2017 Resume Book.Pdf

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 2017. These students will be available for full-time positions after December 23, 2017.

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 have taken part in an early Practicum this spring or are currently working on a Practicum.

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 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

Udit Anand [email protected]| +1(217)979-0599 | Champaign, Illinois 61820 https://www.linkedin.com/in/udit-anand/ https://github.com/udianand

Education University of Illinois, Urbana Champaign GPA: 3.66/4 Candidate for Master of Science in Financial Engineering (MSFE) Helsinki University of Technology Distinction MSc Computer Science (Mobile Computing) CGPA: 4.5/5* Excluding Thesis

Relevant Courses Deep Learning and Neural Networks, Financial Derivatives, Algorithms and Data Structures, C++ and OOP, Stochastic Calculus, Numerical Methods in Finance

Professional Experience

Practicum Student at Google, Chicago| August 2017 The objective of the practicum is to find associations between weather and financial outcomes using ML and Deep Learning. The end outcome is to make an index for weather related commodities.

Software Developer Intern at Synpulse, New York | May 2017 – August 2017 Worked with a boutique Wall-Street firm to designed and implement a Blockchain/DLT based financial application’s Proof of Concept (POC). The DLT platform used was R3’s Corda. Integrated the POC with an off the shelf financial software to realize the entire experience of combining a DLT with an existing application.

Consultant/Developer at Underwriters Laboratories (UL) -Transaction Security (TS), Netherlands | November 2014 – July 2016 • Worked in the test tool development team on a developing a self-test platform and tools for the payment industry. • Worked in a team of three to design the security architecture for a smart home (IOT) device for a leading European heating and appliance manufacturer. • Worked with the Dubai government to design the security architecture for a mobile identity solution.

Research Scientist | Ericsson Research, Finland | January 2013- October 2014 • Worked in the Cloud Security Team. Focusing on security of OpenStack Cloud and Open vSwitch (SDN). • Made an application to integrate an intrusion detection system to a virtual machine thereby offering intrusion detection as a service.

Android Developer Intern | GAPPS, Finland | June 2012 - September 2012 During the internship, in a team of two, developed a Minimum Viable Product of a project management tool.

Academic/Hobby Projects

Machine Learning/ Kaggle Projects: https://github.com/udianand/MachineLearning

Option Pricing Models: https://github.com/udianand/Development

Certifications: • Red Hat Certified Linux Engineer: License Number # 805010802555531 • Cisco Certified Network Administrator (CCNA) Cisco ID Number # CSCO11654243 LUCAS ASSAYAH

508 East University Avenue, Apt 2203 Champaign, IL 61820 Tel: (217) 979-8323 Email: [email protected] Visa Status: F-1 Student (OPT eligible)

OBJECTIVE

Seeking an entry-level job as a Quant in the United States beginning January 2018

EDUCATION

University of Illinois at Urbana-Champaign (UIUC) Illinois, USA Candidate for Master of Science in Financial Engineering (MSFE), Graduation in December 2017 GPA: 3.66/4.00

Ecole Centrale de Lille (Master’s Degree) Lille, France Graduation in October 2018 in General Engineering (2014-2016) GPA: 3.32/4.00

Lycée Pasteur Neuilly-sur-Seine, France 3-year intensive studies in physics, mathematics and engineering sciences, 2011-2014 preparing for the selective entry exams to ‘Grandes Ecoles’ of Engineering

EXPERIENCE

SILCA (Crédit Agricole subsidiary) Saint-Quentin-en-Yvelines, France Intern, Project and Processing Team in Legal and Finance Department May-August 2016 • Collected asset data: around 600 million euros • Created a dashboard for the directors to decide whether they want to finance their asset by buying or by leasing: data from former assets and potential future assets

SKILLS

Language Native speaker of French, fluent in English, proficient in Spanish Technical/Software C++, R, MS Office

ACTIVITIES

Project Manager, Ash Brokerage Practicum (MSFE project), UIUC January-May 2017 • Investigated the optimal place for annuities in a retirement portfolio through linear and non-linear programming

Project Manager, Breath On the Wave (BOW), Ecole Centrale de Lille September 2015-May 2016 • Reorganized the school project (6 members), aiming at creating a wireless connected sensor for breathing rate

Awareness Manager, Cheer Up!, Ecole Centrale de Lille September 2014-August 2015 • Student organization that helps children (1 per month) who have cancer to realize their dreams (meet a singer) • Headed the awareness team that goes to schools (5 classes) to talk about cancer SIDDHARTH BHADURI 310 E Springfield Ave, Apt. 814 • Champaign, IL 61820 • (217) 778-0807 • [email protected]

EDUCATION

University of Illinois at Urbana-Champaign Urbana-Champaign, IL Master of Science in Financial Engineering December 2017 Bachelor of Science in Computer Science, Minor in Business December 2015 • James Scholar: Fall 2011, Spring 2012

EXPERIENCE

John Deere Champaign, IL Android Developer Intern June 2015 – August 2015 • Worked with 3DR DroneKit SDK and Google Maps API as a part of a two-member team • Developed an android application to connect to a drone, monitor its status and control its movements by sending it starting coordinates and target coordinates in the form of waypoints

United Way Champaign, IL Mobile App Development Business Team Leader and Software Developer August 2013 – April 2014

• Worked on a team of 4 people to consult and build a product (mobile app named UW Pre-K) • Led the business team and developed the marketing campaign, description for the product. • Programmed and used HTML, CSS, Github and Phone gap technologies to build and port over the app to both iOS and Android platforms

Kotak Mahindra Bank Mumbai, Maharashtra, India IT Intern, Data Center and Branch Network Department June 2011 – July 2011

• Coordinated a transaction for the purchase of routers at a reasonable cost from a suitable vendor • Analyzed network reports and compiled daily Microsoft Excel reports for the bank branches

LEADERSHIP & ACTIVITIES

Illinois Leadership Center, Leadership Certificate Champaign, IL Completed August 2013 – May 2015 • Developed leadership skills by pursuing and completing the Leadership Certificate Program

Association for Computing Machinery Champaign, IL Member August 2011 – December 2014 • Attended weekly meetings of SIGMobile and learned basics of Android app development

Volunteer Illini Projects Champaign, IL Hunger and Homelessness Volunteer Jan 2013- December 2014 • Assisted with food distribution of the Wesley Food Pantry that serves 900 to 1,900 people monthly

SKILLS

Computer: C++, Python, C, Java and R Languages: English (Proficient), Hindi (Proficient), Bengali (Proficient) and French (Intermediate) SHANTANU BHATT

401 East Chalmers St. Champaign 61820 ♦ C: 217-751-2501 ♦ [email protected] ♦ https://www.linkedin.com/in/shantanu-bhatt/ EDUCATION

University of Illinois at Urbana-Champaign Urbana-Champaign, IL Candidate for Master of Science in Financial Engineering Graduating December 2017

R.V College of Engineering Bangalore, India Bachelors in Engineering, Electronics and Communication, Graduated June 2014

SKILLS • Data Analysis and Visualization, Business Intelligence • Programming – (C++, Python, R, Verilog) Tools (R, Tableau) • MS PowerPoint, MS Word, MS Excel • Databases (MySQL) and Big Data (Spark) • Bloomberg Terminal • Machine Learning Tools (TensorFlow – Regression, Classification, Clustering, Associated and Deep Learning) EXPERIENCE Practicum Student, August 2017 to Present

Google – Chicago, USA. • The objective of the project is to find correlation between weather and financial data using machine learning and deep learning

Intern Equity Research, October – November 2015 CIMB Securities (India) Private Limited – Mumbai, India. • Studied annual financial reports and analyzed historical data to understand a company’s financial model.

• Used Bloomberg Terminal for data mining – Gathered data to assist senior sell-side analysts in analyzing quarterly sector reports.

Business Analyst Advisory, June – November 2014 Grant Thornton US SSC – Bangalore, India. • Performed IT audit support, business, and information systems security audits (SSAE16 - SOC1 & SOC2) for design effectiveness and operating efficiency (Type I & II) engagements.

• Controlled testing for processes such as fixed assets, payroll, revenue, and inventory.

PROJECTS AND CERTIFICATION

• Used Fast Fourier Transforms (FFT) to clean up/process financial data – which can be used to do short term

prediction and find triggers for automated-trades.

• Priced American and European options with the help of binomial and trinomial Lattice structures using recursion, memoization and dynamic programming. • Priced various types of continuous and discrete barrier options using simulated price paths. • Cleared the Chartered Financial Analyst (CFA) Level 1 in June 2015.

RELEVANT COURSEWORK

• Stochastic Calculus • Risk Measures and Management • Statistical Methods • Numerical Methods • Financial Computing • Optimization • Performed IT audit support, business and information systems security audits (SSAE16 - SOC1 & SOC2) • Financial Derivatives • Algorithmic Market Microstructure • Stochasticfor Calculus design effectiveness and operating efficiency (Type I & II) engagements.

• Controlled testing for processes such as fixed assets, payroll, revenue, and inventory. YUANZHEN “SARA” CAI •1513 East Florida Ave, Apt 104C, Champaign, IL 61802 • (217) 305-0603 • [email protected]

EDUCATION

UNIVERSITY OF ILLINOIS AT URBANA-CHAMPAIGN Urbana - Champaign, IL Candidate for Master of Science in Financial Engineering, December 2017 GPA: 3.85/4.00 Coursework: Market Microstructure, Neural Network and Deep Learning, Financial Computing in C++, Statistical Methods in Finance, Numerical Methods in Finance, Stochastic Calculus, Electronic Trading. CITY UNIVERSITY OF HONG KONG Hong Kong, China Bachelor in Finance, Quant Finance & Risk Management Track, July 2016 GPA: 3.58/4.00 (Major: 3.91/4.00) Minor in Mathematics Ø Dean List (2015, 2016), First Class Honors Graduation (2016), Scholarship of Department of Economic and Finance (2015) Ø ACCA Hong Kong Business Competition 2014 (Top 20 out of 280 teams, Judges’ Commendation Award) PROFESSIONAL EXPERIENCE

Swiss Re New York, NY Valuation Risk Management (VRM) Summer Analyst June 2017 – August 2017 • Investigated valuation methodologies and month-end results for Independent Price Valuation (IPV) populations including Fixed Income, derivatives, VA , etc. and used VBA to verify the consistency among multiple sources • Collaborated with the quantitative team to validate the cash-flow analysis and stress testing methodology of MBS products, produced slides of observation summary for the risk meeting • Managed FRP database on monthly IPV adjustments via SQL, automated various process in VBA and visualized results by developing dashboard • Worked with the senior analyst to evaluate the valuation uncertainty / liquidity profile of Fixed Income products Ash Brokerage Fort Wayne, IN Practicum - Model Risk Analyst January 2017 – May 2017 • Managed tail risk using TVaR and added stochastic constraints on linear programming to perform the analysis in Python • Validated stress testing model assumption, ensured data quality and enhanced risk reporting in Python • Developed optimization model to quantify the investment allocation for maximizing wealth over specific horizon Greenwoods Asset Management HK Ltd (Total AUM: $3.4Bn) Hong Kong, China Investment Research & Portfolio Analyst Intern – Hedge Fund January 2015 - June 2016 • Estimated the market risk of US Equity & Fixed Income (Corporate bond, MBS, ABS) portfolio by performing scenario analysis and stress testing in Bloomberg • Assisted risk team to develop an in-house factor model and decomposed hedge fund risk into multifactors in R • Helped the investment team to calculate fund performance attributions by sector and exposure via developing VBA and SQL; Increased efficiency by 50% • Cooperated with traders to accurately settle and reconcile daily trades for four US funds and China funds • Developed a widely used program capable of efficiently forecasting monthly fund performance regarding to cash flow and exposure in R Oaklins HFG China (Global midmarket M&A Advisor) Shanghai, China Investment Intern – Corporate Finance Department June 2014 - August 2014 • Organized fund selection and managed 16 roadshows to introduce client company to potential funds • Pitched 7 target funds and conducted due diligence of follow-up funds to invest client company list on market • Performed market researches with Bloomberg and China Venture to determine HFG’s potential deals SELECTED PROJECTS

Develop P2P Private Lending credit risk prediction model using Logistic regression (Programming: Python) • Cleaned, processed and handled missing data issue on Lending Club data by using Python Pandas • Selected useful variable such as FICO Score, Income, etc. by using information value, created a logistic regression model with weight of evidence and categorized borrowers into seven different risk categories. Portfolio Risk analysis and stress testing by Historical, Parametric and Monte Carlo methods (Programming: R) • Computed VaR and CVaR of a portfolio containing equity indexes and FX by using historical simulation, parametric method and Monte Carlo simulation • Applied exponential weighted moving average return and covariance estimator on each method

LEADERSHIP & ACTIVITIES Teaching and Education Connecting Cultures Hong Kong, China CFO of Hong Kong Branch June 2013 - June 2016 • Planned and implemented annual budget; presented quarterly financial reports in an entirely accurate manner • Presented on annual TECC global summit to discuss current financial condition and further plan of HK Branch CERTIFICATES AND SKILLS

Certificates: CFA Level I, FRM Part I Technical Skill: Python, SQL, VBA, R, SAS, C++ , Matlab, Microsoft Office, Bloomberg, Rotman Interactive Trader Qi Chen

1903 N Lincoln Ave, Apt 117• Urbana, IL, 61801• (614)214-4516 •[email protected]

EDUCATION University of Illinois Urbana-Champaign, IL Candidate for Master of Science in Financial Engineering, Dec 2017 3.67/4.0 The Ohio State University Columbus, OH Bachelor of Science in Financial Mathematics, May 2016 GPA:3.83/4.0 Xidian University Xi’an, China Major in Microelectronics GPA: 85.2/100 RELEVANT EXPERIENCE Equity and Option Trader Columbus, OH Self-Employed May 2013-September 2015  Started out trading to make 75% capital gains within a 6-month period at the Chinese stock market  Traded options using Black-Scholes formula to price options and advanced options strategies learned in class in American stock market  Arbitrage by investing Chinese Internet companies which have received privatization offers CITIC Securities Taizhou, China Intern July 2014 – August 2014  Tracked daily prices and volatilities of stocks and learned daily trading and sales activities  Advised clients on their investments according to their preferences and constraints LEADERSHIP/ACTIVITIES Vice President, Xidian Student Science Institution Xi’an, China Xidian University September 2012- July 2013  Recruited new members  Planned information events for new members  Organized technology innovation competition SKILLS  Language: Native speaker of Mandarin, fluent in English  Technical: Python, Numpy, Pandas, Matplotlib, Excel, Matlab, C++ ADDITIONAL  Passed two SOA exams: P, FM; candidate for exam MFE  Four Coursera Certificates: Getting Started with Python, Using Python to Access Web Data, Python Data Structure, Using Databases with Python  2012 Chinese National Scholarship (top 5 students in the college)  Ohio State Dean’s Lists: All Semesters

Chen(Charles)Xi 508 E University Avenue, Champaign IL 61820 (929) 254-8946| [email protected] EDUCATION University of Illinois at Urbana-Champaign Urbana, IL Candidate for Master of Science in Financial Engineering, December 2017 GPA:3.48/4.0 • Financial Computing (C++), Stochastic Calculus, Numerical Methods (PDE/Monte Carlo), Statistical Methods, Risk Management (R/Python), Deep Learning (Python/TensorFlow), Market Microstructure (MATLAB), Optimization in Finance (AMPL) The University of West Alabama Livingston, AL Bachelor of Business Administration, August 2014-May 2016 GPA: 3.95/4.0 • University Scholars Award (The only receiver in Finance department) Guangdong University of Finance Guangzhou, China Bachelor of Economics, September 2012-June 2014 GPA:3.55/4.0 EXPERIENCE GF Futures Co., LTD. Guangzhou, China Quantitative Research Analyst May 2017-July 2017 • Developed Delta neutral hedging strategy through comparing the effect of Gamma and Theta to option price, and automated market making strategies with MATLAB • Researched on time value of options, analyzed the distribution of SSE 50 ETF’s return, and constructed a calendar spread strategy UIUC Treasury Investment Office Champaign, IL Practicum Participant, Risk Management on $2Bn Investment Fund January 2017-May 2017 • Quantified the qualitative risk factors such as industries and locations, and tested all the risk factors to build default rate prediction models • Customized and automated stress testing based on fundamental analysis during different scenarios for CMBS of the funds’ positions • Selected and designed an OAS prediction system by performing multivariate linear regression and reported with user-friendly GUI (MATLAB) Shenzhen Worship Our Fund Management Guangzhou, China Private Equity Intern October 2016- January 2017 • Conducted research on China TMT industry, and identified the firms with top performance and sustainable advantages, for presentation in pitch books for clients and prospects • Analyzed financial statement, and evaluate a target company with Wechat/Alipay recharging business using DCF methods and draft PPT introduction of this fund Shanghai Pudong Development Bank Guangzhou, China Summer Credit Risk Intern May 2015 – July 2015 • Assessed credit rating and drafted credit risk research reports for Long Term Notes issued to clients CERTIFICATIONS CFA Level 2 Candidate June 2018 Baruch MFE Advanced C++11/C++14 & Multidisciplinary Applications Certificate July 2016 Qualified Society of Actuaries Exam FM February 2016 Baruch MFE C++ Programming for Financial Engineering Online Certificate with Distinction November 2015 Qualified Society of Actuaries Exam P March 2015 SKILLS Language: Native speaker of Mandarin and Cantonese, fluent in English Programming/Software: C++, Python, MATLAB, R, Visual Basic, SQL, Bloomberg ACTIVITIES/LEADERSHIP Member, Toastmasters International January 2015-Present President, UWA Finance Club May 2015-May 2016 ANISHKUMAR P DESAI 2661 Buckland dr, Aurora, IL 60503 * (630)730-3126 * [email protected]

EDUCATION______

UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Candidate for Master of Science in Financial Engineering, Dec.2017 INDIAN INSTITUTE OF TECHNOLOGY Kharagpur, India Master of Science (5 Years Integrated) – Chemistry, 1987

RELEVANT COURSEWORK______

Algorithmic Market Microstructure, Option Trading and Market-Making, Financial Derivatives, Financial Risk Management, Deep Learning, Financial Computing (C++)

CBOE -Mastering Options Strategies Chicago, IL GIFM -Certification in Option Trading Mumbai, India NCFM -NSE’s Certification in Financial Markets Mumbai, India

EXPERIENCE______

SOCIAL MARKET ANALYTICS, USA Chicago, IL Practicum Student August, 2017 – Present • Analyzing twitter data to develop a capitalization weighted index comprised of 50 stocks • The index measures the aggregate performance of stocks with high levels of crowd sourced commentary and high market liquidity

EVE LLC, USA Chicago, IL Summer Intern June, 2017 – August, 2017 ● Developed and backtested trading strategy for precious metals based on ratio trading. Successfully executed the strategy on a live simulated trading platform ● Analyzed energy and agricultural market data for the trading desk to generate trading signals ● Performed equity research and financial analysis of energy sector for the portfolio management

ACE TRADERS LLC, USA Aurora, IL Trader, Consultant April, 2009 – May, 2016 ● Provided consultation and training for trading Metals, Energy and Currencies products ● Managed trading desk and monitored trading performances

GAJANAND COMMODITIES PVT. LTD. Mumbai, India Commodity Manager April, 2000 – March, 2009 ● Setup and successfully managed the Commodity Arbitrage Desk ● Developed and executed trading strategies for commodities and currencies in different exchanges ● Developed trading models for base metals in LME Forward Contracts ● Trained, monitored and managed P&L with Risk Management of Trader ● Effectively performed Delta Hedging Strategies and Volatility spreads in Derivatives Ayush Dhingra

2109 Hazzlewood Drive Apt# 204|Urbana, IL 61801 | +1-217-819-1839| [email protected]

EDUCATION UNIVERSITY OF ILLINOIS at Urbana Champaign August 2016-December 2017 Candidate for Master of Science in Financial Engineering GPA 3.6/4.00 Coursework: Derivatives, Risk Management, Financial Computing, Numerical Methods, Stochastic Calculus, Electronic Trading, Statistical Methods, Machine Learning IIIT Hyderabad, India August 2008-April 2012 BTech, Computer Science GPA 3.4/4.00 CFA Level II Candidate

WORK EXPERIENCE Peak6 Investments Chicago, USA Practicum Intern Aug 2017 to Dec 2017 • Develop quantitative trading strategies various options and equities • Using market data such as option open interest across the curve for different stocks • Using machine learning techniques to learn from the data and to enhance trading profitability

Futures First, GHF Group Hyderabad, India Trader, Associate Commodity Markets May 2012 to Jul 2016 • Proprietary trader in Futures commodity markets of ICE and ICE Europe and currencies on CME. • Specialized in trading outrights, spreads, butterflies and condors • Built and explored trading ideas by analyzing market data and market microstructure • Used quantitative tools to understand market direction, volatility and trends • Highly profitable track record of four years

Projects Modeling Implied Volatility • Used data of near the money options including Option & Underlying Price, Date, Trade Days, Strike Price. • Computed a factor called moneyness using above factors and modeled it with implied volatility • Observed volatility smile or a skew smile for various products and used it in pricing of options and interpolating implied volatility at strike prices which are less traded.

Valuation of complex securities • Priced European, American, Asian, and other exotic options • Used various computational techniques including recombining trees, Monte Carlo simulation, and finite difference methods using partial differential equations • Pricing derivatives such as forwards, futures, interest rate swaps, currency swaps.

