Beruflich Dokumente
Kultur Dokumente
EDUCATION
Columbia University, Graduate School of Arts and Sciences, New York
Master of Arts in Mathematics of Finance Expected May 2011
Current Coursework Topics: Trading Strategy Design and Implementation, Option Pricing, Monte Carlo Simulation,
Market Risk and VaR, Credit Risk, Interest Rate Risk, Risk Management, Brownian Motion, Markov Chain, Martingales,
Stochastic Processes, PDEs, Black-Scholes Formula, Time Series Analysis, Linear Regression Models, Stochastic
Processes, the Greeks
Future Coursework Topics: Term Structure of Interest Rates, Fixed Income Derivatives, Equivalent Martingale Measures,
Utility Maximization, Monte Carlo Calculations of VaR, Asset Allocation Modelling, Numerical Methods in Finance
EXPERIENCE
Hai Tong Assets Management (HK) Limited, Hong Kong Dec 2009/ Jan 2010
Intern, Private Equities Department
Conducted Due Diligence Investigation on target companies by analyzing financial reports, risk factors and marketing
strategies in a $100 million private equity investment project
Liaised with the private equity fund manager to write the investment proposal for clients
Collected capital market data for industry analysis
PICC Property and Casualty Company Limited, Beijing, China Summer 2009
Intern, Department of Reserve Assessment
Researched on the calculation methods of unearned premium reserve of extended warranty and composed a research
paper introducing an improved actuarial method based on statistical analysis
Collected and analyzed the domestic Traffic Accident Liability Insurance data for the company’s management team,
which led to improved understanding of the company’s position in the market and future development
ACTIVITIES
ADDITIONAL