Gi Hong Ann Bendheim Center for Finance, Princeton University, Princeton, NJ, 08544 | gann@princeton.edu | 510-508-2971

EDUCATION Princeton University aaaaaaaaaaaaa Princeton, NJ Master of Finance – Financial Engineering cluster May 2019 Expected Courses: Asset Pricing, Financial Econometrics, Fixed Income Modeling, Machine Learning and AI,

Computational Finance in C++, Linear / Nonlinear Optimization, Algorithms and Data Structures University of California at Berkeley aaaa aaaaaaaaa Berkeley, CA Bachelor of Arts in Economics and Statistics May 2015 Courses: Linear Modeling, Stochastic Process, Probability Theory, Time Series Analysis, Partial Differential Equations Certification: Passed CFA level 3 (Jun. 2017) EXPERIENCE J.P. Morgan New York, NY Market Risk Management Analyst: Global Commodities Trading Oct. 2016 – Jun. 2017 § Quantified P&L impact from changes in North America energy desk’s (oil and natural gas) option smile and skew

exposure through design of stress scenarios using time series analyses, shock calibrations, and results back-testing. § Performed due diligence of large/exotic trades by analyzing market fundamentals, inspecting deal economics, and

performing stress tests with various hedge options to enable trading desks to come up with the most suitable structure. § Decomposed desk P&L by its risk through development of VBA-based tools and used them to draft notes on top

exposures, market fundamentals, and trading activities. The notes were distributed to senior traders and risk managers. Market Risk Management Analyst: Mortgage Backed Securities Trading Nov. 2015 – Oct. 2016 § Facilitated efficient risk/return decisions of the U.S. residential MBS trading desk by actively following markets to

highlight event risk, performing scenario tests, identifying/explaining P&L drivers, and devising new risk metrics. § Analyzed changes in trading desk’s risk profile from shifting interest rate term structure assumptions embedded in

mortgage valuation models by performing scenario tests and presenting the results to senior traders and researchers. § Developed a model to estimate P&L of Non-Agency RMBS trading portfolios under stressed-market environments

(mortgage credit widening, housing price decline, and rate rallies) and back-tested the model to validate its accuracy. § Innovated risk metrics to capture basis risk between multiple RMBS assets and desk’s rate/credit hedge positions to

more accurately predict how portfolios perform in tail market movements and presented the result to senior traders.

Statistical Finance Research: University of California at Berkeley Berkeley, CA Undergraduate Researcher, Dr. Raymond. J. Hawkins Laboratory Aug. 2013 – May. 2015 § Participated in statistical finance project to build a R-based model to evaluate default probability of commercial banks § Acquired financial statements of 8,000+ commercial banks issued for the past 20 years from FDIC and converted

them to R-compatible formats, so that the project team can build, test, and validate statistical models on the dataset § Applied a variety of statistical learning methods (regression analyses, discriminant analysis, tree based methods,

smoothing methods, and support vector machines) to financial data and evaluated the result by plotting ROC curves A. T. Kearney Seoul, Korea Research Assistant aaaMay 2013 – Jul. 2013 § Contributed to a strategic procurement project for Delphi, a global auto part manufacturer, to propose a 3-year plan to

save the client’s manufacturing costs by 30 million dollars via vertical acquisitions and supply chains § Applied discounted cash flow analysis on two forging companies under three possible scenarios, which enabled

senior consultants to determine appropriate target prices for backward vertical merger deals ACTIVITIES Military Duty: Republic of Korea Army a Pocheon, Korea Squad Leader, Military Interpreter Aug. 2011 – May 2013 § Led a squad of 20 soldiers and participated in a number of nationwide ROK-US army joint military drills § Launched a KSAT study group for the less educated soldiers within the troop and taught English and math to them SKILLS & INTERESTS § Language: Korean (Native) § Technical Skills: VBA, Python, Bloomberg, Athena, R, Microsoft Office § Interests: Basketball, Cross-fit § Personal Investments: ETF (Global Macro) and Equity (US and Korea)

Djordje Basta 88 College Rd. W, Princeton, NJ 08544 | dbasta@princeton.edu | +1–609–865-6477