Modelling interest rate hike on the economy • Modelled impact of interest rate hike on macro-economic factors such as CPI, Unemployment rate, S&P500, etc. • Also, tried to observe effects of interest rate hikes on various asset classes and used the results to create a portfolio

Skillset • Time series analysis, Financial modeling, Machine Learning, Classification, Regression, Clustering • Technical: C, C++, Python, Trading Software: Bloomberg, X_Trader, Thomson Reuters

ACHIEVEMENTS/AWARDS • Recipient of Fellowship from CME in 2017 • Best trader of 2012 batch in financial year 2015 in soft commodities asset class at Futures First • Best trader of 2012 batch on 2 occasions as part of a monthly contest in 2015 among all asset classes • Secured an All India Rank of 331 in AIEEE 2008 and 4350 in IITJEE 2008, and received Recipient of merit cum scholarship given to only 350 students out of 1,000,000 students from CBSE for outstanding performance. • Teaching Assistant of Engineering Systems and Science 1 courses

Hao Du 608 E University Ave, Champaign, IL 61820 (507)581-2120 [email protected] https://github.com/duh931

EDUCATION UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Master of Science in Financial Engineering, GPA: 3.33/4.00 Dec 2017 ST. OLAF COLLEGE Northfield, MN Bachelor of Arts, Physics and Mathematics, GPA: 3.16/4.00 May 2016

EXPERIENCE Quantitative Strategy Intern, E-Tiger Capital Shanghai, China | Jun 2017 – Aug 2017 • Individually programmed a web crawler in Python to collect net worth data of more than seven thousand Chinese private funds; then utilized the data to calculate correlations between net worth of individual funds and marketing indexes. The correlations were later used in making commodity strategies. • Back-tested commodity strategies in Python and optimized hyper-parameters using regression to improve performances of strategies. • Studied correlations between spot prices and future prices to explore patterns of future prices during special period; then created new strategies according to patterns found. • Individually constructed a back-testing framework in Python for calendar-spread strategies. This framework will later be used by other researchers for more convenient data organization and strategy creation. • Held lectures on topic of deep learning and discussed potential usage of machine learning algorithms in existing strategies and future research.

Team Captain, TT Electronic Trading Competition UIUC IL US | Sep 2016 – Dec 2016 • Led discussions to design trading strategies for future market (crude oil, E-mini S&P). • Arranged regular meetings to check working progress and deliver new tasks. • Simulated and utilized a mean-reverse trading strategy and a trend-following strategy on Trading Technologies platform using GUI modules. • Analyzed gain and loss in daily trading activities and optimized parameters accordingly, resulting in a final return of 2% during the two-week competition.

Computer Science Senior Capstone Research, CS department MN, US | Sep 2015 – Dec 2015 • Self-studied basics of neural network using online documentation. • Constructed environment for using Caffe, a deep learning framework on Linux. • Presented status updates of the research project in image recognition and introduced concepts in deep learning to the entire class each week. • Trained a neural network model and achieved a final accuracy of 64.3% using deep learning and cross-validation for the image recognition task. • Delivered a final paper written in Latex to present in a collegiate CS conference.

HR Associate Intern, Schaeffler Greater China (Investment) Shanghai, China | Jun 2013 – Sep 2013 • Discussed demands of the HR department with the head officer and designed a database in Access to track hundreds of international employees’ personal information. • Programmed in VBA for Excel to determine the employee cell phone budget and visualize the final result for presentation. • Analyzed 3 years of historical data with linear regression to establish car allowances for executive staff.

SKILLS Programming: C/C++ ; Pythion (data analysis, web-crawler); R; Mathematica; Machine Learning: Caffe for Deep Learning

ADDITIONAL Saxophone player in Norseman Band 2012-2015

Mengxu (Mason) Feng 1353 N Lincoln Ave, Apt 3063, Urbana, IL 61801·+1 (217) 721-3945·[email protected] EDUCATION

UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Candidate for Master of Science in Financial Engineering, December 2017 GPA: 3.91/4.00 ZHEJIANG UNIVERSITY Hangzhou, China Bachelors of Science, Economics, June 2016 GPA: 3.80/4.00 PROFESSIONAL EXPERIENCE

GUOTAI JUNAN FUTURES CO., LTD Shanghai, China Intern, Industry Service Institute July 2017-August 2017 · Built models utilizing weather data from the NOAA and the USDA, including such variables as temperature, rainfall, drought, etc. to predict the Yield per Harvested Acre and G/EX ratio of soybeans · Developed global macro strategies to trade bean related futures, including trend-following and arbitrage strategies · Researched soybean, soybean meal, and soybean oil futures contracts traded in the DCE · Constructed and maintained a database for bean related futures research using data from Wind, Bloomberg · Wrote morning reports, sent it to clients every day, and independently wrote a quarterly research report ZHEJIANG QUANTDO INVESTMENT CO., LTD Hangzhou, China Intern, Risk Management Department March 2016-July 2016 · Developed Python program to create a spreadsheet which could automatically capture and calculate indexes of all funds like the Calmar Ratio, Sortino Ratio, etc. based on their net value · Collaborated with the Risk Management Director in monitoring risk indicators during intra-day trading and tested the risk management VaR model with historical simulation methods using rescaled returns · Conducted due diligence investigations from corporate investors such as ICBC, and orchestrated the education of all potential investors on the risk management strategy of each fund PROJECTS

CME Group Practicum, Chicago, IL September 2017-Present · Programmed Python parsers to decode IEX DEEP .pcap file from hexadecimal data to transaction and price data · Built and examined the Limit Order Book using the decoded stream of market transaction and order data Statistical Arbitrage ETF Trading Strategy, Urbana-Champaign, IL February 2017-April 2017 · Designed a statistical arbitrage strategy based on mean reversion processes and Bollinger Bands constructed within the pairings of various ETFs · Engineered the strategy based on cointegrated processes to create an individual return series portfolio · Back-tested this strategy in Python over multiple time frames worth of data, including periods of more than 10 years, to test the strategy’s efficacy over a diverse array of time horizons Buffered Securities Pricing, Urbana-Champaign, IL April 2017 · Price the Buffered Securities sold by Morgan Stanley by simulating multivariate risk models with dynamic correlations using the DCC model · Programmed Python applications to implement NGARCH and DCC models to estimate the correlation between the performances of the iShares® Russell 2000® ETF and the iShares® MSCI EAFE ETF SKILLS

Language: Native speaker of Chinese, fluent in English Technical: C/C++, Python, Matlab, R, SQL, Excel Professional Certifications: Passed CFA Level I and Level II Exam Conceptual: Data Analysis, Quantitative Analysis, Risk Management, Financial Modeling Veeraj Gadda https://www.linkedin.com/in/veeraj-gadda-283b88a0/ [email protected] | +1(217)979-9261 | Apt 204,2109 Hazelwood Drive,Urbana-61801

Education University of Illinois, Urbana Champaign Urbana-Champaign, IL Candidate for Master of Science in Financial Engineering (MSFE) University of Mumbai Mumbai, India BSc in Computer Engineering

Technical Proficiency: R, Bloomberg, Microsoft Excel, MS Powerpoint, Microsoft Office Suite CGPA:4.0 Relevant Courses: Financial Computing, Statistical Methods in Finance, Financial Risk Management, Financial Derivatives, Market Microstructure and Trading,

Professional Experience: Innovative Lab Intern| Graybar Electric Company-Research Park -Champaign|May 2017- Present: Analyzed financial information to forecast business and economic conditions of Graybar’s Glendale Heights Warehouse. Tested financial analysis models to predict business growth. Worked as a project leader to analyse budget guidelines for investment in BIM.

Research Assistant | Beckman Institute of Advanced Research- Urbana-Champaign| February 2017-present: Conducted Social Network Analysis in R to find relations between researchers and publications at Beckman and creating exponential random graph models for same. Goldman Sachs , JP Morgan, Python, C++, Academic/Hobby Projects: Finance Projects and Technical papers  Published an international paper to predict the credit default risk associated with an individual using machine learning algorithms. Link  Published an international paper to forecast aluminium prices using data obtained from quandl and using WEKA api to run Machine learning algorithms. Achieved accuracy of 99.68%. Link  Created a trigger system to predict prices of commodities like gold, silver, copper and achieved an accuracy of 99% for their open price positions. Link  Priced European and other exotic options using various computational techniques like Monte Carlo simulation, Hull-White interpolation and Linear programming. Link  Worked on case studies involving options, futures, swaps and trading strategies. Link  Learnt techniques like Value-at-risk, stress testing and case studies on risk management.  Analyzed financial reports of the Coca-Cola company to write a comprehensive report on the firm’s micro-economic aspects. Link  Analyzed the macro-economic aspects of Greece and wrote a report of how Greece collapsed during recession and its prospects ahead. Link

Certifications and Awards:  Winner of ‘HackExcellence’ award at Capital One’s Hacking Chicago initiative by creating a website for NGO GoodCity. Used Bootstrap, CSS for front end and Django for backend.  Worked as a treasurer for the National Social Service Scheme developing the budget for the various campaigns.  Worked as the Entrepreneur Head of Rotoract Club of Bombay and raised funds of about 2 lakh rupees  Worked as a project fellow at Enactus UIUC and secured scholarship worth $5000 for their ‘Lean and Green’ project.  Worked as the finance head for small start-up Horizon solutions and developed cost estimations for the software products. GUANHUA GAO Unit #1602, 302 E John Street, Champaign, IL 61820 ▪ (217) 419-9885▪ [email protected]

EDUCATION UNIVERSITY OF ILLINOIS at Urbana-Champaign Champaign, IL Master of Science, Financial Engineering, Dec 2017 GPA3.81/4.0 BEIHANG UNIVERSITY Beijing, China Bachelor of Science, Mathematics and Applied Mathematics, Jul 2016 GPA:3.8/4.0 Excellent Graduate in Beijing June 2016 BAOSTEEL Education Scholarship (TOP 5 Students in BEIHANG) Nov 2015 Honorable Mention Prize in America Mathematical Modeling Contest Apr 2014 and Apr 2015

EXPERIENCES QuantusEngineer LLC Champaign (remote work) Quant Trading Intern Aug 2017— Present • Downloaded SSE 50ETF options data through exchange API and processed the raw data in Python • Researched new trading strategies based on the call/put volatility surface, and accomplished preliminary analysis for choosing the appropriate parameters ICBC New York, New York Data Analyst Intern Jun 2017—Jul 2017 • Applied Bloomberg API to automatically update the exchange rates, and calculated changes in SBLC (Standby Letter of Credit) amount, coverage ratio and determined the exchange rate risk and loan default risk • Analyzed and compared price data of real estate market in Manhattan for 2016 and 2017 by using statistical methods with Python, and reported the results to credit department for controlling the risk of real estate loans SpiderRock Advisors Chicago, Illinois Practicum Student Jan 2017— May 2017 • Analyzed risk-return characteristics such as Sharpe ratio, skewness and kurtosis of both the buy-write strategy and passive index strategy based on different investment horizons by using R • Accomplished multiple regression analysis of relation among the return, volatility and skew data of SPX, RTY, BXM, BXR and VIX, and constructed new buy-write investment strategies based on the results • Used machine learning methods such as KNN, LDA, SVM and random forest classification to deal with the three markets (BXM, BXN, BXR) data, with which implied that the significant classification of the three markets is the driven force for the outperformance of BXM compared to BXR and BXN FORTUNE Securities Shenzhen, China Intern, Department of Financial Engineering Jun 2015—Sept 2015 • Established stock investment strategy by using C++ in which increased stock yield by 8% in later two months • Deeply analyzed 18 stocks’ market performance in China Stock Market after the stock disaster in May 2015 and wrote analysis reports for adjusting the stock weights in portfolio GUOSEN Securities Shenzhen, China Trader Intern, Department of Fixed Income Jun 2014—Sept 2014 • Assisted bond trader to do daily inquiry and quotation in inter-bank bond market for over 50 days • Summarized daily transactions for 48 trading days and reported unexpected position changed intra-day • Participated in developing trading strategies and completed backtesting of different strategies based on market data CERTIFICATES • CFA Level III Candidate SKILLS Technical: Python, C++, R, Bloomberg, Microsoft Office Language: Native speaker of Chinese, proficient in English

Yuan Gao 1606 Melrose Valley Ct, # 213C • Urbana, IL 61801 [email protected], 608-338-3104 EDUCATION University of Illinois at Urbana-Champaign Present-December 2017 Master of Science in Financial Engineering University of Wisconsin-Madison Bachelor of Science January 2013-August 2015 Major: Applied Mathematics & Economics with Mathematical Emphasis GPA: 3.42/4.0 University of Tennessee-Knoxville August 2011-December 2012 Major: Finance GPA: 3.78/4.0 COMPUTER SKILLS LANGUAGE SKILLS Programming Language: R, C++, Python, Java Chinese (Fluent), English (Fluent) Data Analysis and Statistical Software: Bloomberg, JMP, STATA, AMPL Japanese (Intermediate) Microsoft: PowerPoint, Word, Excel EXPERIENCE Hongyuan Futures – Beijing Headquarters Beijing, China Intern Quantitative Analyst at Asset Management Department July-August 2017 Processed and analyzed data of Shanghai 50 Constituent Stock using Python, including programming a series of code to fill and eliminate missing and extreme value, and standardize final data for the convenience of regression Predicted excess return through regressing on a specific stock’s style, industry, and market factors’ yield and adjusting every single factor’s regression weight to test factor weights’ effectiveness on controlling strategy risk and generating a solid income source Built on the most profitable portfolio from calculation, the further development of multiple-factor stock selection strategy that is both style neutral and weight optimized was achieved, and proved to be the basis of constructing an optimal investment portfolio Bank of China – Xinhua Branch Hohhot, China Intern of Risk Management and Control Department January-April 2016 Assisted the department with the assessment of loaning procedure, including the prediction of loaning risk, adjustment of supervision strength, and valuation of coping strategy Attended the trans-department meeting as a recorder and sorted the meeting record based on various subjects and suggestions Understood the allocating and dealing techniques on non-performing asset through participating the assets disposal committee China Construction Bank – Inner Mongolia Branch Hohhot, China Risk Analyst at Risk Management Department August-December 2015 Gathered economical industry policies from various areas and sorted clients’ financial information on credit and loan to provide fundamental information for the formulation of regional credit policy Tested real estate industry’s non-performing loan pressure through WILSON modeling and analyzed clients’ capital return rate on credit and loans by going through every single entry in the database Interacted with foreign clients using business English and cooperated with employees from outer department to build connection Lakefront on Langdon-Wisconsin Union Madison, WI Student Staff July-December 2014 Collaborated with co-workers to prepare for the opening of the restaurant and the lake caddy Prepared wraps, Chinese cuisines, Mexico food and fresh sandwich according to the requirement and the preference of various customers Operated the register as a cashier to take customers’ payment in ways of credit card and cash Badger Volunteer with Schools of Hope Madison, WI Math Tutor February- May 2013 Explained mathematical materials and trigonometric rules on one-to-one level to the student Provided exercises on various fields of math based on specific student’s deficiency and made plans for further study Helped drop-in students with their math and physics homework during the tutoring session ACTIVITIES Financial Engineering Practicum - Chicago Wedbush Futures Chicago, Illinois Trading Algorithm Builder February-May 2017 Utilized Bloomberg terminal and CME website as main sources of trading information on various commodity futures and index futures, such as Soybeans, Eurodollars, WTI Crude Oil, Gold, and E-mini S&P 500 futures Developed models of times series decomposition and supported vector machine (SVM) regression as two alternatives methods for predicting intraday volume in futures market, besides simple moving average method, and tested each models’ accuracy Improved ability to handle urgent situations by answering technical questions from an trading expert and peer competitor, while delivering a final presentation JENESYS Programme (Japan-East Asia Network of Exchange for Students and Youth) Tokyo, Japan Representative of Hohhot, Inner Mongolia September 2009 Attended the welcome meeting in Ministry of Foreign Affairs Improved communication skills by participating in Kendo and Cooking Club and interacting with local high school students and families Experienced culture variances from the distinction of Japanese education and family structure JUNLONG GUO 1353 N. Lincoln Avenue Urbana, Illinois 61801 Tel: (217)-904-8407 email: [email protected] EDUCATION University of Illinois Urbana-Champaign, IL Master of Science in Financial Engineering 2016 August-December 2017 Cumulative GPA: 3.25/4.0

Indiana University Bloomington, IN Bachelor of Science in business, Finance, 2012 January-December 2015 Bachelor of Science, Mathematics 2012 January-December 2015 Cumulative GPA: 3.47/4.0

RELATED EXPERIENCE WEDBUSH SECURITIES INC. Chicago, IL Trading Strategy Practicum, Core member January 2017-May 2017  Cooperated with 5 team members and senior staff to find out the best model to construct VWAP curves for E Mini S&P 500 Futures, Crude oil Futures, Soybean Futures markets.  Utilized Bloomberg to gather these markets’ intra-day trading volume in 2016-2017, and used Support Vector Machine (SVM) package in R to simulate the intro-day trading volume.  Derived a Time Series Decomposition model by transforming the intra-day trading volume time series into 3 sub-time series: Trend, Seasonality,and Fluctuation. Used R to predict the intro-day trading volume.  Computed the Mean Absolute Square Errors (MASE) between the VWAP we built by SVM & Time Series Decomposition and the market-wide VWAP calculated by simply taking the average.

China Securities Co., Ltd. Beijing, China Intern, Asset Manager Assistant, Asset Management Division March 2016-August 2016  Worked with manager negotiate with clients to form the contracts of 5 $10million- $1billion mutual funds, and wrote the mutual fund valuation report weekly.  Interacted directly with institutional clients in developing investment policy statements, and interacted with third-party administrators to facilitate all aspects of account administration.

PROJECTS HIGHLIGHT Pricing European, American, and Exotic Options by C++ August 2016-Decmber 2016  Pricing options via bi/trinomial model. Implemented memorization technique to improve efficiency  Pricing options via Dynamic Programming Method using Markov properties of Stochastic Matrices and compute delta of the options  Pricing options via Linear Programming Method based on self-financing property of replicated portfolio using lpsolve api Value-at-Risk Computed Using Various Methods via R February 2017  Used the Historical Simulation method with a one-day horizon and a confidence level of 99% to compute the value-at-risk of the portfolio consists of S&P500, FT-SE100, and DAX stock indexes.  Used the Delta-Normal method with a one-day horizon and a confidence level of 99% to compute the value- at-risk of the portfolio consists of S&P500, FT-SE100, and DAX stock indexes.

