about the spread on commercial paper and treasury bills could have predicting power on economic activities • Built various models, including Linear Regression, Ridge, Lasso, Elastic Net, and Random Forest, to predict the percentage changes in the future USHPCI 3-month, 6-month, and 9-month

EXTRACURRICULAR ACTIVITIES Phi Eta Sigma National Honors Society Member February 2014 - Present University of Pittsburgh Math Club Member August 2015 – April 2018 G20 China 2016 Volunteer May 2016 – August 2016

SKILLS Languages: Mandarin Chinese (Native), English (Fluent) Technical skills: Java, C, C++, R, Python, Visual Basic, Bloomberg Terminal, Microsoft Office Suite