EDUCATION

Princeton University Sep 2017 - Jun 2019 Master in Finance Anticipated Coursework: Pricing Models and Derivatives, Statistical Analysis of Financial Data, Computational

Finance in C++, Stochastic Calculus and Advanced Derivatives, Financial Econometrics, Machine Learning

University of Waterloo Sep 2012 - Aug 2017 Bachelor in Math, Major in Mathematical Finance, GPA: 92.5/100

City University of Hong Kong Jan 2016 - May 2016 Exchange Program

WORK EXPERIENCE

Liability Driven Investing Co-op, Sun Life, Toronto, ON Sep 2016 - Dec 2016 Worked closely with bond trading team to ensure pension plan immunization with respect to interest rate

movements, changes in corporate credit spreads, and inflationary pressures Forecasted asset and liability performance under various economic scenarios Researched and presented upcoming industry trends and regulatory changes for management planning process

Investment Consulting Associate, Aon Hewitt, Toronto, ON Sep 2015 - Dec 2015 Calculated pension fund performance attribution due to changing market conditions Monitored fund strategies and human resourcing at asset management companies to assist with quality ratings Assisted the Financial Risk Consulting team with Risk Analyzer product launch Communicated with clients and plan administrators to support searches for new asset managers and in

negotiation of management fees

Health and Benefits Associate, Aon Hewitt, Toronto, ON Jan 2015 - April 2015

Developed an Excel template for analyzing and displaying client cost drivers Effectively summarized and presented data reconciliations and benefits valuations Prepared renewal and repricing reports and correspondence for client review

Actuarial Pricing Co-op, Reinsurance Group of America, Toronto, ON May 2014 - Aug 2014 Updated actuarial assumptions and calculations for the internal Group Pricing Tool using Excel and VBA Performed Monte Carlo simulations to calculate confidence intervals for expected losses

LEADERSHIP AND EXTRACURRICULAR ACTIVITIES

Leadership: University of Waterloo Actuarial Science Club Vice President, University of Waterloo Tutorial Center Teaching Assistant

Intramurals: University of Waterloo Intramural Basketball - Advanced Division champion and team captain; City University of Hong Kong Judo Club member; University of Waterloo Intramural Frisbee team member

Start-up Experience: Business Consultant at Veedata, a company incorporating wearable technology into insurance; Intern at Xinji e-Sky International, focused on importing goods into China through the "Belt and Road” scheme

SKILLS AND CERTIFICATIONS

Society of Actuaries Exams: Probability, Financial Mathematics, and Models for Life Contingencies Programming: VBA, C++, R, Shell, Scheme, Python, Matlab Interests: Travelling, guitar, martial arts, camping, basketball, chess, stand-up comedy

MELANIE BEKX mbekx@princeton.edu • +1 (609) 865-6203 • 88 College Road West 462, Princeton NJ 08544

EDUCATION

Princeton University Princeton, NJ Master in Finance Aug. 2017 – Jun. 2018 Anticipated coursework: Statistical analysis of Financial Data, Fixed income models, Machine Learning

Ecole Polytechnique France Diplôme d’Ecole d’ingénieur Sept. 2014 – Mar. 2017 Relevant coursework: Corporate Finance, Financial Decisions Under Risk, Econometrics, Stochastic Calculus

Preparatory class Lycée Stanislas Paris Equivalent B.S Physics Sept. 2012 – Sept. 2014 Intensive preparation for the competitive national entrance exams to the Grandes Ecoles

WORK EXPERIENCE

Argos Soditic Paris Analyst intern Mar. 2017 – Aug. 2017 European Private Equity company with 800M€ under management • Analysed companies, attended management presentations • Econometric research on the impact of leverage on Argos Soditic’s returns using Stata

Alken Asset Management London Summer Analyst Jun. 2016 – Aug. 2016 Open-end fund with 8bn€ under management (23 employees) • Analysed companies in the pharmaceutical, travel and leisure sectors • Built financial models, led expert calls and attended companies’ quarterly conference calls