SKILLS Software: Proficient in MS Excel, Python, R, Bloomberg, C++ Language: Native speaker of Chinese, fluent in English Certificates: CFA Level I, CFA Level II candidate

YUANYUAN (SARAH) GUO 310 E. Springfield Ave, Champaign, IL, 61820 ⋅ (217) 607-7326 ⋅ [email protected] EDUCATION UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Master of Science in Financial Engineering, Expected – December 2017 GPA: 3.89/4.0 RENMIN UNIVERSIY OF CHINA Beijing, China Bachelor of Science in Finance, June 2016 GPA: 3.69/4.0 Honors: National Scholarship 2015 (Top 1%), Successive 3-year Excellent Academic Scholarship (Top 10%), Excellent Student Leader (Top 5%), graduated with high distinction KEDGE BUSINESS SCHOOL Bordeaux, France Exchange Student in Finance department, September 2014 – June 2015 GPA: 3.74/4.0

EXPERIENCE WEDBUSH SECURITIES Chicago, IL Forecasting Intraday Volume in Various Futures Markets January 2017 – May 2017 l Developed the Support Vector Machine algorithm using R to predict intraday volume patterns in various future markets in order for better VWAP strategy l Compared the performance of Time Decomposition Model and SVM in different markets based on MASE and MSE and using Simple Average Model as benchmark CHINA SECURITIES CO. LTD. Beijing, China Summer Research Analyst, Industry Research Dept. September 2015 – October 2015 l Collaborated in Food & Beverage Industry Weekly by means of fundamental analysis, so as to provide investment recommendations and forecast future trends in this industry l Acquired thorough training on investment banking business in the participation of Roadshows BANK OF CHINA INTERNATIONAL LIMITTED Beijing, China Project Assistant Intern, Investment Banking Dept. July 2014 – August 2014 l Analyzed 19 Chinese listed securities’ performance over the past 5 years with their financial annual reports l Participated in “Project 1210” which supported BOCI’s capital-raising project, systematizing all activities of BOCI since its foundation and contacting shareholders when necessary

PROJECTS RENMIN UNIVERSITY OF CHINA Beijing, China Feasibility of Family Trust in Chinese private banking market March 2016 – June 2016 l Applied economic perspectives to explain the foundation of Family Trust (Life Cycle Approach, Principal- agent Theory and EVA Theory) l Assessed the feasibility of Family Trust in Chinese market using SWOT and proposed relative policy recommendations KEDGE BUSINESS SCHOOL Bordeaux, France Enterprise valuation techniques September 2014 – October 2014 l Analyzed and demonstrated the most appropriate valuation technique for each type of enterprise (Start-Up, loss-making enterprise, SME, and listed company) l Discussed pros and cons of Goodwill in enterprise valuation, especially in case of crisis

SKILLS Certifications: CFA Level III Candidate; FRM Level II Candidate Languages: Mandarin (Native), English (Professional), French (Fluent) Software: C++, R, Stata, Eviews, Bloomberg, Reuters

WEITONG HAN 506S 4th, Champaign, IL, 61820│ (217) 721-5863│[email protected]

EDUCATION 08/2016 – University of Illinois at Urbana-Champaign Urbana-Champaign, IL 12/2017 Master of Science in Financial Engineering GPA: 3.83/4.00  Relevant coursework: Financial Economics, Financial Statistics, Financial Risk management, Derivatives

09/2010 – Tianjin University Tanjin, China 07/2014 Bachelor of Science in Mathematics and Applied Mathematics (dual degree) GPA: 3.55/4.00 Bachelor of Arts in English Language and Literature  15th student (1st in School of Liberal Art) to obtain mathematics dual degree in TJU (16,000 students, 2014)  Attended London School of Economics Summer School in Beijing, completed one course: Global Economy

WORK EXPERIENCE 10/2014 – PricewaterhouseCoopers 07/2016 Assurance Associate, Entrepreneurial Group Beijing, China  Independently led one annual audit project for U.S. listed technological company, evaluated overall financial status of company, determined key audit risks, made audit planning  Acted as key member in various client-facing activates and as the leading negotiator during meeting with non-Chinese speaking clients.  In charge of key accounting subjects in US and HK IPO project, analyzed fluctuations of financial indicators in last 3 financial years, issued accounting adjustments for US GAAP and IFRS reports  Reviewed works of first-year associates and interns as experienced associate

01/2014 – Binhai VC Investment Management Corporation 03/2014 Investment Assistant Intern, Investment Division Tanjin, China  Assisted in building evaluation models, forecasted future cash flows of 3 potential investment targets  Participated in due diligence of two projects, analyzed the financial statements and gathered relevant data  Composed feasibility reports for potential investment targets

09/2013 – Mercer Consulting 11/2013 Analyst Intern, Actuarial and Insurance Division Beijing, China  Analyzed massive claim data using regression models, studied their causes and economic implications  Composed analysis reports, prepared PPT for presentations, and participated in meetings with clients  Engaged in brokerage projects of 4 major clients, participated in designing of insurance packages

QUALIFICATIONS & SKILLS Qualification: CFA level2 Candidate, CAIA level2 Candidate Passed 2 out of 6 exams in CICPA exams, Chinese Securities Practice License holder Language: English (Fluent), Chinese (Native) TOEFL: 109/120, GMAT: 700 Computer: Good command of Office, including Excel, PowerPoint, and Word Familiar with programming languages, including C++, Python, R, Matlab; familiar with SPSS

ACADEMIC PROJECTS 01/2017 - Value-at-Risk Computed Using Various Methods 02/2017  Used R to compute the VAR of a certain portfolio using data on the historical daily values of S&P 500, FT-SE 100, and DAX stock indexes, and the GBP/USD and EUR/USD exchange rates  Evaluated the difference between historical simulation method using rescaled returns and Delta-Normal method using the exponentially weighted covariance estimator

10/2016 - Macroeconomics Analysis of the long-term growth of United Kingdom 12/2016  Analyzed demographic, human capital, institutional quality, technology, and natural resource of UK to study its long-term growth prospective  Studies impacts of financial fluctuations, such as Subprime Crisis and European Debt Crisis, on UK economy

11/2016 – Pricing American and European barrier option using Monte Carlo Simulation 12/2016  Applied Box-Muller method to generate stimulations, designed codes in C++ to calculated option price of continuous barrier options and discrete barrier options using two different methods Jiqiong He (217) 419-6619 | 508 E University Ave., Champaign, IL | [email protected] EDUCATION University of Illinois Urbana-Champaign, IL Master of Science in Financial Engineering August. 2016-December. 2017 (Expected) The Hong Kong Polytechnic University Hong Kong Bachelor of Science in Computing, September. 2011-June. 2016 Bachelor of Business Administration in Management  First Class Honors; Top 1 out of 52 students Rensselaer Polytechnic Institute Troy, NY Exchange student, Department of Computer Science, GPA: 3.78/4.0 January. 2015-June. 2015  Dean’s List, Spring 2015 EXPERIENCE Zhengzhou Commodity Exchange (ZCE) Zhengzhou, China Derivatives Analyst Intern, Futures Derivatives Department July. 2015-August. 2015  Designed and presented 4 hedging strategies for Shanghai Stock Exchange 50 ETF and its option contracts  Participated in market maker scenario tests (Provision of Continuous quotes and Response to Quote requests) and results analysis for sugar option contracts of ZCE  Analyzed the Settlement Rules of OTC Clear Hong Kong Limited to help ZCE prepare for its OTC services  Wrote the brochure of hedging strategies for sugar option contracts and market makers’ obligations and incentives China Galaxy Securities Co. Ltd Beijing Headquarters, China Financing Analyst Intern, Debt Financing Department June. 2014-August. 2014  Supported signing processes and daily operations of Bank/Futures Transfer and Directional Asset Management contracts  Wrote interests payment crisis reports (including the first Chinese firm’s default on corporate bonds), bond prospectuses, and solvency analysis reports  Recorded daily operations of financial products sold for banks and maintained bonds information system Sina.com Technology (China) Co., Ltd. Beijing, China Assistant Project Manager, R&D Department June. 2013-August. 2013  Worked through an online advertising project for Red Bull from preparation, implementation, to accomplishment  Developed webpages with PHP, JavaScript, HTML and CSS, and designed MySQL databases for this online advertising  Analyzed data from databases using different machine learning algorithms to find potential customer groups for Red Bull Green Futures Co., Ltd. Beijing, China Assistant Analyst, R&D Department & Assistant Trader, Asset Management Department July. 2012-September. 2012  Designed a trading strategy for soybean futures by utilizing three-day moving average and implemented with Matlab  Analyzed market conditions and trends of agricultural commodities, especially soybean-related futures PROJECT Can Twitter sentiment analysis predict the stock market? October. 2015-April. 2016 Given tweets and historical prices, built models with different machine learning algorithms to predict stock prices  Extracted and transformed JSON Twitter sentiments and historical stock information to design different feature tables  Proposed different feature table designs, utilizing classification and regression algorithms to construct models in WEKA, i.e. Naïve Bayes Classifier, Support Vector Machine, Rule-based classifier, linear regression and logistic regression.  Conducted error analysis to update the models and made stock predictions based on the model as well as real-time tweets. PUBLICATIONS  Non-Farm Data Meets Expectations, US Dollar Index Challenges 81. Futures Daily (CN41-0082), 2014.  Iraqi’s Civil Strife Interrupts Gold Price Decline Temporarily. China Nonferrous Metals News (CN11-0115), 2014 SKILLS  C, C++, Java, Matlab, Python, Ruby, MySQL, PHP, JavaScript, HTML, R, SPSS, Scheme, Prolog, Design Pattern

Sungwook Hong 217-979-6229 ㆍ [email protected] ㆍ 1055 Baytowne Dr. APT14, Champaign, IL, 61822

EDUCATION University of Illinois at Urbana-Champaign -Master of Science in Financial Engineering Fall 2016 – Fall 2017 GPA: 3.54 / 4.00 (In Progress)

-Bachelor of Science in Physics Fall 2009 – Spring 2016 graduated with Honors: Distinction (Military Leave for 2.5 years) GPA: 3.68 / 4.00 SKILLS Python Data preprocessing, analysis and modeling with Numpy, Pandas, Scikit-learn libraries, etc. Also practiced back-testing skills to find out market neutral strategies with higher Sharpe ratio and low max drawdown

C++ Linear algebra, Simulations, Various option pricings, etc. Used C++ whenever heavy computation was needed such as Monte Carlo Simulations for pricing derivatives

WORK Individual Investment & Research EXPERIENCE - Traded futures, ETFs and stocks. - Developed Python platform with Numpy, Pandas and Matplotlib for quick visualization of strategies - Used Quantopian platform for back-testing with daily or 1-minute data for 12 years (survivorship unbiased) - Option pricing with stochastic volatility models - Parameter optimizations of GARCH/NGARCH model trying to avoid local minimums - Hierarchial Clustering for portfolio management

Public Servant, National Tax Services, South Korea May 2013 – May 2015

Research Assistant, Department of Physics, University of Illinois -Silicon Nanoparticle Lab with Prof. Munir Nayfeh Fall 2012 &Summer 2015 to Spring 2016 -Wrote a senior thesis paper on Nanoparticle Quantum Dot Solar Cell and won a research award -Detailed data analysis for the fluorescence of the nanoparticles using manually-made programs and Excel -Studied a novel beam-based “Axion” production technique using with Prof. George Gollin -Spring 2012

HONORS Haafor Challenge 2017 - Correlation Clustering with 2000 stocks into 10 groups using about 10 Winner of the challenge years daily data (Hierarchial Clustering for portfolio management) - 3rd place

1st Investment Competition in Foreign Stocks by Hyundai Winner of the Week Securities, South Korea, 1/19/2015 ~ 3/27/2015 - 02/23 ~ 03/02/2015 -Invested in ETFs(UWTI, DWTI, HEDJ), Shanghai A Stocks, Dollar 2012 Philip J. and Betty M. Anthony Research Awards Dept. of Physics, -Awarded to an excellent physics student to support a research University of Illinois

CERTIFICATE Certificate of Education for the Gifted (Advanced Level) -The program was for 2.5 years supported by BrainKorea21 Project by government of South Korea -Passed the entrance exam and was selected as one of 60 students at Institute of Science for the Gifted and Talented at Yonsei University, Seoul -Participated in the Math & Science Olympiad, Seoul and won the Bronze Medal(3rd place) given by Seoul Metropolitan Office of Education

PAPER Inverted Organic Photovoltaics Senior Thesis Using Silicon Nanoparticles - Sungwook Hong, M.H.Nayfeh at Univ. of Illinois, 2012

-An inverted quantum dot photovoltaic device was fabricated using 2.9-nm H-passivated silicon nanoparticles. The quantum resonance tunneling effect in the nanoparticle layer was discussed with the uniform quantum confinement energy of the particles.

WEITONG HAN 506S 4th, Champaign, IL, 61820│ (217) 721-5863│[email protected]

University of Michigan Ann Arbor, MI Summer Program in Quantitative Methods, August 2015

Central University of Finance and Economics Beijing, China Bachelor of Science in Operations Research, July 2016 GPA: 3.58/4.00(top 10%) Outstanding Academy Scholarship (CUFE) (top 1%) 2016; Excellent grade of graduation thesis 2016(top 5%); Undergraduate innovation project of excellent achievements prize 2015(top 10%); Hongji Shiye Scholarship (CUFE) 2015(top 5%);

PROFESSIONAL EXPERIENCE Chicago Mercantile Exchange Group Chicago, IL Quantitative Pricing Analyst Intern (Programing Language: R, Python) June 2017-August 2017  Market Liquidity Development: Evaluate CME key contracts market liquidity performance in Python by using 10 level market order data to calculate trading cost with different order sizes under changing pricing schedule  Python GUI Development: Design and develop real-time transaction data update tool in Python based on Oracle SQL developer system  Market Share Analysis and Visualization: Analyze large hedge fund and proprietary trading firms market share vs volume profile across 4 major exchanges within CME Group, visualize results by using Business Intelligence tool

Wedbush Securities Inc. Chicago, IL Practicum Project Team, Quantitative Analyst Role (Programing Language: Bloomberg, R) January 2017-May 2017  Led team of six to perform intraday trading volume prediction in electronic futures trading marketplace (E-mini S&P, Gold, Eurodollars, Crude Oil, etc), designed optimal trading book unwinding strategy to reduce the transaction cost  Successfully implemented support vector machine(SVM) model by using tenfold cross validation and grid search to optimize model parameters, adopted ARIMA method to estimate lagging term in time series data  Filtered and extracted different contracts’ row tick data by identifying intraday active period as well as categorizing special days’ and ordinary days’ data, using mean absolute scaled error (MASE) as a measure of model accuracy

Societe Generale Bank Beijing, China Risk Analyst Intern November 2015-April 2016  Independently launched a scenario-based Business Impact Analysis project to estimate business volatility and loss  Created macro in Excel VBA to cross check benchmark data and improved efficiency of internal risk control by conducting data validation and visualization in new product and procedure

Bank of China Suzhou, China Corporate Banking Intern January 2015-March 2015  Analyzed BOC’s various loans and credit products, and prepared in-depth analysis report for management.  Participated in the process of identifying, rating and monitoring of debt-paying ability of large local businesses, and providing asset and working capital structuring, letter of credit transactions, foreign currency operations, etc. for them

ACADEMIC PROJECTS Quantitative Analysis in Financial Risk in Python, January 2017-May 2017 Champaign, IL  Used EWMA, Monte Carlo simulation, parametric methods to estimate VaR and Expected Shortfall of portfolio of SPX, DJX options, calculated real time implied volatility derived from Black Scholes model  Adopted GARCH(1,1), NGARCH(1,1) and Dynamic Conditional Correlation model to forecast volatility of stock index

Statistical Modelling of Financial data in R, October 2016-December 2016 Champaign, IL  Built Vector Error Correcting Model in 2 classes of Google stocks to study autoregressive structure  Compared average Realized Variance estimator in 5 different frequency of intraday stock returns to analyze market liquidity

Option Pricing and Sensitivity analysis in C++, August 2016-October 2016 Champaign, IL  Built up Binomial lattice model to price American options and conducted Greek analysis  Adopted Monte Carlo simulation to price barrier options under continuous/discrete time stochastic process  Priced European option with Fast Fourier Transform with Heston stochastic volatility model and Merton Jump Diffusion model

ACTIVITIES AND SKILLS Global volunteer, New Hope Family of AIESEC, Tanzania, Africa July 2014-August 2014 Team leader, Undergraduate Innovation Project on Internet Finance September 2013-March 2015 Programing & Software: Python, R, C++ (basic), VBA, SQL, Matlab, Microsoft Office, SPSS, Stata, Bloomberg Xinlei “Oliver” Huang

1339 N Lincoln Ave, Apt 1036A, Urbana, IL, 61801, 217-607-3724, [email protected] Education University of Illinois Urbana-Champaign, IL Candidate for Master Science in Financial Engineering GPA: 3.91/4.0 Graduate in December 2017 City University of Hong Kong Hong Kong Bachelor, Finance, July 2016 1st-Class Honors GPA: 3.8/4.3

Experience CME Group Chicago Practicum on Algorithm Trading supervised by David Lariviere Sep 2017 (In-Progress) • Decoded the IEX ‘. pcap’ data package to re-generate the market data such as transactions and order books via Python and Wireshark • Analyzed the nanosecond market data to dig out trading strategies of market participants, and then built trading algorithms based on their strategies Morningstar, Inc. Chicago Quantitative Research Summer Internship June-August 2017 • Wrote Python functions to calculate mutual funds data-points e.g., organic growth rate and cumulative flows • Built a pipeline to process large datasets and created a generalized regression package which could handle OLS, Lasso, and Logistic regression with cross validation. • Refreshed Funds Flows Model to predict the potential mutual funds flows via Python and SQL Yunfeng Financial Group Hong Kong Internship, Wealth Management June-August 2016 • Built mutual funds database via Morningstar Direct • Wrote C++ code to rebalance portfolio and minimize the transaction cost via linear programming • Assisted supervisor in signing the Distribution Agreement with third party CTRISKS Rating Limited Hong Kong Research Assistant Nov 2014 -Jan 2015 • Wrote Python programs to scrape and analyze financial information from websites for over 5000 companies listed in Asia Pacific • Used VBA to modify data collections so as to input data into the Credit Rating Model automatically • Held Python programming workshop company-widely to deliver programming skills

Skills Language: Native speaker of Mandarin, fluent in English, proficient in Cantonese Technical: C++, Python, R, SQL, EVIEWS, Morningstar Direct, Bloomberg Certificate: Financial Risk Manager

Honors Rotman International Trading Competition 2016 Toronto, Canada • Ranked the 4th in Equity Valuation Case & the 8th in Algorithm Trading Feb 2016 Case Hong Kong SCMP/IFPHK Financial Planner Awards 2015 Hong Kong

JIANQIAO (Bridget) JI (217) 819-8863|302 E John St. Champaign, IL 61820| [email protected]

EDUCATION (217) 819 8863

Sep 16-Dec 17 University of Illinois at Urbana-Champaign, IL, USA Candidate for Master of Science in Financial Engineering GPA:3.74 / 4.0 Courses: Parallel Programming, Deep Learning, Numerical Methods, Term Structure, Risk Management, Stochastic Process, Financial Computing … Sep 12-Jun 16 Nanjing University, Nanjing, China Financial Engineering, Business School GPA:4.41 / 5.0 Outstanding Student Award (Top 5% in NJU), 12/2013 Courses: Financial Time Series, Corporate Finance, Econometrics… Sep 14-Jan 15 National Taiwan University, Taipei, Taiwan Exchange Student, Economics, College of Social Sciences, GPA: 4.09 / 4.3 Courses: Investments, International Finance, Database Management, Financial Modeling…

INTERNSHIPS Jun 17- Aug 17 Financial Engineering Team, Huatai Securities, China | Intern • Participated in the researches: (1) How to design Glide Path in Time-Targeted funds (2) The feasibility of developing Shanghai Gold derivatives as offshore CNY investments (3) Optimal asset allocation for Manager of Managers pattern Nov 15-May 16 Financial Engineering Team, Research Institute, Founder Securities, Shanghai, China | Intern Analyst • Participated in the project: New Stocks picking and market timing strategy, serving as lead of developing algorithms, programing with Matlab and composing reports.

• Participated in translating The Complete Guide to Option Pricing Formulas 2nd ed. into Chinese. • Gained expertise in quantitative trading strategies utilizing other financial instruments in China like structured fund and stock option ACTIVITIES Jan 17-May 17 Practicum with Wedbush Securities, Chicago, IL, USA • Derived a VWAP((Volume Weighted Average Price) strategy based on Eurodollar futures using multi models. i.e. Moving Average, Time Series decomposition and SVM(support vector machine) methods to predict the volume pattern for normal days. Aug 16-Now Chinese Students and Scholars Association, University of Illinois at Urbana-Champaign, IL, USA| Graduate Department, member • Participated in regular meetings. • Participated in supporting holding the Moon Festival Gala and Graduate Students Ball Jun 14-Sep14 Citi Financial Innovation Application Competition 2014, Nanjing, China| Team Leader • Completed a stock-picking and hedging strategy program based on multi factor model, which took stock index futures and cut-loss limit into consideration.

• Transformed program into software and implement a customer friendly user interface.

SKILLS

Languages Mandarin Chinese (native), and English (fluent). Technical C++, MySQL, MATLAB, VBA, R, Python. Software Stata, Bloomberg, MS office suite.

