Xiao Liu - Illinois MSFE - University of Illinois at Urbana
Transcription
Xiao Liu - Illinois MSFE - University of Illinois at Urbana
Xiao Liu 401 E Chalmers St., Champaign, IL 61820; Phone: (217) 979-0352; Email: [email protected] EDUCATION University of Illinois at Urbana-Champaign Aug. 2014-Dec. 2015 Master of Science, Financial Engineering GPA: 4.0/4.0 (top 2.5%) Selected projects: Exotic options valuation; portfolio optimization through linear programming Selected courses: Risk Management; Financial Derivatives; Stochastic Calculus; Numerical Methods in Finance Zhejiang University, China Aug. 2010-Jun. 2014 Bachelor of Economics, Finance GPA: 3.80/4.0 (top 5%) Honors: First Class Honors Scholarship; Merit Students of Zhejiang University Awards: First Prize of Zhejiang Province Collegiate Advanced Mathematics (Calculus) Contest. Selected courses: C++ Programming; Data Structure; Time Series Analysis; Advanced Econometrics University of California, Berkeley Jun. 2012-Aug. 2012 EXPERIENCE Alpha Capital, Inc., New York Jan. 2015-Present Investment Banking Analyst ·Involved in the M&A project of ALTe; drafted the pitch book for ALTe; pinpointed the target companies list. ·Applied Excel VBA on three statement models analysis, comparables valuation, DCF valuation, sensitivity analysis, ten-year projections for several companies. 2015 IAQF Quantitative Finance Academic Competition, New York Jan. 2015-Feb. 2015 Team Leader ·Identified the major reasons for the shortfall of the Defined-Benefits pension plan; designed an dynamic asset allocation model, which takes care of longevity risk and salary growth rate risk; introduced glide path strategy and longevity bonds to the asset allocation. ·Applied stochastic process and Monte Carlo simulation in the Matlab program, and showed that our dynamic asset allocation model could mitigate the shortfall risk, and reduce the costs for companies. 2015 PRMIA Risk Management Competition, Chicago Dec. 2014-Jan. 2015 Team Leader ·Runner up of the regional final. ·Conducted an executive summary on P2P lending business of China Risk Finance; devised a logistic model for quantitative credit rating methodology; designed an automated loan generating system. IPO and Earnings Persistence Research Project Dec. 2013-Jun. 2014 Research Assistant ·Applied SAS programming skills to analyze ten years historical data of companies which went IPO between 2000 and 2003, and investigated IPO effect on earning persistence by analyzing the correlativity between the profitability and six core financial factors. ·Applied time series analysis and Wilcoxon test in the SAS program to analyze historical statistics. ·Gained the honor of Excellent Graduation Thesis. China Merchants Bank Jul. 2013-Aug. 2013 Retail Banking Department Intern ·Processed and analyzed client data by Excel. Based on the quantitative analysis about the monthly sales volume of different credit cards, I introduced an idea to combine gas station service with car-themed credit card point in order to attract potential customers, which was adopted by the retail banking department. ·Promoted wealth management products; gave customers financial investment advices based on their inquiries. LEADERSHIP & ACTIVITIES Vice President of the Table Tennis Association of Zhejiang University Feb. 2013-Feb. 2014 ·Represented ZJU by playing table tennis match with the National Table Tennis Team of Congo. ·Organized ZJU Table Tennis Competition; trained association members every other Saturday night. ·Championship of the ZJU Table Tennis Competition. President of Finance Major, Zhejiang University ·Organized class activities and managed daily class affairs for a 40-student major. ·Initiated a special graduation camping trip for 40 senior students in Finance major. ·Honor of Outstanding Class Leader. Aug. 2012-Jun. 2014 SKILLS AND INTERESTS ·CFA Level II Candidate ·Computer : C/C++; Matlab; R; SAS; Excel VBA; Stata; SQL; HTML; Bloomberg; Crystal Ball ·Language : Mandarin (native), English (fluent), Japanese (elementary) ·Interests : Piano (proficient), Table Tennis (proficient), Soccer, Drawing