Hao Jiang 302 E John ST, APT 2109 Champaign, IL 61820 (224)704-6006 [email protected] EDUCATION UNIVERSITY OF ILLINOIS (Aug 2016 – Dec 2017) Champaign, IL Master of Science in Financial Engineering GPA 4.00/4.00 Relative Courses: Financial Computing, Statistics for Finance, Numerical Methods in Finance, Stochastic Calculus for Finance, Financial Economics, Financial Derivatives, Financial Risk Management, etc. HARBIN UNIVERSITY OF SCIENCE and TECHNOLOGY (Aug 2009 – June 2013) Harbin, China Bachelor of Science in Information Management and System GPA 3.21/4.00 Bachelor of Science in Economics - Dual Degree GPA 3.11/4.00 EXPERIENCE CITIC Capital: Summer Analyst (May 2017 – Aug 2017) New York City, NY Participated in the investment cases including Obgai, China Steel Institute Technology Group, MONOVA, NAPCO Security Technologies, TIC (Testing, Inspection & Certification) by writing the analysis report, covering company overview, market dynamics, financial reports, and companies’ future development potential. Collected information of 442 investment cases done by eight PE firms (TSG, L Catterton, Charlesbank, Berkshire Partners, Castanea Partners, Tengram, AEA, SPC) from CapitalIQ and Pitchbook. Analyzed the market shares of the companies in each case according to the information collected. LONG JIANG BANK - HARBIN BRANCH: Manager (April 2014 – July 2016) Harbin, China Enterprise Loan Department Re-evaluated credibility of the institutional clients’ materials the record of enterprise business collected by credit loan assistants Analyzed risks of clients from a bank-wise perspective Estimated the bank loan rate of return through cooperation with financial analysts Investigated different industries and decided the targeting industries to focus on Assisted credit loan officer take back non-performing loan LONG JIANG BANK - NANYANG BRANCH: Credit Loan Assistant (July 2013 – April 2014) Harbin, China Small Loan Credit Department • Obtained clients’ data from national credit system as input to our own credit rating system by implementing the Germany IPC (Inter-process Communication) System • Evaluated institutional clients’ financial ability, management capacity, profitability, and risk resistance capacity according to the information generated from the system and through the communication with the clients • Rated clients’ level of risks, and decided the amount of loans SKILLS Language: Chinese (Native), English (Fluent) Programming: Python, C++, Microsoft Office Skills: German IPC credit loan skill LEADERSHIP EXPERIENCE • President: College Students Association, Harbin University of Science and Technology (Sep 2011 – June 2012) • Assistant Manager, Student Start-up Loan Development Group, Long Jiang Bank - Harbin Branch (Oct 2015 – April 2016) YI JIANG Add: 1339 N Lincoln Ave, Apt 1036D, Urbana, IL 61801 Email: [email protected] Tel: (612) 816 6089

Education · University of Illinois at Urbana-Champaign, US 08/2016-Now Candidate for Master of Science in Financial Engineering · College of Liberal Arts, University of Minnesota, Twin Cities, US 08/2012-05/2016 Bachelor of Science, Economics/ Minor in Statistics

Professional Experience The Intern of Assistant Analyst in Research Department 06/2017-08/2017 CITICS Securities Shanghai, China · Built and maintained the relevant industry database, focus on the change of Macropolicy, Shanghai Securities Composite Index, Shenzhen Stock Index, and GEM · Sent daily reports in time, recommended stocks and reviews; updated the relevant industry database and wrote weekly reports on weekends · Assisted in industry research and tracking companies, and made research reports

The Intern of Risk Consultant in Treasury Department 01/2017-05/2017 University of Illinois at Urbana-Champaign Urbana, US · Analyze the SPA scenario of CMBS and ABS, create our own model based on the LTV, DSCR, and geographical concentration etc. and reasonably predict the default rate in term of different combinations of security based on the model we create to help manager choose the best portfolio in terms of his/her risk preference · Build the multiple linear regression model between dependent variable OAS and explanatory variables GDP, CPI, and VIX, find the combination of explanatory variables that can best explain OAS and set up the regression model for the purpose of helping manager precisely monitor the risk of the portfolio · Assist manager in adjusting the portfolio instantly through building the GUI which can easily predict the performance of the next period given historical OAS based on the model we create

The Intern of Assistant Analyst in Investment Department 05/2014-08/2014 Shanghai MD Asset Management Co., Ltd Shanghai, China · Participated in Due Diligence Investigation of China Minsheng Bank, and produced the report · Assisted in processing and analyzing data in R, obtained the rate of return and VaR of China Minsheng Bank, compiled a data-analysis report to help the manager evaluate the return on investment and risk according to the report · Assisted in research on industry landscape, regulatory trends and new target prospects, and presented to senior management

School Activities Career Development Director 06/2015-05/2016 Chinese Student & Scholars Association (CSSA UMN) Minneapolis, US · Established solid relationship with China Telecom, Hainan Airline, State Farm Insurance, and Verizon etc, as organizational sponsors to provide 30000 dollars to CSSA · Organized and promoted Chinese culture and mutual understanding between Chinese and international students through various events i.e. Moon Festival Celebration and Spring Festival · Provided academic and job guidance, new student orientation, and airport pickup for community of 3000 Chinese students

Key Skills · Technical Skills – expert in R, STATA data analysis and Bloomberg Professional Service; fluent in Matlab and C++; expert in Microsoft Office · Language –Native speaker of Chinese, fluent in English JAMES KARAM +1 (217) 904-0597 – United States of America [email protected] – https://www.linkedin.com/in/jameskkaram

Education University of Illinois at Urbana Champaign Urbana, IL, US M.S. in Financial Engineering, GPA: 4.0/4.0 August 2016 - December 2017 • Attending on a Fulbright Student Scholarship: full tuition waver and monthly stipend • Accomplished numerous projects including: estimating volatility and Value at Risk, valuation of exotic derivatives using C++, micro and macroeconomic analysis, and time series, regression, and stochastic modeling using R

Notre Dame University (NDU) Lebanon B.S. in Actuarial Sciences, Minor in Finance, GPA: 4.0/4.0 September 2012 - June 2016 • Valedictorian of the Faculty of Natural and Applied Sciences and the whole University • 75% Academic Scholarship for all semesters at NDU and 100% tuition waiver for the last 2 years

Experience Quantitative Risk Analyst, Mortgage Guarantee Insurance Corporation, Milwaukee WI May 2017 - Aug 2017 • Validated and improved the Black-Derman-Toy interest rate model using VBA in Excel • Provided presentations for the Risk Management Department on using statistical R software for quantitative analysis • Developed procedures for the different stages of the Model Risk Management Cycle

Pricing Actuary Intern, Gen Re, A Berkshire Hathaway Company, Lebanon July 2015 - October 2015 • Priced more than 80 Group Life & Critical Illness policies with gross sum insured exceeding $450 million • Projected Burning Cost and Pricing accurately, thus earning the trust of the employer to directly deal with clients • Trained 2 new interns on projection and valuation

Group Market Risk Intern, Bank Audi S.A.L., Lebanon July 2014 - September 2014 • Completed a report on the economic indicators and the financial banking sector of Turkey • Conducted the research using the Bloomberg Terminal for data inputs and Excel for quantitative analysis • Directed a 1-hour oral presentation for 6 risk department managers to present the findings of my study

Leadership Accomplishments Captain, IAQF Case Study Competition January 2017 – February 2017 • Represented the University of Illinois by leading a team of 5 members in a national case study competition • Analyzed the impact of the Interest Rate Hikes on the asset classes through modeling and qualitative analysis

Team Leader, Inter-Universities Finance Competition April 2016 • Led a team to answer finance questions, analyze and present a Harvard case that included fixed income pricing • Achieved 1st place after competing against various universities in front of a jury including IMA and Wiley

Treasurer, Fulbright Student Association, University of Illinois, Urbana-Champaign Aug 2016 – Present • Increasing cultural understanding between people from different backgrounds through round-table discussions and led the efforts to increase the efficiency of the association through enacting by-laws and forming committees

Vice President of General Assembly, Notre Dame University, Lebanon October 2013 – June 2016 • Elected to the Student Union Executive Committee and University Information Technology Committee • Directed more than 15 events, conferences, and volunteering activities with 50-500 attendees each

Additional Competencies and Certifications • Technological Literacy: C++, R, VBA, Bloomberg, Eikon Reuters, MS Office (Word, Powerpoint, Excel) • Languages: Arabic – native, English – excellent, French – working knowledge • Passed Financial Risk Management (FRM) Exam Part I • Passed 2 exams of the Society of Actuaries: Probability and Financial Mathematics along with all VEE topics • Completed the VEE topics for the SOA in Applied Statistical Methods, Corporate Finance, and Economics • Volunteered, as a member of “S.M.I.L.E Together” NGO, 60 hours of certified social work with orphans, elderly citizens, and the Lebanese red cross

P a g e 1 | 1 Last Updated: September 2017

-3445B 22nd Ave W, Seattle, WA, 98199 RUOSHI (JENNIFER) LI -(315) 261-1905 • [email protected] -www.linkedin.com/in/ruoshijennifer

EDUCATION University of Illinois at Urbana–Champaign, Champaign, IL - Expected-December 2017 • Master of Science in Financial Engineering • Cumulative GPA: 3.20 • Related Coursework: Financial Mathematics; Investment Theory; Computer Science St. Lawrence University, Canton, NY - -May 2016 • Double majors: Mathematics (BS) and Economics (BA) • Cumulative GPA: 3.53 Major GPA: 3.78 • Honors: Merit International Scholarship (2012-2016); Graduation with Honor in Mathematics PROFESSIONAL EXPERIENCE AVIC Securities - -June 2015-August 2015 Financial Analyst Intern Beijing, China • Helped with various phases of market research including literature research and preliminary data analysis • Collaborated with the trading team to facilitate the bond listing preparation process • Reviewed latest financial policies and prepared report for company’s internal use Engineers Gate - - January 2015-April 2015 Financial Analyst Intern New York City • Collected security information from Bloomberg and prepared data for the equity team • Analyzed global equity markets and provided research report for the company • Coordinated with other teams to finish trading actions in different equity markets RESEARCH PROJECT & PRACTICUM Finding Hidden Liquidity and Optimizing Dark Pool Trading Efficiency January 2017-May 2017 Practicum Project Wedbush Securities, Chicago, IL • Processed dark pool trading data into required format and maintained complete activity logs for reports • Built trading strategies with R to estimate dark pool size and optimize dark pool trading efficiency • Analyzed trading activities across different dark pools to find out hidden liquidity • Presented to the company’s executive weekly to give an update on status of the project Reasons Behind Chinese Companies’ Listing Location Decision August 2015-May 2016 Economics Independent Study St.Lawrence University, Canton, NY • Conducted literature research and communicated with professors on choosing the research topic • Retrieved price data and fundamental data from different financial websites using Python parser • Prepared data and analyzed data using generalized linear model with R Volatilities across Sectors in U.S Stock Market January 2016-May 2016 Mathematics Honor Project St.Lawrence University, Canton, NY • Wrote a Python parser to retrieve daily price data from Yahoo Finance website • Calculated and compared the beta of stocks across different sectors using R • Presented the result of research project in front of different groups of students and professors ADDITIONAL EXPERIENCE Chinese Student Union - September 2013-May 2016 Vice President • Initiated the club, recruited club officers, and attracted more than fifty members within the first semester • Organized and hosted a series of Chinese cultural events on campus to introduce Chinese culture to students • Manage the society’s external relationships, including with professors and the administrative office, to gain support and build awareness St. Lawrence University - 0 January 2014- May 2016 Economics and Mathematics Tutor • Assisted students in reviewing economic concepts and prepared them for exams via individual sessions • Tutored various levels of mathematics, including Algebra, Trigonometry, and Calculus CERTIFICATION & SKILLS • Computer Skill: C++, Java, Python, SQL, Tableau, R, Excel, Mathematica, SPSS, VBA and LaTeX • Other Skill: Traditional Chinese Dance, Ballet, Advanced piano • Language: English (Professional), Mandarin (Native) Tonghui (Raphael) Li 1353 N Lincoln Ave, Apt 3063, Urbana, IL 61801; (217) 819-7023; [email protected] EDUCATION University of Illinois Urbana-Champaign, IL Master of Science in Financial Engineering, December 2017 GPA: 3.95/4.00

Zhejiang University of Finance and Economics Hangzhou, China Bachelor of Economics in Finance, June 2016 GPA: 3.77/4.00 (Top 5%) Excellent Graduation Thesis Award PROFESSIONAL EXPERIENCE Perot Investments Inc. Dallas, Texas Intern, Quantitative Developer (Programing Language: Python) May 2017 - Present ·Facilitated the Director of Quantitative Research, Dr. Carl Hopman, in implementing his proprietary equity neutral trading strategy that is built upon machine learning (over 12,000 lines of code in Python, with over 500 stock- selection signals) including: • Automation of data preprocessing by performing data cleaning, accurate imputation, and efficient data management (including data merging, reshaping, and reorganizing), using libraries including Pandas, Numpy, and Scipy as well as ad hoc functions • Automation of efficient computation of stock trading signals based on over 25 GB of raw data each day across five primary themes from various data vendors, including Bloomberg Terminal and Capital IQ. These signals are then fed into the machine learning algorithm to assess the optimum weighting of these trading signals for use in real-time trading and daily back-testing • Automation of anomaly detection and error reporting to Dr. Carl Hopman using Perl script • Further Optimization: 1. Significant improvement of code performance using Cython and other code optimization techniques 2. Continually refactored old code authored by others with more efficient code, including improved data structures and code readability 3. Validation and refinement of the trading strategy throughout implementation

Quantus Engineer Asset Management Ltd. Champaign, IL Quantitative Risk Intern, Part-Time (Programing Language: Python) February 2017-May 2017 ·Executed the design and development of an internal portfolio stress testing SVAR platform to better estimate the level of risk any given portfolio is likely to have under various stressed scenarios ·Engineered an internal risk monitoring and escalation system by creating multiple risk measures such as DV01, long/short exposure, security concentration, Greeks, VaR, etc in Python, and visually presented it on Dashboard ·Assisted the risk team to quantify and code the risk appetite statement into a system to optimize risk monitoring ·Performed analysis on commodities to build filtration rules, such as sufficient liquidity, to determine the viability of possible trading pairs

Wangxiang Trust Hangzhou, China Intern, Trust Department June 2015-September 2015 ·Took the initiative to execute an extremely urgent money transfer order during an emergency before the large payment channel closed, which saved the company a contract violation expense worth half a million RMB ·Successfully acquired more than 10 clients and created personalized investment portfolio trust plans for them PROJECT HIGHTLIGHTS 2017 CME Trading Challenge February 2017 ·Worked in a team of four to build an optimal portfolio of futures by analyzing trend magnitudes, moving averages, RSI indicators, and Bollinger Bands to identify and test various trading signals based on live minute-level data ·Designed a statistical arbitrage strategy based on mean reversion processes constructed within the pairings of futures products. SKILLS Technical: Python, MATLAB, R, C/C++, Tensorflow, Stata, Cython, SQL, Linux, SAS, Perl, Microsoft Office, SPSS Language: Fluent in English, Native Speaker of Mandarin Yushan Li 302 E John St. Apt 1608, Champaign, IL, 61820 • (614)558-5754 • [email protected] Education University of Illinois Urbana-Champaign, IL Master of Science in Financial Engineering, December 2017 GPA 3.14/4.0 Courses taken: Financial Risk management, Financial Derivatives, Asset Allocation, Financial Computing, Statistics for Finance, Numerical Methods in Finance, Stochastic Calculus for Finance, Financial Economics, etc. The Ohio State University Columbus, OH Bachelor of Science in Financial Mathematics, Statistics Minor, May 2016 GPA 3.38/4.0 Courses taken: Models for Financial Economics, Theory of Interest, Foundations of Finance Probability, Introduction to Financial Math, Math Statistics

EXPERIENCE Alliedmerit Investments: Risk analyst (Internship) Beijing, China Investment Department Aug 2017  Took part in some corporate merger and acquisition businesses  Evaluated the acquired company’s market shares and past reports, assessed the company’s business model and potential risks associated with exposed problems.  Analyzed the further development strategies and provided suggestions Industrial and Commercial Bank of China (ICBC): Business consultant (Internship) Hangzhou, China Marketing Department May-July 2015  Took part in some financial cases of companies, assessed their financial situations, processed loans for them, and applied credits certificates for them etc.  Provided investment businesses for large-scale companies  Followed my Department Manager to communicate with other departments and visited clients, took notes for the meeting  Assisted my manager to analyzed with reports regarding clients’ information on the ICBC official website Bank of China (BOC): Operating assistant (Internship) Huaian, China Operating Department May-July 2014  Provided general consultant services at front desk  Assisted private clients for specific financial services  Provided necessary advices on managing clients’ assets and controlling risks

PROJECT SpiderRock Advisors Chicago, IL Practicum Project January-May 2017  Analyzed risk-return characteristics such as sharpe ratio, skewness and kurtosis of both the buy-write strategy and passive index strategy based on different investment horizons by using quantitative skills implemented by R  Accomplished multiple regression analysis of relation among the return, volatility and skew data of SPX, RTY, BXM, BXR and VIX, and constructed new buy-write investment strategies based on the results  Used machine learning methods such as KNN, LDA, SVM and random forest classification to deal with the three markets (BXM, BXN, BXR) data, with which implied that the significant classification of the three markets is the driven force for the outperformance of BXM compared to BXR and BXN

SKILLS Technical: C++, R, Python, Microsoft Office; Familiar with data structures and algorithms. Languages: Chinese (Native), English (Fluent) Jie Lian

1010 W. University Ave., Unit 243, Urbana, IL, 61801 | 217-898-6777 | [email protected]

EDUCATION UNIVERSITY OF ILLNOIS AT URBANA-CHAMPAIGN | AUG 2016- DEC 2017 · Master of Science in Financial Engineering · GPA: In Progress

UNIVERSITY OF ILLNOIS AT URBANA-CHAMPAIGN | AUG 2013- MAY 2016 · Bachelor Science of Economics · Minor: Mathematics & Statistics · GPA: 3.53

EXPERIENCE INTERN ASSISTANT | AMG CAPITAL GROUP | JUNE 2015 – AUG 2015 · Customer service: communicated with client and helped them with general task about real estate loan application. · Onsite estimation: helped to estimate the target real estate’s value and decide the amount of loan. · Document management: compiled the files which records the history transactions of the company. · Created balance sheet for company’s income & expenditure in the first-half of 2015.

PROJECT ANDROID APP: WORKOUT SCHMORKOUT · Worked the design part of Android app: Workout Schmorkout- An application which can help users to record their workout information (workout location, miles cover, starting time, etc.). I was responsible for compiling the major frame of the code for the app, and I also joined in the final running test for the app.

RESEARCH OF POTENTIAL CRISIS IN CHAMPAIGN-URBANA’S BIKE LIFE · Worked on a group project about the bike life in university distinct. As a member of the research group, I am responsible for interviewing campus bicycle coordinator for the infrastructure about the bicycle. And then we finished a detailed report and presented it with high quality picture and accurate data.

SKILLS JAVA

C++

PYTHON Hanbo Liu 625 W. Madison St, Apt. 1013 • Chicago, IL, 60661 • 773-703-6826 • [email protected] EDUCATION University of Illinois Urbana-Champaign, IL • Master of Science in Financial Engineering, Dec 2017 GPA:3.85/4.0 Coursework: Financial Computing (C++), Statistical Methods in Finance (R), Financial Risk Management (Matlab), Numerical Methods in Finance, Financial Derivatives, Electronic Trading, Term Structure Modeling, Optimization in Finance University of California, Berkeley Berkeley, CA • Exchange Program, July 2014 – August 2014 GPA:3.65/4.0 Zhejiang University, Chu Kochen Honors College Hangzhou, China • Bachelor of Science in Statistics, June 2016 GPA:3.53/4.0 (Top 10%) • Honors/Awards: 1st Class Scholarship (2012-2013); 3rd Class Scholarship for Outstanding Merits (2013-2014) • International business game BNP Paribas Ace Manager Global 2015: ranked 15 / 778 (Python) CFA Level 1 WORK EXPERIENCE Durable Electric Power, LLC Houston, TX Summer Intern, Model Validation, Electricity Trading team May 2017 – August 2017 • Assisted manager to construct and evaluate Southwest Power Electricity Price and Spike Occurrence Forecast model by benchmarking model design, input data verification and model implementation validation in Python. • Assessed output quality of classification algorithm and hybrid price prediction model through back-testing and benchmarking • Conducted independent review on the assumptions and predictive power of forecast models (i.e. Breusch-Pagan, Durbin-Watson). • Researched new quantitative models/alpha for PM to optimize implemented strategies in electricity trading • Assisted PM and traders to develop the nodal trading strategies considering market and liquidity risk in SPP Day-Ahead market • Established an automatic data processing procedure handling the tasks of collecting and calibrating data, imputing missing value and importing data into cloud database by using C#, SQL and Python, significantly improved process efficiency Alpha Squared Capital Co. Ltd Hangzhou, China Quantitative Trading Analyst, Strategy Department May 2015 – June 2016 • Collaborated with PM and traders to develop, review, back test and optimize various quantitative trading strategies in Commodities, Equity and Fixed Income (Government, Corporate bond and ABS) markets using C++ and Python • Worked with quant team to develop multi-factor alpha model using Python and construct an industrial-neutral stock portfolio with minimum beta on a rolling monthly basis in real markets with 11 month Sharpe ratio 2.2 • Assisted Risk Manager to perform daily risk analysis on the firm and desk portfolio, analyzing exposure change, VaR movement, and stress testing result, and enhanced risk reporting • Independently manage a future trading account with 500,000 CNY in assets, employing technical analysis to find opportunities, generating 50% net return in 6 months Ernst & Young Shanghai, China Winter Intern, Assurance Services February 2015 • Performed analysis on corporate credit metrics and scorecard method within a counterparty rating system from capital structure, asset quality, liquidity and profitability perspective to identify KRI and analyze the performance of those indicators • Analyzed company financial statements and presented detailed reports to the senior manager PROJECT HIGHLIGHTS SpiderRock, LLC: Performance Analysis of Option Overlay Strategies (R) Chicago, IL January 2017 – May 2017 • Designed the optimal buy-write portfolio of option overlay strategies which significantly outperform the underlying assets • Led team to construct nonlinear models based on KNN, LDA and SVM algorithms to investigate market microstructure Trading Technologies 2016 Algo Showcase (ADL, C++) Chicago, IL November 2016 – January 2017 • Used modularization programming to develop and improve automated trading systems on TT ADL platform • Implemented Bollinger Bands Model to deploy trend and reverse strategies for commodity future with daily profit of 0.376% PROGRAMING & MODELING Programing & Software: Proficient: C, C++ (4 Years), C#, Python (2 Years), SAS, R (5 Years), Matlab, SQL; Intermediate: VBA; AMPL, Bloomberg, MySQL, Microsoft Office Modeling Experience: Statistical Models, Machine Learning, Decision Analytics, Predictive Modelling, Data Mining & Visualization Bingqing Luo 1306 N Lincoln Ave, Apt.316 • Urbana, IL 61801 • (217)693-2973 • [email protected]

EDUCATION

University of Illinois at Urbana-Champaign Dec. 2017 Candidate for Master of Science in Financial Engineering GPA: 3.8/4.0 Main Courses: Financial Computing; Stochastic Calculus; Risk Management; Financial Derivatives; Numerical Methods Xiamen University, China Jul. 2016 Bachelor of Engineering in Software Engineering / Minor in Mathematical Finance GPA: 3.5/4.0 (3.7/4.0) (Top 10%)

PROJECTS Credit Risk Prediction Model on Private Loans using Machine Learning methods in Python Jul. 2017 - Aug. 2017 • Led the team of interns to train and compare different private lending models on more than 380k records to predict default probability by applying Machine Learning methods such as Logistic regression, Decision Tree and SVM in Python • Captured the important words in each loan description by using TF-IDF to expand the text feature ‘description’ into binary feature and achieved the performance score 0.7183 Financial Risk Modeling Projects in R May. 2017 l Developed a VaR calculator by using historical simulation and Parametric method, improved by introducing EWMA l Applied NGARCH and DCC models and Monte Carlo Simulation to estimate the value of Fixed Income Buffered Securities issued by Morgan Stanley Designed and Implemented Pairs trading strategy in R Apr. 2017 l Processed limit order book and trade record to identify potential pairs of US equities, then designed and back tested pairs trading strategy and calculated daily P&L/Sharpe ratio Background programming for a used-book-selling website with C++ Jul. 2014 l Designed data architecture, structured and setup database on MySQL l Implementation of conditional search and launched a used-book-selling website successfully with C++

PROFESSIONAL EXPERIENCE Wedbush Chicago, IL Practicum (Programing Language: R) Jan. 2017 - May. 2017 • Developed a smart order routing system across different dark pool venues with R studio • Estimated the distribution of hidden liquidity and used it to forecast the potential volume • Combined different allocation algorithms with different ratios to balance the greediness and randomness; tested the performance with real data to get the optimal ratio

ConductorVR Xiamen, China Programmer Intern, Development Department (Programing Language: C++) Sep. 2015 - Jan. 2016 • Worked with two teammates to design and create a VR movie using C++ with software Unreal Engine 4 • Constructed and modified a 3D world in UE4 and imported 3D models into it • Realized the special effects (particle movements) in the movie, like light beam and fire • Coded the interactions users can have with the NPCs and tested the performance and modified the code to get a higher resolution

HONORS & LEADERSHIP Honors: Merit Student Award －Dec 2015; First Class Scholarship －2012-2014; Dean's List of Wang Yanan Institute for Studies of Economic －2015-2016 Leadership: Secretary of Youth League Branch, Class3, Xiamen University －2014-2016

SKILLS Technical Skill: C++, C#, Java, R, Python, SQL, SAS, HTML, VBA, Bloomberg, Microsoft Office ALEXANDER KIRK MARUNYCZ

2018 East Amber Lane, Apt 105 • Urbana, IL 61802 • (812) 480-3913 • [email protected]

EDUCATION

UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Candidate for Master of Science in Financial Engineering, December 2017 GPA: 4.0/4.0

PURDUE UNIVERSITY West Lafayette, IN Bachelors of Science, Actuary Science & Applied Statistics, December 2014

EXPERIENCE

GAMING LABORATORIES INTERNATIONAL Las Vegas, NV Mathematical Analyst, Math Department April 2015 – June 2016

 Performed mathematical analysis on various gambling devices to determine whether these devices were compliant with jurisdictional regulations around the world

 Programmed optimum game strategy simulations of gambling games in C++ to statistically analyze the results of billions of game play scenarios and determine the probabilities of all possible game events

 Provided consultation to FBI officials which closed money laundering investigations by calculating the probability of suspects’ gambling winnings/losses totaled across periods of play

 Eliminated potential casino bankruptcies by discovering low probability event, via programmed simulation run 10 billion times, within one gambling device that enabled a $1.3 billion win within a single paid game

PURDUE UNIVERSITY West Lafayette, IN Research Assistant to Professor Frederi Viens August 2014 – March 2015

 Formulated Hierarchical Bayesian analysis techniques to develop statistical models of Lake Chad in central Africa so as to determine the cause of its disappearance and advise the U.S. State Department of the results

 Coded Markov Chain Monte Carlo Gibbs Sampler algorithms in R to run thousands of simulations using proxy data to construct the distribution of the desired model and determine its Beta values

 Analyzed large amounts of data in R, SAS, and Excel to develop new theories, test them utilizing multiple statistical techniques, and then present the findings to Professor Viens

COMPUTER SKILLS

C++, Excel, R, Python, VBA, SAS, SQL, Bloomberg Terminal, Matlab, Capital IQ, Access, Microsoft Office

PROFESSIONAL CERTIFICATIONS

Passed two Society of Actuaries exams: FM – Financial Mathematics (4/15/2013) and P - Probability (9/23/2013) YIZHEN “OLIVIA” MOU 1306 N Lincoln Avenue, Unit 316, Urbana, IL 61801 • (217) 305-0605 • [email protected]

EDUCATION

UNIVERSITY OF ILLINOIS at Urbana-Champaign December 2017 Candidate for Master of Science in Financial Engineering GPA: 3.85/4.00

ZHONGNAN UNIVERSITY OF ECONOMICS AND LAW (Wuhan, China) June 2016 Bachelor Degree in Financial Engineering GPA: 3.75/4.00 • Excellent Undergraduate Scholarship for 2014-2015 Academic Year (3rd Prize), 2013-2014 Academic Year (2 nd Prize) • Outstanding Student for 2014-2015 and 2013-2014 Academic Year • 2nd Prize, Bowen Cup Undergraduate Empirical Innovation Contest for 2013-2014 Academic Year • Excellent Student Cadre for 2013-2014 Academic Year

PROFESSIONAL EXPERIENCE

Wedbush Chicago, IL Smart Order Routing System Development- Practicum Quantitative data analyst Jan 2017 – May 2017 • Assisted Head of Quant to estimate the distribution of hidden liquidity in different dark pools and find the optimal strategy so that a given order can be executed efficiently • Responsible of estimating α in Power Law Distribution for greedy algorithm • Designed and developed a GUI for users to allocate orders

Agricultural Bank of China Sichuan, China Risk Management Intern Sep 2015 - Nov 2015 • Assessed the credit risk and analyzed company credit documents • Entered credit information into Internal Risk System and analyzed default probability of loan applicants • Analyzed the composition of bad debt, checked various business management systems and internal controls to ensure its compliance with regulatory guidelines issued by the People’s Bank of China

Hongxin Securities Sichuan, China Security Analyst Assistant Jul 2015 - Aug 2015 • Analyzed the K-line and predicted the future price movement of a stock • Interpreted the trend of the day-K-lines of the historical datum, and found the factors that influenced the stock market

VOLUNTEER ACTIVITIES / LEADERSHIP

Volunteer Activity in the Home of the Elderly April 2014 Volunteer Activity at the Dujiangyan Base of Giant Panda August 2015

SKILLS

Language: Native speaker of Mandarin, Fluent in English Technical: Python, C++, R, SQL, MATLAB, Bloomberg, Microsoft Office Other: Passed CFA Level 1 and FRM Part 1

RESEARCH EXPERIENCES Binomial model for options on a dividend-paying stock (in C++) • Priced European option with known dividend yield, European option with known dollar dividend, American call option with known dividend yield and American call option with known dollar dividend by using Binomial model Model Validation on the Adjustment-Method for Pricing European Down-and-Out Continuous and European Down-and-Out Discrete-Barrier Options via Monte Carlo Simulation (in C++) • Priced a down and out continuous barrier option by using explicit simulation, probability adjust and closed-form expression methods • Applied explicit and probability adjust methods to price a down and out European discrete barrier option QINGHUA MU 1725 Melrose Village Circle, #N-1334A · Urbana, IL 61801 · (217)721-8078 · [email protected] EDUCATION Master of Science in Financial Engineering Expected December 2017 University of Illinois at Urbana-Champaign, Champaign, IL Bachelor of Art in Statistics, Minor in Mathematics May 2016 University of Minnesota, Twin Cities, Minneapolis, MN EXPERIENCE Project Assistant, Wedbush Futures, Chicago, IL January 2017-May 2017

 Predicted hidden liquidity in 9 Dark Pools, and built Smart Order Routing System to efficiently allocate and execute a given order among the 9 venues in R programming

 Improved ability of handling urgent situations by answering questions from a trading expert at weekly meetings

 Collaborated and coordinated with a team of 5 people, presented the methods and algorithms to both technical and non-technical audience, and compiled a professional report as a summary of the project’s procedures and results Assistant Secretary, Statistics Bureau, China May 2015- June 2015

 Engaged in a program aiming to investigate why the GDP in a city kept declining for three consecutive years, and compiled report as reference to government for industrial reconstruction

 Compiled data, charts, and graphs for use by staffs

 Assisted the manager to supervise staffs to make sure work is properly allocated and efficiently completed Assistant Banking Manager, Agricultural Bank of China, China June 2013-August 2013

 Improved communication skills through interacting with above 100 diverse customers on daily average

 Handled unforeseen circumstances in which customers expressed dissatisfaction

 Supervised newly hired assistants and provided coaching on their learning of business process and customer service Audit Assistant, Hengli Accounting Firm, China June 2012-August 2012

 Interacted with clients for collection of documents and efficient information flow between the client and the audit team

 Ensured the accuracy and reliability of financial and accounting documents through reviews, verification and checking of related records

 Developed and maintained client and business partners’ databases Volunteer Instructor, Sanguanmiao Elementary School, China July 2011

 Collaborated and coordinated with other volunteers to design new courses including curriculum and content

 Organized and facilitated activities, presentations, and classroom lessons

 Educated 60 students for one class, taught up to 4 classes with multimedia per week and provided one-on-one assistance to students in terms of psychology and coursework PROJECTS Project Assistant, University of Illinois at Urbana-Champaign April 2017-May 2017

 Measured the risk (VaR) of a portfolio composed of the 78 State Street North American ETFs using 4 simulation methods applied to up to 145 days of ETFs’ daily price in R

 Implemented the quadratic approximation method for pricing American options in C++ and compared the results with theoretical values using Binomial and Finite-Difference approximation methods

 Worked with a team of 3 people for preparing PowerPoint, answering questions from professors and creating reports Project Assistant, University of Minnesota, Twin Cities November 2015-December 2015

 Investigated significant factors that would influence the cold/heat load for energy efficiency of buildings

 Synthesized, improved, and analyzed databases using R

 Improved ability of problem solving by collaborating with a team of 3 people to apply new statistical methods, compile the report, and interpret analysis and results in presentation SKILLS & CERTIFICATIONS

 Language: Native speaker of Mandarin, fluent in English

 Technical: R, C++, Python, Bloomberg, Microsoft Office, LaTex RONG MU 1339 N Lincoln Ave., Apt #1036 ⋅ Urbana, IL 61801⋅ (857)303-0881 ⋅ [email protected] Education University of Illinois Urbana–Champaign, IL Master of Science in Financial Engineering, expected December 2017 GPA 3.83 • Algorithmic Market Microstructure, Option Trading & Market-Making, Financial Computing(C++), Stochas- tic Calculus, Statistical Methods, Numerical Methods(PDE/Monte Carlo), Financial Derivatives, Risk Man- agement(R) Boston University Boston, MA Bachelor of Science in Electrical Engineering, May 2016 GPA 3.67 • Probability Theory, Introduction to Software Engineering(C++) Honor and Awards • 2012-2013: Principal Scholarship (Top 3%); Second-Class Scholarship(Top 10%); • 2012-2013: Self-Development Scholarship(Top 15%) • 2015-2016: Magna cum Laude(Top 15%), Dean’s List, Member of National Society of Collegiate Scholars

Work Experience Aegon-Industrial Fund Management Co., Ltd. (Mutual Fund AUM: 20 Bn) Shanghai, China Quantitative Research Intern May. 2017 – July. 2017 • Under instruction from senior investment manager, validated and customized LPPL models in R on major Chinese stock indices and individual stocks to forecast the burst of market bubbles, • LPPL Model Results have been highly recognized by the head of department and incorporated in the stock investment process. • Collaborate with portfolio manager. to model the market patterns of Chinese stock market by designing and testing various Hidden Markov Models (HMM), the accuracy of which reached over 65% in both training and testing dataset • Improved firm internal sentiment score system by testing and validating the word2vec algorithm to analyze on financial news in R script. • Built and backtested a trading strategy that trades stocks based on the “sentiment score” of relevant news and wrote a technical testing report for the head of Department of Financial Engineering Everbright Pramerica Fund Management Co., Ltd. (Parent: PGIM, AUM: Over $1 Trillion) Shanghai, China Quantitative Trading Intern May. 2015 – Aug. 2015 • Assisted portfolio manager to successfully design, backtest and develop most effective trading strategy for U.S. stock markets, including 2-day Moving Average (SMA) Crossover and On-Balance-Volume Momentum strategy using Matlab • Constructed simulative funds to track China’s Private Placement Index under strict conditions, measured the corresponding tracking error and completed assessments Aegon-Industrial Fund Management Co., Ltd. Shanghai, China Research Assistant Intern May. 2016 – July. 2016 • Worked with Equity analyst to select top stocks under Advanced Driver Assistance Systems(ADAS) theme, conducted a research on the performance of Chinese vehicle parts suppliers • Wrote technical report on ADAS-available vehicles and relevant parts suppliers in China Selected Projects IAQF Academic Competition UIUC representative team, University of Illinois Feb. 2017

• Performed quantitative analysis on the impact of interest rate increase on global equity, debt and currency market • Built corresponding mathematical models based on available data from Bloomberg and evaluate model performance Numerical Methods Option Pricing Project, University of Illinois April. 2017

• Priced vanilla option under Merton and Kou’s jump diffusion models using both numerical methods and Monte Carlo simulation

• Implemented Laplace Transform method in Python to solve the corresponding Integral-Differential Equations posed by the jump diffusion models in order to calculate the option price Programming/Software • C, C++, R, Matlab, Python, Java, SQL, Microsoft Office, Bloomberg

Junli Nie

• 1627 E Florida Ave Apt 104A, Urbana, IL 61802 • 2177217745 • [email protected] Education UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Candidate for master of science in financial engineering, December 2017 GPA: 3.6/4.0 WUHAN UNIVERSITY Wuhan, China Bachelor’s degree in finance, June 2016 GPA: 3.5/4.0 • Excellent student in Economics and Management School for two consecutive years • Third class scholarship at Wuhan University for two consecutive years Experiences Minsheng Securities Beijing, China Intern, The department of Network Finance June/2017-August/2017 • Participated in the topic about the Robo-Advisor, apply the Markowitz Theory and Support Vector Regression to the algorithms. •Used customers' assets and transaction activities to calculate the returns of the trading strategies, analyzed the algorithms. • Made the risk evaluation for fund investors, help decide the coefficients. Changjiang Securities Wuhan, China Intern, The department of Research September/2015-November/2015 • Contributed to writing and editing Banking Industry Weekly. • Wrote reports about the security subsidiaries and insurance subsidiaries of banks in the research of the current situation and prospect of the mixed operation management of banking industry in China. • Made data collection and processing on the management of Non-Performing Loans of banking industry. • Conducted analysis on the advantages of micro businesses’ loans of Bank of Jiangsu. Intern, The department of Business January/2015-March/2015 • Recommended stocks and portfolios for customers. • Introduced stock options to customers and helped them start option business. Bank of China Wuhan, China Intern, The department of international settlement July/2014-August/2014 • In charge of the daily review of the international import and export settlement business. • Helped generalize the financial derivatives related to the exchange rate, such as exchange rate forward. • Organized the international trading data and applied statistical methods to analyzed them. Analysis of high yield indices and the implications of liquidity and pricing Champaign, IL Analyst September/2017-December/2017 • Use the data provided by Market Axess, Blackrock and State Street Global Advisors to analyze the liquidity and trading patterns of HY bonds held by the 2 ETFs (HYG & JNK) versus the HY universe. • Construct sector and ratings within those subsets to offer proxy trading baskets. • Design a pricing mechanism based on MKTX prices to trade the baskets. Agricultural Financial Engineering Research Wuhan, China Research Assistant to Professor Yonggang Ye November/2014-May/2015 • Interviewed the managers of agricultural companies about the supply chains and the operation models. • Applied R language to do the data processing and computed and analyzed the risk measures such as VaR of the agricultural companies. Skills Language: Native speaker of Chinese, fluent in English Technical: Microsoft Office, C Programming language, C++, Matlab, R, Eviews, Stata, SAS Zhenlin(Jolene) Qiu (773) 530-9894 | [email protected] | 302 East John Street, Champaign, IL 61820 EDUCATION University of Illinois at Urbana-Champaign Aug. 2016 - Dec. 2017 Master of Science in Financial Engineering (GPA: 3.92/4.0) Champaign, IL Coursework: Neural Network and Deep Learning (Python), Algorithm Trading (Matlab), Financial Derivatives, Numerical Methods in Finance (PDE/Monte Carlo), Financial Risk Management (R), Financial Economics, Financial Computing (C++)

Fudan University Aug. 2012 - Jun. 2016 Bachelor of Mathematics and Applied Mathematics Shanghai, China • Honors: Scholarship for Outstanding Undergraduate Students in Fudan University (2014, 2015, 2016)

EXPERIENCE Rosenthal Global Securities May 2017 - Aug. 2017 Quantitative Trader Intern, Fixed Income Group Chicago, IL • Researched investment ideas from senior traders and back-tested several intraday momentum strategies, including opening gap strategies, trading at settlement strategies and contributed to the formulation of trader’s trading strategies (R, Bloomberg) • Programmed four algorithms to help make entry and exit decisions and optimize order executions through smart orders algorithms (TT Algorithm Design Lab) which were adopted and applied by supervisor into real trade • Supported timely and efficient execution on basis trading, spread trading, relative value trading strategies on U.S. Treasuries and futures as directed by head trader; built Excel spreadsheets with Macros to provide real-time fixed income trading analytics (VBA) • Selected to make an end of internship presentation to CEO, President, highly evaluated in achievements and presentation skills

SpiderRock Advisors Jan. 2017 - May 2017 Practicum Intern, Quantitative Research Team Chicago, IL • Assisted CIO to assess covered call strategies’ (a strategy that helps equity investors eliminate risk) performance within 3 markets; conducted scenario analysis and produced measures such as Sharpe Ratio, VaR, Shortfall to investigate into risk return characteristics • Built regression models with implied volatility, historical volatility, VIX, SKEW as factors to explain market performance difference eBay China Analytics Center Sept. 2015 - Jan. 2016 Business Analyst Intern, Internet Marketing Analytics Group Shanghai, China • Initiated and automated team’s daily analytical reports (Python); automation cut off routine working time, was adopted across team and applied to multiple reports; wrote a training manual for new interns • Presented and analyzed marketing campaigns’ effectiveness based on pulled data (SQL) and visualized dashboards (Tableau), assisted marketing team manage online marketing partners’ relations

American Securities Jul. 2015 - Aug. 2015 Part-Time Assistant, Private Equity Asia Strategy Team Shanghai, China • Set up environmental companies’ database, including business description and financial report summary, with 500+ Excel data • Assisted equity analyst to form investment decision by studying microfiber’s manufacturing technology and applications, identifying market segmentation, assessing market size and share from annual reports and conducting 50+ cold calls

Monitor Deloitte Consulting Feb. 2015 - Apr. 2015 Analyst Intern, Sales and marketing strategy for a leading chocolate company Shanghai, China • Developed a statistical model to help client measure and improve retailing promotional effectiveness (SAS, SQL) • Independently drafted 5+ slides report summarizing best practices in retail supplier collaboration; report highly evaluated by colleagues

PwC Strategy& (Formerly Booz &) Oct. 2014 - Feb. 2015 Analyst Intern, Market entry for a leading overseas hospital & Growth strategy for an industrial company Shanghai, China • Estimated healthcare market size and growth rate in 4+ segments by desk research and expert interview, and analyzed cross-border healthcare industry competitive landscape and pricing strategies, in order to help client set expansion goals and road map. • Led a team of 4 interns to conduct research in industrial automation market, created a 20+ competitors’ profiles and analysis report

ACTIVITIES & LEADERSHIP Shell Company Club in Fudan University Apr. 2015 - Mar. 2016 President and Founder (Attracted over 150 members and 1000 subscribers of social media channel) Shanghai, China • Recruited and led over 20 core members to promote Shell’s employer brand with students’ career development events on campus iJoin Social Innovation Consulting Aug. 2015 - Jun. 2016 Volunteer - Contacted NGOs, maintained clients’ relationships and conducted business development Shanghai, China

OTHER INFORMATION Technical Skills: R, Python, C++, SAS, Matlab, SQL, Bloomberg Terminal, Tableau, Microsoft Office, VBA Professional Certifications: CFA Level II candidate Deepthi Ramesh 48 E John Street, Champaign, IL 61820 | (201) 552-1901 | [email protected]

EDUCATION University of Illinois at Urbana-Champaign Champaign, IL Candidate for Master of Science in Financial Engineering, Dec 2017 University of Madras Chennai, India Bachelor of Commerce in Accounting and Finance, June 2015

EXPERIENCE Barclays Shared Services Chennai, India Analyst, Investment Banking June 2015 – June 2016  Trade Support - Live trade queues management for Prime Brokerage clients. Liaised with front office teams from London and New York to clear trade booking errors.  Trade Reconciliations - Daily basis reconciliations for front-office back-office breaks, highlighted and resolved issues by co-coordinating with various teams across all Barclays entities around the world.  Data Analysis & documenting daily management information packs, weekly risk-packs  Represented the team in the weekly risk-calls with the senior level management, risk management teams and on- shore stakeholders. TAKE Solutions Chennai, India Intern, Supply Chain Management Department June 2015 – July 2015  Worked alongside researchers in understanding the challenges faced in supply chain management of the Indian cement industry  Data Analysis and formatting of reports, research and computation of statistics in order to categorize companies

ACTIVITIES/LEADERSHIP Organizing Committee, All India Management Association Jan 2015 Business Journalism Workshop, Department of Commerce, MOP Vaishnav College Jan 2015 Volunteer, Maitri Charitable Trust June 2013-June 2015 Coordinator for Commercium ’11 (Inter school commerce fest) Feb 2012 Coordinator for Reflections ’11 (Inter school cultural fest) June 2011

HONORS  White Belt Certification for process improvement, Barclays 2015  India rank three in 'Business Studies' 2012  Merit Card recipient, Vidya Mandir 2012

EXTRACURRICULAR INFORMATION  Participated in Merger and Acquisition National Seminar in MOP Vaishnav College  Assisted in editing the book ‘Incredible Champions’ by Dr. N Chandrasekaran  Supported in submitting the winning case study to a National level competition – NITA  Finalist in Prof. S Radhakrishnan Rolling Trophy Economics Quiz Tournament  Participated in a musical program in All India Radio (AIR)  Winner of inter and intra university cultural competitions for music, quiz and debates  Attended the Youth to Business international forum conducted by AIESEC, Chennai

ADDITIONAL INFORMATION  Languages: English (Fluent); Tamil (Native); Hindi (Basic)  Technical: C, C++, Python, Excel, Tally

JESUS M. RAMIREZ 1832 Orchard Place Apt D • Urbana, IL 61801 • (217) 898 7805 • [email protected]

EDUCATION UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Candidate for Master of Science in Financial Engineering, December 2017 GPA 3.92 PONTIFICAL CATHOLIC UNIVERSITY OF PERU Lima, Peru Bachelor in Social Science, Economics, June 2006 EXPERIENCE BANCO DE CREDITO DEL PERU Lima, Peru Junior Manager, Treasury Analytics Department December 2012 – May 2015 • Evaluated hedging operations of USD 2.4 billion, leading to revenue increase of USD 60 MM and initiated evaluation to carry out bank de-dollarization process resulting in USD 10 MM of revenue increase • Implemented models for the assessment of liquidity and interest rate risk, for the allocation of capital between business units and for improvement of Fund Transfer Pricing of non-maturing deposit and mortgage loans CENTRAL RESERVE BANK OF PERU Lima, Peru Senior Analyst, Monetary Policy Department July 2008 – November 2012 • Created the current module for forecasting Central Bank and Banking System’s balance sheets and developed a model to assess Central Bank solvency • Proposed daily and monthly money and FX operations, resulting in US 3.7 billion operations and collaborated in the elaboration of the Monetary Program for the Board of Directors Analyst, Economic Statistics Department May 2007 – June 2008 • Implemented the current methodology to calculate export and import prices • Collaborated in the elaboration of Peru’s Balance of Payments Report UNIVERSIDAD PERUANA DE CIENCIAS APLICADAS, Lima, Peru UNIVERSITY OF PIURA, PONTIFICAL CATHOLIC UNIVERSITY OF PERU

Teaching Assistant in Mathematics, Statistics and Macroeconomics Jun 2006 – Jun 2012 Lecturer in Economic Growth August – December 2008 SKILLS AND CERTIFICATIONS Languages: Native speaker of Spanish, fluent in English Courses: Numerical Methods in Finance, Financial Derivatives, Stochastic Calculus in Finance Technical: C++, Python, R, SQL, VBA, MATLAB, Stata, Eviews, Excel Passed FRM Exam Part I HONORS Awarded 1st place out of 35 students selected nationwide in the “54th Extension Course for Economists” sponsored by the Central Reserve Bank of Peru and received job offer from it upon graduation, January– March 2007

Chenqi Ruan 1335 N Lincoln Ave, Apt 3026, Urbana, IL 61801 +1 (217) 377-7905 [email protected] EDUCATION University of Illinois Urbana-Champaign, IL Master of Science in Financial Engineering, August 2016 - Present GPA: 3.63/4.0

Renmin University of China & KEDGE Business School Beijing, China Bachelor of Finance, September 2012 - June 2016 GPA: 3.63/4.0

EXPERIENCE Everbright Securities Co.Ltd Shanghai, China Trading Assistant Intern, Market Making Department July. 2017 – Aug. 2017 ♦ Supported the trading team which acted as a market maker for stocks traded on National Equities Exchange and Quotations, the OTC equities market in China. ♦ Produced weekly trading reports on securities traded by the department, which included market value, trading position, realized P&L, unrealized P&L, etc. ♦ Performed analysis on the historical spread income to assess the profitability of the department. ♦ Presented my suggestions on risk management of the department’s trading strategies; revised the strategies using C++.

SpiderRock Advisors Chicago, IL Quantitative Analyst Intern, MSFE Practicum July. 2017 – Aug. 2017 ♦ Studied the underlying hypothetical buy-write strategy of the CBOE S&P 500 BuyWrite Index (BXM); Used R to analyze the characteristics of return distribution and compared it with the underlying index S&P 500. ♦ Compared BXM with two other BuyWrite indices BXN and BXR to see if they show similar characteristics. ♦ Researched the relationships between the relative performance of BXM/SPX, BXR/RTY and the gaps between their historical volatilities and implied volatilities as well as VIX and SKEW Index using linear regression models and multiple machine learning techniques. ♦ Visualized analysis results using R and presented them to the sponsor.

China Merchants Securities Co.Ltd Hangzhou, China Analyst Intern, OTC Market Department Mar. 2016 – Aug. 2016 ♦ Assisted the team to help seven companies to be listed on NEEQ; Provided financial advices to three companies, conducted industry research of four industries. ♦ Wrote annual reports and disclosed accounting information for two companies. ♦ Helped to realize directional add-issuances of two listed companies on NEEQ.

Morgan Stanley Hong Kong, China Quantitative Analyst Intern, Derivatives Trading Department Sep. 2015 – Nov. 2015 ♦ Estimated the implied volatility of Chinese stock market, set deciding factors and built Black-Scholes with Python to valuate 50ETF option, which was the index option in Chinese financial market. ♦ Tested the futures pricing relationship between commodity spot market and futures market in order to find potential arbitrage opportunities using Python.

PROJECTS/ACTIVITIES Lookback Option pricing in Python Apr. 2017 – May 2017 ♦ Priced floating strike lookback options and fixed strike lookback options in Python using Monte Carlo Simulation and Binomial Tree methods. ♦ Compared the pros and cons of two pricing methods based on price convergence rate and computation time.

Portfolio Risk Estimation Value-at-Risk Mar. 2017 – Apr. 2017 ♦ Estimated the risk of portfolios of 78 State Street North American ETFs, using the available price and dividend data to compute returns and the value-at-risk of portfolios by both Delta Normal method and Weighted Historical Simulation method using R.

CME Group Trading Challenge Jan. 2017 – Feb. 2017 ♦ Participated in the competition where our group traded a variety of CME Group futures products in a simulated trading environment on a real-time professional trading platform provided by CQG.

SKILLS/CERTIFICATIONS Language: Native speaker of Mandarin, fluent in English, intermediate French Technical: R, Python, C, MATLAB, SQL, Microsoft Office, Bloomberg Certification: CFA Level II candidate PRATIK SAPRE 401 E Chalmers, Apt 411 || Champaign, IL – 61820 || +1-217-419-9119 || [email protected] https://www.linkedin.com/in/pratik-sapre-6106aa10b EDUCATION: UNIVERSITY OF ILLINOIS AT URBANA-CHAMPAIGN USA Candidate for Master of Science in Financial Engineering, GPA: 3.81/4.00 Dec ‘17 Coursework: Financial Computing, Derivatives, Risk Management, Stochastic Calculus, Electronic Trading UNIVERSITY OF MUMBAI India B.E. Electronics and Telecommunication, First Class Honors (69.11%) May ‘14 Coursework: Signal Analysis, Neural Networks, Applied Mathematics, Industrial Economics

CERTIFICATIONS: CFA Level III Candidate Jun ‘18 FRM Part 2 Examination Passed May ‘17

COURSEWORK AND PROJECTS: Valuation of Complex Securities:  Priced vanilla, exotic options, option greeks and other derivatives such as forwards, futures, interest rate swaps, currency swaps, etc. using various techniques such as Multinomial trees, Monte Carlo simulation, and partial differential equations using finite difference methods. Risk Management:  Modeled Value at Risk (VaR) using Historical Simulation, Delta Normal and Monte Carlo simulations, Expected Shortfall, and EVT. Modeled the Credit risk of a portfolio using Gaussian Copula and Option theoretic based models. Analyzing Impacts of Interest Rate Hikes:  Represented UIUC at the 2017 IAQF competition. Modeled interest rate using macro-economic factors such as CPI, Unemployment rate, S&P500, etc. using Vector Auto Regression. Modeled effects of interest rate hikes on various asset classes. Used the results to create a portfolio favored by interest rate hikes. Modelling Implied Volatility:  Used factors such as Price, Date, Yield, Trade Days, Strike Price of 1-year options of EuroDollar. Computed moneyness from the factors and modeled it with implied volatility.

EXPERIENCE: MarketAxess Champaign,IL / NYC,NY Practicum Project Student Aug ’17-Dec ‘17  Project done in association with BlackRock and State Street Global Advisors.  Analyzed the Liquidity and Trading Patterns of High Yield Bonds using TRACE data, ETF holdings data, and exchange level bond specific data.  Compared the results for the bonds included in the major ETFs with the bonds excluded. PNS Electronics Mumbai, India Assistant Manager Jul ‘15-Apr ‘16  Managed ledgers and maintained inventory; reduced the redundant stock from 65% to 20%.  Performed product analysis to decide if the products from new brands should be maintained in stocks. Tata Consultancy Services Mumbai, India Assistant System Engineer Dec ‘14-Jun ‘15  Developed the web-services of an m-wallet application, “IdeaMoney”, using Java and Hibernate.  Collaborated with the clients (Idea Telecom) and the third-party vendors (IBM, Spice) to ensure the smooth functioning and timely delivery of the product.  Awarded best performer among 60 trainees. Led a team to develop an entire application right from designing through coding and testing, up to the final delivery.

SKILLS: Tools : C++, Java, Python, MATLAB, R, SQL, MS Office, Bloomberg, Tally Quant : Time Series Analysis, Financial Modelling using ARCH/GARCH/VAR etc., PDEs Computation : Monte Carlo Simulations, Lattice models, Linear Programming

Zehuan (“Nico”) Song

1001 South State St., Chicago, IL 60605 (217) 898-7456 [email protected]

EDUCATION

UNIVERSITY OF ILLINOIS AT URBANA-CHAMPAIGN Urbana, IL

M.S. in Financial Engineering, M.S. in Nuclear Engineering (Admitted to PhD program) GPA: 3.57/4.0 Dec 2017  Coursework: Market Microstructure, Neural Network and Deep Learning, Financial Computing in C++, Statistical Methods in Finance, Numerical Methods in Finance, Stochastic Calculus, Electronic Trading.  Thesis: Numerically computed magnetic topology and error field inside fusion reactor using MATLAB and Python, and designed experimental equipment and procedures to verify simulated results. a  Proficient in C/C++, R, Python, SQL, SAS, VBA, MATLAB, ADL, Bloomberg, MS Office

B.S. in Nuclear Engineering, B.S. in Economics, Minor in Physics GPA: 3.44/4.0 May 2015  Dean’s list for top 10% of the class in 2013, 2014, 2015

WORK EXPERIENCE

CONSOLIDATED TRADING LLC Chicago, IL Quantitative Trading Intern June 2017- August 2017 Won 1st place in the company algorithm trading competition  Processed and analyzed over 500G year intraday volatility data on stock options using Python Pandas and SQL to store dataset in data frame for option implied volatility analysis  Collaborate with Quant team for option pricing by modeling historical implied volatility using Whaley, FDE and Recombining Binomial Tree to incorporate discrete dividends  Customized optimizer to solve ATM implied volatility within 2 iterations, beat Scipy optimizer by over 50%  Assisted senior trader to design and develop active portfolio risk management program to extract market implied Greeks, adopted by the team to hedge and control risk

ICARUS TRADING LLC Chicago, IL Quantitative Analyst Intern January 2017- February 2017  Optimized portfolio risk-adjusted returns calculated from historical prices of over 20 commodities using Python  Determined optimal portfolio rebalancing frequency by back tested and analyzed different portfolio-holding strategies  Assisted quant analyst to research determinant factors on prices of soybean-related futures and ran regression analysis in R to predict US open price based on China’s close price

INDUSTRIAL BANK CO. Beijing, China Enterprise Loan and Financial Products Department Intern December 2016- January 2017  Initiated suggestions on whether to approve enterprise loans by applying repayment ability analysis based on the enterprises’ cash flow, balance sheet and income  Performed individual risk tolerance test and personalized financial product portfolios for customers in various age groups.  Researched and evaluated the asset value for 20 collaterals of enterprise loans

PROJECTS

BP CASE COMPETITION (2nd Place Winner) Champaign, IL Team Leader September 2016- October 2016  Led team of four to gather and thoroughly research data on crude oil production, refine product sales of an African country, and develop a downstream business strategy for BP in Africa  Collaborated in writing the Recommendation Report and presented to BP professionals CME TRADING CHALLENGE Champaign, IL Team Leader January 2017- March 2017  Led a group of 5 to design intraday trading strategies on futures market based on historical simulation and research papers.  Backtested and fine-tuned parameters for trend trading based on price and volume movement indicators  Conducted correlation analysis on over 15 futures to decide on commodities for pair trading

TRADING TECHNOLOGIES ALGO SHOWCASE Champaign, IL Team Co-Leader October 2016- January 2017  Designed a series of automated trading algorithms using Algo Design Lab (ADL) for high volatility and low volatility intraday trading on crude oil futures  Utilized a combination of Bollinger bands, volume and momentum indicator to determine buy and sell conditions

Jegan Sridharma Applying for Master’s Program in Quantitative Finance

Technical Skills Languages  Expert in: Java, Python, and C/C++  Proficient in: JavaScript, PHP, C#, Perl, Fortran, OCaml, PL/SQL, and XML

Software & Technologies  Data: MySQL, Oracle, Postgres, MongoDB, and HSQLDB  Software Dev Environments: Eclipse, NetBeans, Visual Studios, Vim, and JGrasp  Software Version Control Systems: SVN, CVS, and Git Work Experience

Software Engineer II Aug 2011 – Present Northrop Grumman Corporation  Reverse-engineered, re-architected, and migrated a legacy signals processing application into a new operational environment. Front-end GUI was created on top of an Eclipse RCP framework. Middleware services interacted with JMS messaging, XMLRPC servers, an d MySQL databases. Back-end processing chain was written in a mixture of XMPy macros and C primitives.  Developed three signals operator tools in Python. Used PHP and PyQT framework for GUI front-end. Maintained MySQL and Oracle databases. Met and interacted regularly with customers.  Worked on an internal research and development project to create a webpage that linked locations on a map interface to their relative wiki pages. Programmed primarily in JavaScript. Used Twitter Bootstrap and Backbone.js libraries. Maintained MongoDB and Postgres databases.  Developed software to monitor and control equipment for a restricted satellite communications system. Created a web application front-end written on top of a Django MVC framework (Python/Javascript). Worked in an agile programming environment.

Software Development Engineer Intern Jun 2010 – Aug 2010 Raytheon Company  Designed and developed a part of a GUI for a large command-and-control system leveraging Java Swing.

Education

University of Illinois: Urbana-Champaign Aug 2008 – Aug 2011  B.S., Computer Science

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Leadership:  CS 429 (Software Engineering II) Project Leader  CS 225 (Data Structures) Final Exam Review TA

Projects:  Stock Market Analyzer – Project leader for a group of eight students. Implemented Candlestick and Monte Carlo Algorithms using Java. Used a MySQL database to store all the stock information. Created an automated Perl script to fetch stock market data daily.  Secure Health Information Exchange System - Worked in a group of two and programmed primarily in Java. Project used a data store server, a key store server, and client servers. Used an HSQL database to store all the information. Implemented an SSL connection between the server and the client. Supports patients, health care professionals, and researchers.  Photran plug-in for Eclipse IDE - Implemented “toggleEndName” refactoring for various Fortran constructs using Java as the programming language for the tool. The project was accepted into the Photran open source project.  Battleship Android Application – Designed and developed an algorithm for the AI and the GUI frontend using Android SDK.

AcTIVITES  American Computer Science League Junior Division coach for MyEdmaster, LLC.  Math, Computer Science, and Physics Tutor at MyEdmaster, LLC (2012 – Present), Ed2Win Inc. (2015 - Present), Curie Learning LLC (2013), and Academy4Enrichment (2011). Tutored math subjects from Algebra 1 to Multivariable Calculus and Linear Algebra. Coache d students in computer science from basic Java and Python programming lessons to artificial intelligence courses.  Member of ACM and Dharma Hindu Students Organization as a student at the University of Illinois at Urbana-Champaign KRUTTIKA SWAMINATHAN 108 E Healey Street, #7, Champaign, IL 61820 • (217) 979-9352 • [email protected] EDUCATION UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Candidate for Master of Science in Financial Engineering, December 2017 GPA: 3.5/4 VELLORE INSTITUTE OF TECHNOLOGY Vellore, India Bachelor of Technology, Computer Science & Engineering, May 2014 GPA: 8.75/10 EXPERIENCE CME GROUP INC. Champaign, IL Intern, Architecture & Product Management June 2017 – Present • Designing a state-of-the-art web-based portal with individual autonomous components that communicate with each other • Was part of one of the winning teams at the annual Intern Code-Up Ideathon Challenge SAPIENT CORPORATION Bangalore, India Associate Technology, Commerce SG July 2014 – July 2016 • Played an instrumental role in building and transforming the e-commerce experience for various corporations worldwide • Worked extensively on developing on established e-commerce and product content management platforms such as Hybris (Spring-based) and DemandWare (Script-based) • Worked in varying team sizes and roles, the work including producing methods to retrieve analytical data from webpages, developing content/product management systems for business owners and providing technical support to live projects • Was nominated for the Delivery Excellence award, which recognized strong delivery outcomes and client appreciation Junior Associate (Intern) January 2014 – July • Was solely responsible for data analytics tagging (Adobe) for an ongoing Hybris project TATA CONSULTANCY SERVICES Goa, India Summer Intern April 2012 – May 2012 • Worked in the Research cell for the guidelines to be followed in GUI development in Qt SKILLS Language: English (Proficient), Hindi (Proficient), Telugu (Fluent) and Kannada (Fluent) Technical: C, C++, Python, R, HTML5, CSS, Java, JavaScript, Node .JS, PHP, Spring, Struts, Hibernate, Ant, Maven, Oracle 11g, MySQL, MATLAB, Hybris, DemandWare, Numerical methods Business: Excellent Communication skills; Strong analytic skills; Good presentation skills Other: Highly motivated, with a passion to succeed; Good at working with deadlines; Can write well-organized reports; High attention to detail ACTIVITIES/LEADERSHIP VELLORE INSTITUTE OF TECHNOLOGY Vellore, India Vice-President, IEEE Professional Communication Society January 2013–December 2013 Freshmen & Sophomore Coordinator, IEEE Professional Communication Society June 2012–December 2012 Volunteer, Art Of Living Organization October 2012–May 2014 ADDITIONAL • SAP Certified Hybris Core and Hybris Commerce developer • Cognizant Certified in IT Foundation Skills • Membership with IEEE, July 2012 – July 2013 • Worked as part of the Research Cell of the Volunteer For A Better India initiative Phone: (872)212-0436. Email: [email protected] Luke Tsai 1335 North Lincoln Ave., Apt 3026-A, Urbana, IL. 61802 Work Authorization: U.S. Citizen EDUCATION University of Illinois at Urbana-Champaign Sep 2016 – Dec 2017 Candidate for Master of Science in Financial Engineering (GPA 3.66/4.00) Core course: Financial Computing, Numerical Method, Risk Management, Financial Derivatives, Term Structure

National Tsing Hua University, Hsinchu, Taiwan Sep 2011 – Jun 2015 Bachelor of Science in Power Mechanical Engineering Minor: Quantitative Finance (Minor GPA 4.00/4.00) PROFESSIONAL EXPERIENCE University of Illinois Office of Investments Champaign, IL Practicum Quantitative Risk Analyst Jan 2017 – May 2017

 Led the practicum team to design and validate stressed scenario assumption (PD, LGD, prepayment ratio under subprime loan crisis and retail crisis) for structured product and performed back testing in Python

 Assisted the Risk Director to conduct simulations, liquidity analysis and stress testing on its fixed income, commodities and Equities portfolio in Python

 Verified and tested commercial mortgage backed securities (CMBS) credit enhancement output and cash flow analysis through analyzing its pay down structure in Bloomberg CFT and SPA pages.

 Assisted the investment group to assess statistical and conceptual soundness of its internal option pricing model, including computing implied volatility surface and improving model performance in Python

 Developed an OAS prediction multi-factor model for CMBS index in SQL and MATLAB and created a user- friendly GUI for Investment team to use.

DBS Bank Ltd. Taipei, Taiwan Transaction Officer Feb 2016 – Jul 2016

 Assisted team manager to communicate with clients and other departments and obtain key financial data

 Ensured proper booking of transactions in the system and timely settlement of transactions.

 Responsible for trade confirmation with counterparties and follow up on potential failed trades.

 Timely escalation and reporting to trading representative, client and custodian on potential and failed trades.

 Reported and analyzed the macro-economic data, summarized the recent financial events for the meetings

 Ensured the timely release of Outward Remittance and Inward Remittance are duly notified to Front Office and credited to clients promptly

China Life Insurance Co., Ltd. Taipei, Taiwan Portfolio Investment Intern Jul 2014 – Aug 2014

 Assisted research team to perform due diligence on portfolio performance attribution analysis and factor decomposition in R

 proactively analyze and research on potential market risk, credit risk, and prepayment risk of corporate bonds and mortgage products; wrote research report

 Gathered, organized and recorded local and international macro-economic data via Bloomberg

 Assisted senior analysts in research team to analyze and summarize the impact of the central bank’s declaration PROJECTS Exotic Option Pricing in C++ Mar 2017 – May 2017

 Priced reset strike option in C++ using Binomial model with dynamic programing compared the results with using Longstaff-Schwartz method

 Implemented algorithms and analyzed the difference in time used, values with different time to maturity, and values with different initial strike price between the two methods

Portfolio Risk Measurement Calculation – VaR and Expected Shortfall Jan 2017 – May 2017

 Created automatic data gathering process and built a VaR system to analyze the risk of the portfolio in Python

 Calculate portfolio expected shortfall and VaR using Weighted Historical Simulation Method, Delta-Normal Method, and Monte-Carlo Simulation Method

SKILLS  Programming & Software: MATLAB, Python, C++, R, SQL, Bloomberg, Microsoft Office  Language: English (advanced), Chinese (native) DEXIN WANG

1306 N Lincoln Ave, Apt.308 • Urbana, Illinois, 61801 • (217) 607-3865 • [email protected] EDUCATION University of Illinois Urbana-Champaign, IL 12/2017 ✓ Candidate of Master of Science in Financial Engineering GPA: 3.8/4.0 Wuhan University Wuhan, China 07/2016 ✓ Bachelor of Science in Mathematics & Bachelor of Economics GPA: 3.6/4.0 ✓ Awards: Provincial First Prize in Social Practice, Freshman Scholarship, Outstanding Student Leaders EXPERIENCE Chicago Mercantile Exchange (CME Group) Chicago, IL 08/2017-Present Practicum, Quantitative Analysis ✓ Proposed a machine learning framework to capture certain patterns within the high frequency limit order books; rebuilt the limit order book to track market behaviors and make actionable trading strategies ✓ Processed over 5GB raw data; built learning models for the limit order book to predict next price movement using logistic regression, artificial neural network and support vector machines in Python; Essendant (Fortune 500) Deerfield, IL 06/2017-08/2017 Intern, Data Analyst ✓ Refactored customer information database in R; transferred over 6000 customer datasets into new Customer Information Management System; organized historical data in mainframe; monitored JSCAPE MFT server ✓ Extracted error messages from undelivered emails using Machine Learning methods in R to classify and resend; performed quantitative analysis and data visualization of sales to provide strategic reports in Python Wedbush Securities Chicago, IL 01/2017-05/2017 Practicum, Quantitative Analysis ✓ Developed and implemented a smart order routing system utilizing Dark Routing and Greedy algorithm in R; searched hidden orders in the dark pool using Thompson Sampling algorithm in Python ✓ Evaluated the system through a multi-agent simulation with R; measured liquidity of equities in the dark pool with dynamic models; designed graphic user interface Financial Derivatives Pricing Champaign, IL 08/2016-12/2016 Project, Financial Computing ✓ Priced options using binomial model, dynamic programming, Fourier transformation, finite difference method, Richardson interpolation, and Monte Carlo simulation in C++ ✓ Simulated paths for American barrier options; established hedging strategies; calculated Greeks with finite difference and Monte Carlo methods in C++; analyzed risks using time series models in R Tianfeng Securities (Headquarters) Wuhan, China 03/2016-06/2016 Intern, Investment Analyst & Human Resource ✓ Screened over 2000 resumes with Excel VBA; participated in over 50 final interviews and helped build the team of a subsidiary engaged in National Equities Exchange and Quotations ✓ Analyzed over 500 industry research reports and processed data into summary reports with R; carried out thorough due diligences on education companies and analyzed risks ACTIVITIES Team Leader, Asian American Student Association Champaign, IL 02/2017-Present ✓ Helped organize a series of fellowship activities such as spring outing to Allerton Park, rugby match, ice-skating, international prom and Holi color carnival; Shared Chinese food and Asian culture with American students President of Student Union, Safeguarding students' rights and interests Wuhan, China 05/2013-05/2014 ✓ Facilitated the implementation of various student-oriented projects such as setting up the first school bus throughout three campuses; organized high-level conferences such as China's Economic Innovation Ceremony SKILLS ✓ Technical: Proficient in C++, Python, R, MATLAB, SAS, MySQL, VBA, Photoshop, Microsoft Office ✓ Language: Fluent in English, native in Mandarin YAO WU 1721 Melrose Village Circle #1534A • Urbana, IL 61801 • (217)904-3251• [email protected]

EDUCATION UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Master of Science in Financial Engineering, expected in Dec. 2017 GPA: 3.74/4.00 RENMIN UNIVERSITY OF CHINA Beijing, China Bachelor of Economics, finance major, July 2016 GPA: 3.49/4.00 Third class academic scholarship EXPERIENCE

BEIJING INTERNATIONAL TRUST CO. LTD Beijing, China Investment Banking intern Jun. 2017- Aug. 2017 • Contributed to the main board listing preparation of ATG Electronics Inc. by drafting the first version of financial advice report and analyzing energy incentives in California • Advised corporations on real estate investment by performing industry and competitor analysis • Developed feasibility study presentations for 9 real estate investment trusts (REITs) WEDBUSH SECURITIES Chicago, US Practicum, Quantitative modeling role Jan. 2017- May. 2017 • Created a multi-venue exploration model to detect hidden liquidity in dark pools • Constructed greedy algorithm and other algorithms using R to achieve near-optimal allocation policy • Improved the probability of orders being filled by using the power law + “zero bin” form of the venue distribution based on actual trading data from 10 active dark pools CHINA BOND RATING CO. LTD Beijing, China Analyst intern Jun. 2015- Aug.2015 • Assessed risk characteristics of companies by interpreting financial statements and analyzing the underwriting reports and asset appraisal reports • Assigned risk grade for 10+ graded companies by running credit risk models in CBRC • Performed due diligence on 30+ loans within three state-owned banks for asset-backed securities • Drafted 2 rating reports on overall portfolio quality with respect to trends in key metrics DELOITTE Beijing, China Intern, Audit department, Finance group Dec. 2014- Mar. 2015 • Participated in a year-end auditing project for a top 8 bank in China (Huaxia Bank) and assisted in the creation of the Huaxia Bank audit report • Responsible for credit review. Assessed various risk elements to identify borrower risk • Collaborated with credit administrators in Huaxia bank to determine whether borrower’s credit worthiness had deteriorated and interviewed clients

ACTIVITIES Project: Quadratic approximation to American option price in C++ May. 2017 • Implemented quadratic approximation to price American option and tested efficiency and accuracy • Reduced the computational effort of American option pricing. Running time shortened to 0.006s as compared to 18s (average) of implicit finite-difference method Project: Built a system to estimate the risk of a portfolio of 78 ETFs in R Mar. 2017 • Developed a script to download the data from the internet • Developed a value-at-risk(VaR) system to compute VaR using historical simulation, delta-normal method and Monte Carlo simulation Project: Using Fast Fourier Transform algorithm to filter financial tick data in C++ Oct. 2016 Vice president, Soccer association / Cooking club, RUC 2013- 2014 SKILLS/CERTIFICATIONS Certifications: CFA level II passed Technical: C++, Python, R, Matlab, SQL, Bloomberg Language: Native speaker of Mandarin, fluent in English, basic knowledge of Spanish Mo Xie 302 E John St. Apt 1608, Champaign, IL, 61820 • (217)281-2341 • [email protected] Education University of Illinois at Urbana-Champaign Urbana, IL Master of Science in Financial Engineering, December 2017 GPA 3.33/4.0 Courses taken: Financial Risk management, Financial Derivatives, Electronic Trading University of Illinois at Urbana-Champaign Urbana, IL Bachelor of Science in Computer Engineering, May 2016 GPA 3.28/4.0 Courses taken: Data Structures, Distributed System, Interactive User Interface, Communication Network, Computer Security, Computer System Engineering, Introduction to Algorithms EXPERIENCE Hangzhou CIEC Group Hangzhou, China Department of Asset Management Data analyst (Internship) June-Aug 2017 • Developed scripts for back testing event-driven strategies. Developed index reconstitution arbitrage strategy having a simulated hedged return of 2% in 2 days. • Data acquiring, processing and Mongo database maintenance. • Assisted in developing factor models that aids in equity portfolio selection. University of Illinois at Urbana-Champaign Urbana, IL Research Project Software developer Oct 2016 - Present • Develop and supply researchers in related fields with data collection tools. • Based on the Atmega microprocessor architecture, design and develop software with data collection, data storage, and wireless transmission functions. Hangzhou CIEC Group Hangzhou, China Department of Asset Management Software developer (Internship) June-Aug 2016 • Developed a GUI using C++ for market data test purpose. • Integrated the GUI with the main trading program using DLL and parameters specified by XML scripts. • Completed the program to have either grid or JavaScript text display. Hangzhou CIEC Group Hangzhou, China Department of Asset Management Trader (Internship) June-Aug 2015 • Monitored Chinese stock market, adjusted trading software parameters to trade arbitrage of 50ETF and 500ETF. • Studied and used strategy hedging between ETF futures and their underlying stocks to maintain profiting during Chinese stock market’s recession periods. PROJECTS Social Market Analytics Chicago, IL Practicum Project Aug 2017 - Present • Develop a cap-weighted index in which the underlying stocks are chosen by twitter sentiment data analysis. • Perform index weight tilting to optimize index daily returns and cumulative returns. Computer Operating System Design (Team leader) Aug-Dec 2014 • Implemented a simple command line operating system based on Linux kernel, with functions including paging, interrupts, system calls, keyboard driver, scheduling, etc. SKILLS Technical: C/C++, R, Python, FPGA; Familiar with data structures and algorithms. Languages: Native speaker of Chinese, fluent in English BILL XING Cryptocurrency and Blockchain Enthusiast

909 S 5TH ST, Champaign, IL 61820 · (217) 898-2516 · [email protected] EDUCATION UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Master of Science in Financial Engineering, December 2017 GPA: 3.88/4.0 Related Courses: Numerical Methods (Python and C++), Deep Learning (Python), Financial Computing (C++), Financial Derivatives, Statistics in Finance (R), Financial Risk Management (R and Python) XI’AN JIAOTONG UNIVERSITY Shaanxi, China Bachelor’s Degree of Mathematical Economics and Finance, June 2016 GPA: 89.6/100 Award of Outstanding Graduates (top 10%) June 2016 Dean’s List & Scholarship 2013-2015 Related Courses: Econometrics, Linear Programming, Partial Differential Equations, Financial Markets EXPERIENCE Data Analyst Fellowship, Iterative Capital Management, NY September 2017-Present

l Built financial analysis tools for cryptocurrency using R Shiny and PostgreSQL

l Developing a web-based software tool to reconcile mining and network data to support investment decisions

l Facilitating OTC trading deals with big Chinese cryptocurrency miners PROJECTS Independent Researcher on Blockchain and Cryptocurrency, NY June 2017-August 2017

l Developed network hash power projection models aimed at maximizing mining profits

l Researched the volatility structure of cryptocurrency and built quantitative trading strategies based on top of it

l Studied the mechanism of a mixed system of PoW and PoS and become a community contributor for the top-tier Blockchain open source project Decred

l Built an ICO rating web application using R shiny to give the market more transparency and rationality SpiderRock Advisors Practicum, Chicago January 2017-May 2017

l Studied three pairs of option overlay strategies (BXM, BXN, and BXR); calculated the percentages of time that buy-write indices outperform their corresponding long positions using software R with data from Bloomberg

l Researched on the implied and historical volatility of three underlying markets (S&P 500, NASDQ, and Russell 2000) and employed classification algorithms to differentiate them with accuracy of 40%-50% under various conditions Sunrise Futures Financial Data Modeling Competition, Chicago April 2017

l Made exploratory data analysis for the given financial dataset using Python’s packages, such as Matplotlib and Seaborn; created dummy variables to capture the time effect during a day

l Built several regression models, such as Lasso and Ridge Regression, to predict a financial variable; conducted the hyper parameter tuning and reported the final out-of-sample R Square SKILLS Computer: R, Shiny, Python, TensorFlow, PostgreSQL, Linux, Language: Native speaker of Mandarin Chinese and fluent in English YUAN XIONG 1627 East Florida Ave, Apt.104B •Urbana, IL 61802• (217) 819-8923 •[email protected]

EDUCATION UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Master of Science in Financial Engineering, December 2017 GPA: 3.66/4.0 WUHAN UNIVERSITY Wuhan, China Bachelor of Science in Financial Engineering, June 2016 GPA: 3.76/4.0 • Twice first-class Scholarship of Wuhan University • Excellent graduate of Wuhan University

EXPERIENCE MarketAxess Holdings Inc. Champaign, IL, USA Practicum team member in ETF Department September 2017-December 2017 • Analyzed the liquidity/trading patterns of HY bonds held by the 2 largest ETFs versus the broader HY universe • Constructed sector/ratings/other groupings within those subsets to offer proxy trading baskets • Designed a pricing mechanism based on MKTX prices to trade the above baskets Hubei Provincial High Technology Industry Investment Co., LTD Wuhan, China Intern in the Investment Department June 2017-August 2017 • Worked in private equity project teams • Performed the due diligence on target companies and corresponding industry research • Communicated with senior executives of target companies • Sought for proper companies to invest Changjiang Securities Wuhan, China Intern in the Quantitative Investment Department January 2016-March 2016 • Analyzed research reports • Tested a factor rotation strategy model with real data GF Securities Wuluo Road Business Department Wuhan, China Customer Manager Intern January 2015-February 2015 • Entered and classified customer information of the whole year • Received customers and assisted them with their accounts

RESEARCH Economic Analysis on the Population Structure and Environment Problem of Central China Wuhan, China Research Member in a student project March 2014-March 2015 Supervisor: Professor Ye Chusheng • Conducted questionnaire survey in the countryside of central China to collect data • Estimated the long-term equilibrium relationship of the Kuznets demand of China in the cointegration method • Inspected China’s PM2.5 and PM10 population - Environmental Kuznets Curve with nonlinear equation model

CERTIFICATION • Passed Level I of CFA Program

SKILLS • Language: Native speaker of Chinese, fluent in English • Technical: Excel, Access, SAS, EVIEWS, C++, R and Python BIN XU 402 Village Park Way • Savoy, IL, 61874 • [email protected] • (217)208-1704

EDUCATION AND AWARD University of Illinois at Urbana-Champaign August 2016 – December 2017 Candidate for Master of Science in Financial Engineering GPA: 3.62/4.0 Core Course: Financial Computing(C++); Stochastic Calculus(Python); Risk Management; Financial Derivatives; Statistical Methods in Finance; Numerical Method National University of Singapore August 2009 - July 2013 Bachelor of Engineering, Honors GPA: 4.1/5.0(top 10%) Major in Electrical Engineering & Mathematics

WORK EXPERIENCE Connexin Group LLC Champaign, IL Quantitative risk analyst intern (Programing language: Python, Tableau) June 2017 - August 2017 • Assist Quant Developer to validate and test internal exotic option pricing models and volatility surface generation method by benchmarking method, back testing and assumption review analysis • Validate and improve key rate duration calculation of entire fixed income portfolio and analyze portfolio sensitivity to the change in certain yield with given maturity. • Work with Quant Analyst to identify the best performing model on predicting and categorizing default probability of borrower in the P2P lending business by training, validating and testing 390K data using Logistic Regression and Random Forest methods. • Design and develop a Tableau dashboard to visualize key result such as KPI and KRI from private lending project; present and communicate key information to manager

PRACTICUM EXPERIENCE BMO BANK OF MONTREAL Chicago, IL Practicum quantitative data analyst, AML department August 2017 - Present • Pulled 1.8G customer profile and credit card transaction data by querying Google BigQuery from Google Cloud Platform and create detection logic based on industry standards (Wolfsberg Principles) • Build money laundering activity predictive model by using machine learning algorithms to segregate customers into seven categories based on their customer attributes and transaction data. AXIS REINSURANCE COMPANY Champaign, IL Practicum risk analyst August 2017 - Present • Produce an optimal portfolio of catastrophe treaties and participations with constraints on minimum premium and maximum possible loss from a single event across the portfolio.

PROJECTS Estimate portfolio VaR using Historical and Delta-Normal methods January 2017 -May 2017 • Developed a system (R) to estimate the value-at-risk of a portfolio containing 78 State Street North American ETFs, using Weighted Historical Simulation and Delta-Normal methods

HONORS Holder of Singapore SM2 full scholarship for PRC students (Top 5% applicants) August 2009 - August 2013 Dean's List of NUS Engineering Faculty August 2011 - January 2012 Mathematical Contest in Modeling Honorable Mention Top 25% of teams September 2012

SKILLS& & CERTIFICATES Programming Languages: • C++ • Python • MATLAB • R • SQL • VBA • SAS Softwares: • Bloomberg • MS Office • LATEX • Tableau • Qlikview CFA (Chartered Financial Analyst) Level I (passed) July 2015 SAS Base Programmer Certificate July 2017

SHAN XU (217)721-4334 | [email protected] 508 E. University Avenue, Apt.420·Champaign, IL 61820 Education University of Illinois Urbana-Champaign, IL Master of Science in Financial Engineering, December 2017 Wuhan University Wuhan, China Bachelor of Science in Mathematics and Applied Mathematics, June 2016 (Financial Mathematics Track)  Outstanding Graduate(Top 5%l) June 2016  Second-class Renmin Scholarship (Top 10%) . September 2015  Merit Student (Top 7%) December 2015, 2014  First-class Renmin Scholarship (Top 5%) September 2014  Excellent Student Cadre (Top 2%) 。 . August 2014  Second-class Renmin Scholarship (Top 10%) . . September 2013 Experience Bank of China, Guiyang, China August 2015-July 2016 Credit Risk Intern  Conducted descriptive data analysis in a data set with more than one million rows and fifty columns, which includes data for clients' personal financial information as well as macro economics data  Applied variable clustering algorithm to achieve data dimension reduction, and built a personal credit scoring model by logistic regression.  Finished a 25-page final report, presented the results to department directors as a team member COMAP's Mathematical Contest in Modeling (MCM), Eradicating Ebola Problem February 2015 Meritorious Winners (Top 9%, 7600+ teams Worldwide)  Adapted SIQR model to simulate the diffusion system of Ebola virus  Applied SOM neural network to cluster the infected areas with similar urgency level  Built an optimization model to meet the vaccines demands of every infected area and to minimize a weighted objective function of transportation cost and transportation time consumption  Finished a 36-page paper, conducted all the numerical calculations, simulations as well as figures drawing by MatLab National Innovative Research Program for Undergraduates May 2014-May 2016 Personalized Recommendation System Based on Social Media  Selected as the top 10% teams out of 600+ teams in Wuhan University  Adapted Web crawler in Python to extract tweets from clients' social network websites (social circle) as well as tweets from their social network connections (neighborhood structure)  Built a grading function to filter high quality tweets according to their replies, re-tweets and URL amounts  Applied LDA method to detect latent topics in high-quality tweets and used clustering method to further group them into several center topics  Evaluated clients' correlation degrees with each center topic, and made recommendations based on the correlations Skills Programming: MatLab, R, C, Lingo, LATEX, EVIEWS

Shuheng Yan 117 Sterling Court, Savoy, IL 61874 • Cell: (217)305-0862 • [email protected] EDUCATION UNIVERSITY OF ILLINOIS AT URBANA-CHAMPAIGN Urbana-Champaign, IL Master of Science in Financial Engineering, December 2017 GPA: 3.7/4.0 Core courses: Financial Computing (C++), Statistical Methods (R), Financial Risk Management, Numerical Methods, Financial Derivative, Electronic Trading (Python) TONGJI UNIVERSITY (Ranking Top 20 in China) Shanghai, China Bachelor of Science, Applied Physics, July 2016 GPA: 4.5/5.0 (Ranking Top 10%) Core courses: Linear Algebra, Probability and Mathematical Statistics, Methods of Mathematical Physics, Computational Methods in Physics and Engineering Ø Outstanding Graduates Awards (Top 10%) for 2016 academic year; Ø Meister Scholarship (Top 15%) for 2014 academic year; Ø The Second Prize Scholarship(Top 15%) for 2013, 2014 and 2015 academic year; Ø MATHEMATICAL MODELING COMPETITION OF TONGJI UNIVERSITY 3rd prize, May 2015 WORK EXPERIENCE DIVISA US LLC Jupiter, FL Quantitative Trade Engineer Intern (Programing Language: Python, C++, SQL) June 2017-August 2017 l Worked with Quant Developers to develop trading tools and GUI, including enhancing data feed monitor system using Python/PyQt5 and Version Control System to avoid exchange rates divergence caused by low latency or disconnection l Investigated order infrastructure concerning order transmission speed and execution time; established order flow diagram by writing SQL to query data from different databases. l Accelerated data processing speed and achieved to clean 10,000 lines of data in 1s through FIX protocol using C++ l Automated trade reconciliation process to ensure net positions match among Xcore database and other databases; uploaded MT4 database into Salesforce through Kooltra REST API in Python PRACTICUM EXPERIENCE PEAK6 Chicago, IL Practicum Student, Quantitative/Data Analyst specialized at strategy August 2017- Present l Processed and analyzed 40G intraday/daily stock prices data provided by Peak6 and option open interest data from Bloomberg l Collaborate with senior traders to design an intraday equity alpha strategy and used machine learning algorithm to select key features of stock (such as RSI, VWAP, etc.), open interest, etc. and construct pattern and construct prediction model SKILLS Programing and Software: C/C++, R, Python, MATLAB, SQL, Mathematica, Bloomberg Quantitative knowledge: Monte Carlo Simulation, Derivative Pricing, Quantitative Risk Management, Algorithm Trading PROJECTS FIXED INCOME KRD AND RISK MANAGEMENT Urbana-Champaign, IL Team leader May 2017- June 2017 l Estimated the key rates duration of portfolio, performed historical simulation in Matlab and calculated VaR and Expected Shortfall l Built models on corporate bond spread risk and conducted multi-regression analysis on the predication of OAS based on a few benchmark factors l Collected detailed bond information in Bloomberg and back tested various model assumptions TRADING TECHNOLOGIES ALGO SHOWCASE Urbana-Champaign, IL Team member November 2016-January 2017 l Collaborated with teammates to design a trading strategy based on Bollinger Band using Trading Technologies ADL platform to be used in high volatilities and low volatilities markets l Traded through simulated account by getting and made adjustment to the algorithm through trading process COURSE PROJECTS l Option pricing via Fast Fourier Transform based on the Heston Stochastic Volatility Model and Merton Jump-Diffusion Model l Pairs trading strategy implementation using R LEADERSHIP & ACTIVITY STUDENTS’ UNION OF COLLEGE OF PHYSICS, TONGJI UNIVERSITY Shanghai, China Vice President December 2013-June 2015 Hosted ‘Day for Association’ activities including several social events

ZIQIAN YING 29 E Green ST, APT 311 Champaign, Illinois, 61820 217-200-6688 [email protected]

EDUCATION

University of Illinois – Urbana Champaign, IL Aug, 2016 – Dec, 2017 Master of science: Financial Engineering Financial Engineering CFA Level 1 Candidate

University of Connecticut, Storrs, CT Aug, 2012 – Dec, 2015 Bachelor of Art in Liberal Arts and Science: Applied Mathematics GPA 3.62/4.0 Minor: Economics Certificate in Quantitative Economics Dean’s List Fall 2012, Fall 2013, Fall 2015

PROJECT

University of Illinois Investment Office, Champaign, IL Jan 2017 – May 2017 Fixed Income Portfolio Risk Management (Practicum) Collected and analyzed data; conducted research using Bloomberg on Mortgage-Backed Securities related to university investment portfolio Designed a quantitative stress testing model to do scenario analysis and calculate project-bond-loss of each security Create multifactor regression model to forecast OAS of CMBS and developed a GUI by Matlab Evaluated performance of actual and projected portfolios

WORK EXPERIENCE

China Galaxy Investment Management Co., LTD, Beijing, China Apr 2016 – Jun 2016 Risk Manager Intern Analyzed corporate reports to predict return through skillfully programing data using R programing language and Excel Analyzed data from corporate annual reports, loaded the data, and queried database via R language Designed robust project to standardize process of managing accounting reports

Bank of Chengdu, Chengdu, China Jun 2015 – Jul 2015 Personal Wealth Management Intern Contributed to development of financial analysis model and generated internal report Facilitated practical recommendations based on clients’ funding needs, and conducted financial planning based on clients’ investment interest Archived quantitative models for closed deals and documented algorithm for future use

ACTIVITIES

Master of Science in Financial Engineering Program, Champaign, IL Jan 2017 – present Student Leader Organize meetings and activities to facilitate and accomplish academic success in MSFE program

Nanchong Yingshan Primary School Voluntary Tutoring Program, Nanchong, China Jun 2014 Math/ English Tutor Volunteered in teaching math and English for classes in the primary school and took responsibility for interpretation for foreign teachers

SKILLS

Programming Languages: C++, MATLAB, STATA, R Software: Microsoft Office (Excel, Word, PowerPoint) Languages: Mandarin (native), English (fluent) JOONHA YOON Building 1611 Room 303B, 1601 E Florida Ave., Urbana, IL, 61802 | 217-648-8278 | [email protected]

EDUCATION University of Illinois at Urbana-Champaign December 2017 Master of Science in Financial Engineering GPA: 3.51/4.0 - MIL Practicum Certification (UIUC Margolis Market Information Lab Basic Certification) (Capital IQ, @Risk, Bloomberg, Morningstar Direct, Rotman Interactive Trader. etc) - Relevant Courses : Financial Computing, Financial Risk Management, Electronic Trading, Financial Derivatives, Statistical Methods in Finance, Numerical Methods in Finance, Stochastic Calculus, Optimization in Finance, Option trading and Market Making, Algorithmic trading.

University of Seoul (Seoul, South Korea) August 2016 Bachelor of Science in Electrical and Computer Engineering GPA: 3.67/4.5 - Scholarship for Excellent Achievement Fall 2013 PROJECTS Google Practicum September 2017 – Present - Analyzing associations between weather and financial outcomes. - Applying machine learning process on a Financial Data base and the National Oceanic and Atmospheric Administration [NOAA] data base with Tensorflow. Pricing Multi-Asset Option via Binomial lattice model March 2017 – May 2017 - Coded option pricing program for N many underlying assets in C++ with Newmat. - Improved computing speed by 95% by using Memoization and Dynamic programming technique with mapping function. - Improved time efficiency for the option with more than 5 assets by using Monte Carlo method with variance reduction technique. - Analyzed the optimal pricing method for the different number of assets. Sunrise Futures 2017 Financial Data Modeling Competition April 2017 - Constructed a linear regression model with R square value of 0.42 for HFT data over three months. - Used machine learning and back testing technique to check the accuracy of the model using Python and R. ETFs Portfolio Risk Analysis March 2017 - Calculated VaR of a portfolio with 78 ETFs using Delta Normal, Historical, and Monte Carlo methods in R. - Constructed fake return values to increase the reliability of VaR by using GARCH model. Pricing Discrete and Continuous Barrier Options via Mote Carlo Simulation December 2016 - Programmed for European Down-and-Out Discrete and Continuous Barrier Options in C++ - Compared the difference among theoretical and simulated price - Reduced the calculation time with probability adjustment-term by using Brownian bridge Portfolio Optimization Software under Parallel Shifts in Term Structure October 2016 - Coded a Linear Program for Portfolio Optimization in C++ - Optimized portions of each bond by using duration and convexity matching EXPERIENCE Insticator June 2017 – August 2017 Data Scientist Internship Manhattan, New York City - Participating in the revenue forecasting project in the finance department - Coded the automatization program for OTE process in Python , VBA, and SQL and reduced the processing time by 97%. - Built regression and time-series models with seasonality analysis for revenue forecasting in Python - Optimized floor price of digital ad auction according to ad categories by using machine learning process in Python. Urban Disaster Safety Research Center (University of Seoul) March 2013 - March 2014 Research Assistant - Participated in the project “Patient Isolated Stretcher with Self Pressure Control System” - Taught 3D printing to 60 architectural engineering students. ADDITIONAL SKILLS Language : Korean (native), Japanese (intermediate) Programming : C++, Python, R Applications: Excel, Capital IQ, @Risk, Bloomberg, Morningstar Direct, Rotman Interactive Trader, Matlab ACTIVITIES MENSA (High IQ Society) September 2011 - Present JIE ZHANG 1321 N Lincoln Ave, Room 3103, Urbana, IL 61801 ⋅ 217- 3051893 ⋅ [email protected]

EDUCATION

EDU Ui University of Illinois Urbana-Champaign, IL Master of Science in Financial Engineering, December 2017 GPA:3.70/4.00

Zhejiang University Hangzhou, China Bachelor of Science in Information & Computing Science, July 2016 GPA:3.40/4.00

EXPERIENCE Societe General, Zhigang Wang Hangzhou Branch, China Intern, Department of Investment Product September 2015-January 2016 • Executed basic operations of financial derivatives • Assisted in discrepancy under documentary credits, bank acceptance bill under the L/C and accounting tasks • Connected with customers and provided advice

PROJECT

Project: ‘Ash Brokerage Practicum’ Feburary 2017-May 2017 • Programmed R code for asset allocation under Cvar restrictions • Back-tested and analyzed data • Reported and presented the overall findings

Project: ‘Study on the Optimization of Quality Factor in Multi-Sequence’ March 2014-May 2015 • Programmed enumeration and randomized search application within a program based on Matlab • Collected and analyzed data • Reported and presented the overall findings

LEADERSHIP

Chairperson, Social Practice, Zhejiang University August 2014 & August 2015 • Organized and participated in two volunteer activities: Jixing South Lake Memorial Hall and Zhejiang Museum • Advocated everyone to protect cultural heritages

Student Liaison Minister, Student Union, Zhejiang University September 2013-January 2014 School of Mathematical Science • Coordinated activities between departments and other student organizations • Planned and organized lectures for students such as the Trilogy Company English lectures • Communicated with business owners to seek sponsorships for school events

Global Volunteer, AIESEC ZJU, Zhejiang University September 2012-September 2014 • Designed the recruitment plan and assisted to recruit new members • Assisted the members who applied for international volunteer activities such as teaching in Africa and Southeast Asia

Skills Language: Native in Chinese, fluent in English Technical: VB, VC+, C#, JAVA, R, Matlab, Python, SAS XU ZHAO 302 E John Street, Apt 1501, Champaign, IL 61820, (217) 419-2622, [email protected] EDUCATION University of Illinois at Urbana-Champaign Champaign, IL Master of Science in Financial Engineering, GPA: 3.77/4.00 Aug 2016~Dec 2017 ➢ Coursework: Financial Economics, Financial Computing (C++), Statistical Methods (R), Financial Risk Management, Numerical Methods (Python), Financial Derivative, Electronic Trading, Term Structure, Optimization in Finance Fudan University Shanghai, China Bachelor of Science in Mathematics and Applied Mathematics Sep 2012~Jul 2016 ➢ Coursework: Applied Statistics, Stochastic Calculus, MATLAB Programming, Life & Non-life Actuarial Science, Introduction to Financial Engineering, Financial Institutes & Markets ➢ Undergraduate Scholarship of Fudan University Dec 2013 & Dec 2015 ➢ 1st Prize in China National High School Mathematical Olympiad (Top 20 out of 240,000) Oct 2011 EXPERIENCE Divisa Capital Jupiter, FL Quantitative Trade Support Engineer Intern, Development Team Jun 2017~Aug 2017 ➢ Built ad hoc FOREX market orderbook based on FIX protocol from multiple liquidity providers using Python (numpy, pandas, matplotlib) and SQL, which integrates data query from multiple symbols and orderbook visualization ➢ Assisted in developing the tick data monitor tool based on Version Control System using Bitbucket & JIRA ➢ Designed and modified GUI for order investigation system using PyQt5 and TkInter module in Python ➢ Utilized socket programming with multithreading to accelerate the TCP communication between client and servers by 50%, then parsed buffered FIX messages into database continuously based on BOOST & MySQL Connector using C++ Huatai Securities Asset Management CO.LTD (AUM of 120 billion dollars) Shanghai, China Quantitative Analyst Intern May 2016~Jun 2016 ➢ Designed and developed historical simulation and Monte Carlo simulation to compute and analyze the VaR of the asset portfolios with R, built back-test tool and then created a risk appraisal model to monitor daily transactions ➢ Assisted Risk Director to perform stress testing on equity, commodities and fixed income portfolios (Corporate Bond, MBS, ABS) after validating and testing assumption, and enhancing input data quality by using Python ➢ Worked with the team to analyze and validate portfolio exposure (Greeks, KRD, sensitivity to other benchmark factor) calculation, verified that MATLAB and SQL code implementation is consistent with model documentation, then wrote and improved technical documentation The China Industrial Bank Fund Management CO.LTD (AUM of 18 billion dollars) Shanghai, China Trading Assistant Jul 2015~Sep 2015 ➢ Predicted the future Bond Index trend based on CPI and Stock Index using multilinear regression using R ➢ Used self-defined Excel functions to collect data and update the bond credit censoring system simultaneously PROJECTS CME Trading Challenge Chicago, IL ➢ Demo futures trading on commodities, gold, index, etc. based on Relative Strength Index Sunrise Future Financial Modelling Competition Chicago, IL ➢ Utilized high frequency tick data of price and volume to explore linear relationship between multi-assets Course Projects Champaign, IL ➢ Pairs trading strategy implementation (R) ➢ Option pricing with stochastic volatility using PDE method & Monte-Carlo method (Python) ➢ Barrier option & Asian option pricing using Monte-Carlo method and Variance Reduction implementation (C++) PROGRAMMING & CERTIFICATE Programming Python, C++, MATLAB, R, SQL, JIRA, Bitbucket, Dreamweaver, Bloomberg, Thomson Reuters Certificate FRM Part II Candidate JIE ZHANG 909 S, 5th St, #507, Champaign IL, 61820 (217)305-1893 [email protected]

EEDU DUCATION Ui UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Candidate for Master of Science in Financial Engineering,August 2016 GPA:3.91/4.00

Zhejiang University Hangzhou, China Bachelor of Science in Information & ComputingScience, July 2016 GPA:3.40/4.00

EXPERIENCES Societe General, Zhigang Wang Hangzhou Branch, China Intern, Department of InvestmentProduct September 2015-January 2016  Executed basic operations of financialderivatives  Assisted in discrepancy under documentary credits, bank acceptance bill under the L/C and accounting tasks  Connected with customers and provided advice

PROJECT Project: ‘Linear Attacks on dynamic S-boxes’ August 2015-May 2016  Summarized and proved the basic properties of dynamic S-boxes  Theoretically proved the stability of dynamic S-boxes against linear attacks  Simulated the process of linear attacks using Monto Carlo Simulation

Project: ‘Study on the Optimization of Quality Factor inMulti-Sequence’ March 2014-May 2015  Programmed enumeration and randomized search application within a program based onMatlab  Collected and analyzed data  Reported and presented the overall findings

LEADERSHIP Chairperson, Social Practice, ZhejiangUniversity August 2014 & August 2015  Organized and participated in two volunteeractivities: Jixing South Lake Memorial Hall and Zhejiang Museum  Advocated everyone to protect culturalheritages

Student Liaison Minister, Student Union,ZhejiangUniversity September 2013-January2014 School of Mathematical Science  Coordinated activities between departments and other studentorganizations  Planned and organized lectures for students such as the Trilogy Company English lectures  Communicated with business owners to seek sponsorships for school events

Global Volunteer, AIESEC ZJU, Zhejiang University September 2012-September 2014  Designed the recruitment plan and assisted to recruit newmembers  Assisted the members who applied for international volunteer activities such as teaching in Africa and Southeast Asia

Skills Language: Native in Chinese, fluent inEnglish Technical: VB, VC+, C#, JAVA, R, Matlab Wenbo (Troy) Zhu 302 E John St, APT 1501, Champaign, IL, 61820 | (361) 813-2378 | [email protected] GitHub Sample Coding Work: https://github.com/zhuwenbo Linkedin: Wenbo Zhu EDUCATION ➢ University of Illinois at Urbana Champaign GPA: 3.44/4.0 Master of Science, Financial Engineering December 2017 Coursework: Financial Computing (C++), Statistical Methods in Finance (R), Financial Risk Management (Matlab), Numerical Methods in Finance, Financial Derivatives, Electronic Trading, Term Structure Modeling, Optimization in Finance ➢ Texas A&M University – Corpus Christi GPA: B.S.: 3.92/4.0, M.S.: 3.75/4.0 Master of Science & Bachelor of Science, Mathematics May 2016 Thesis: Optimal Strategies for Asymmetrical Wealth Endowments (Writing Sample) Minors: Computer Science and Personal Financial Planning Summa Cum Laude, Honor Program WORK EXPERIENCE ➢ CME Group Chicago, IL Clearing Division Risk Intern, OTC Derivative Valuation and Clearing Solution July 2017 - Present • Analyze and test performance of Calypso system OTC FX option pricing model via benchmarking and stress testing methods, successfully found a few observations and produced validation report. • Collaborate with quant team to validate SABR stochastic volatility model which generates CME volatility surface, investigate Black residual estimation method in Python. • Handle multiple ad hoc information requests from other departments; providing pricing and margin information by querying database in SQL. • Assist senior analyst to research on CME internal OTC Interest Rate Swap pricing model, comparing the output with Bloomberg data and investigate the driver of discrepancies. • Build and implement model validation and risk analytics tool via using Excel VBA and Python. ➢ Bank of East Asia Shanghai Summer Analyst, Risk Division June – Aug 2015 • Assisted IT and model team to design, develop and successfully launched internal trading portfolio liquidity risk monitoring and escalation system. • Enhanced portfolio risk estimation by implementing credit offset module to calendar spread, inter-commodities spread trade in the historical simulation process. • Worked with FX team of Financial Market Department and confirmed deals with FX traders. • Assisted team to automate calibration to Shanghai Clearing House variation margin data in SQL. PROJECT HIGHLIGHTS ➢ Commodities and Fixed Income Portfolio Risk Measurement Calculation Jan – May 2017 • Validated and enhanced portfolio VAR calculation by backtesting EWMA/GARCH(1,1) 4-year historical simulation, various parametric methods and Monte Carlo methods. • Designed and implemented multilinear regression analysis on predicting option adjusted spread of fixed income products, built a Matlab GUI for user interaction and visualizing result. SELECTED SCIENTIFIC PUBLICATION AND PRESENTATIONS ➢ Philippe E. Tissot , Wenbo Zhu, “Development, Assessment and Implementation of an Automated Water Gap Filling Method for Tide Stations with Dual Water Level Sensors” (DOI:10.1109/OCEANS.2014.7003065: Publication Page) ➢ Wenbo Zhu, Mike Rink, Philippe Tissot, “An Automated Method for the Gap Filling of Water Level Time Series” (October, 2013) ➢ Wenbo Zhu, Hoang Nguyen, Philippe Tissot, “Model Comparison for Improving Water Level Data Quality” (March, 2013) ➢ Wenbo Zhu, Hoang Nguyen, Philippe Tissot, “Interpolation of Primary Water Levels with Back Up Water Levels At TCOON Stations” (January, 2013) TECHNICAL SKILLS & OTHER Programming: C++, Python, Matlab, R, VBA, SQL Software: Microsoft Excel, PowerPoint and Word, Bloomberg Level 6 (/8) Accordion Certificate issued by Central Conservatory of Music of China

PETER YI ZHU [email protected] ● 1327 N Lincoln Avenue, 1011B, Urbana, IL 61801 ● (217) 305-1186 EDUCATION UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Master of Science in Financial Engineering, December 2017 GPA: 3.87/4.0 Coursework: Statistical Methods (A+), Financial Computing (A+), Financial Economics (A+), Numerical Methods, Financial Risk Management, Financial Derivative, Option Trading & Market Making, Term Structure Models DALIAN UNIVERSITY OF TECHNOLOGY Dalian, China Bachelor of Engineering, Electronic and Information Engineering, June 2012 GPA: 80/100 Dual Bachelor, English, June 2012 GRE: 335/340 Honored Innovative Practice Program (Top 5% Students): Successfully accomplished 5 challenges in 3 years Sports & Cultural Scholarship: 2009, 2010, 2011, 2012 National Utility Model Patent: 2 Patents PROFESSIONAL EXPERIENCE BMO BANK OF MONTREAL Chicago, IL Practicum Quantitative Data Analyst, Anti-Money Laundering(AML) Risk Department August 2017 - Present • Assisted AML team to design suspicious activity detection model, using logistic regression, random forest, and other statistical methods to segregate customers into different categories based on their customer profile & transaction data • Processed and analyzed customer profile and credit card transaction data of thousands of clients, by SQL querying on Google BigQuery from Google Cloud Platform and programming using Python Pandas and Scikit-learn CONNEXIN GROUP LLC Champaign, IL Quantitative Risk Analyst September 2017 - Present • Assisted Risk Manager and Quant Developer to design and develop CDRS Portfolio Risk Appetite Statement Alerting system in Python to help clients achieve real-time risk control and compliance goal • Validated and back tested SVAR models and exotic option pricing model via model assumption review, input data quality control, regression analysis and benchmark model development • Designed and trained private lending risk model on over 400k personal loan records with over 100 features using Machine Learning method such as logistic regression, SVM and random forest in Python and SQL ERICSSON Dalian, China Intern Team Leader & Integration Engineer, Global Service Center October 2011 - January 2014 • Led 5 engineers to deliver network technical upgrade, software testing & debugging, emergency troubleshooting, and performance data analysis project in Indonesia and received recognition for excellent technical skills and leadership • Held conference with customers negotiating on technique options, time table and technical support coordination • Successfully delivered more than 10 global telecom network technique projects as engineer, remotely or abroad onsite SELECTED ACTIVITIES & PROJECTSs International Association of Quantitative Finance (IAQF) Competition Champaign, March 2017 • As captain, represented UIUC in IAQF Competition; Utilized quantitative analysis methods such as vector auto- regression and granger causality test to study the effect of increasing interest rate on financial markets in post-QE era DAVOS World Economic Forum Dalian, China, September 2009 • Passed 5 round of interviews to be selected as 1 of 8 representatives from 140,000 colleague students in Dalian City • Meeting coordinator for Prime Minister of China and President of World Economic Forum in private session SKILL, CERTIFICATES & OTHER ACTIVITIES CFA: Level I FRM: Level I National Computer Rank Examination: Rank 3 Technical: C++, R, Python, MATLAB, MT4, Bloomberg, Google Bigquery, MYSQL, Microsoft Office, Tableau Vice President, EE Department Student Association, Dalian University of Technology, August 2010-July 2011 Popular Host of Campus Ceremony & Activity, Dalian University of Technology, September 2008 – June 2012