Duo Conseil X-HEC Ecole Polytechnique Consultant Apr. 2015 – Mar. 2017 Student consulting team in partnership with HEC Paris, France’s top business school • Carried out data analysis and strategy consulting for start-ups and recruited potential clients

French Rugby Federation National Rugby Center, France U18 and U19 National Rugby Team’s Teacher Sept. 2014 – Apr. 2015 Leadership training – community service part of Polytechnique’s first-year curriculum • Science and language teacher and activity leader for the U19 Men’s National French Rugby Team • Organized field trips and official dinners with team sponsor BMW

RESEARCH EXPERIENCE Volatility derivatives and forward variance models Polytechnique Studied Heston’s model, Bergomi’s model and rough Bergomi model 2016 Charging batteries at a distance through induction Polytechnique Optimized output 2015 Detecting sinkholes via electromagnetic methods Lycée Stanislas Discovered new ways of detecting sinkholes 2013 Optimal card shuffling Lycée Stanislas Determined the optimal number of riffle shuffles needed to obtain a randomized deck 2012

SKILLS and INTERESTS Languages Dutch (Native), French (Native), German (Working proficiency), Spanish (Beginner) Programming Java, Python, Stata, Latex, HTML, PHP, CSS, JavaScript

Interests Sports (representative of Polytechnique’s adventure racing team, captain of my hometown’s handball team, tennis, skiing, sailing), scout leader, piano, Model UN

Da Che Bendheim Center for Finance, Princeton University, Princeton, NJ, 08544 | dche@princeton.edu | (+1) 215-485-0662

EDUCATION Princeton University Princeton, NJ Master of Finance (Candidate) May. 2019 ● Expected Coursework: Advanced Econometrics, Advanced Macroeconomic Theory, Machine Learning and AI, Monte Carlo Simulation, Computational

Finance in C++, Linear/Nonlinear Optimization, Quantitative Data Analysis in Finance

University of Pennsylvania Philadelphia, PA B.A. in Mathematics & BSc. in Economics (Finance Concentration) May. 2013

● Math Major GPA: 3.9/4.0 | Finance Major GPA: 3.8/4.0 | Cumulative GPA: 3.7/4.0

● Honors: Dean’s List, Magna Cum Laude, Beta Gamma Sigma Society ● Coursework: Honors Monetary & Global Economics, Financial Engineering, Fixed Income Securities, Financial Derivatives, Math Modeling Applied

in Finance, Mathematical Statistics, Advanced Probability, Stochastic Processes, Abstract Algebra, Advanced Analysis, Partial Differential Equation

Tsinghua University Beijing

BSc. in Mathematics and Physics (Candidate through early admission, reapplied to University of Pennsylvania) Jun. 2009

Awards: ● Silver Medal in Chinese Mathematic Olympiad 2007, First Class Prize in National High School Mathematics Competition 2007 and 2006 WORK EXPERIENCE J.P. Morgan Investment Management Hong Kong

Quantitative Research Analyst, Emerging Market and Asia Pacific Equity, Behavioral Finance Team Oct. 2015 - Jul. 2017 ● Conducted quantitative research for portfolio managers on $10b assets across funds of distinctive styles (large-cap, small-cap, value, growth) ● Expanded existing investment philosophy by independently building in macro factors to improve portfolio performance and identify macro risks ● Transformed our fundamental analysts’ discretionary methodology into a systematic approach to predict companies’ expected return ● Initiated and participated in developing the first 130/30 long/short quantitative strategy in our Asia team ● Developed valuation spread measure by back-testing to analyze investment environment and favored portfolio style in different periods

J.P. Morgan Investment Management New York, NY Analyst, US Equity, Large Cap Core Team Jul. 2013 - Sep. 2015 ● Worked for senior portfolio managers on $26b 130/30 long/short assets and $34b long-only assets across 6 strategies ● Constructed portfolio comparison model which is used by senior portfolio managers for investment decisions on daily basis ● Developed 16 portfolio management spreadsheets through VBA, efficiently saved the work time and erased pressure on co-workers ● Built and maintained macroeconomics database on monthly basis, which portfolio managers used as a picture of broad economic environment ● Managed client flow investment/withdrawal, futures, transitions, portfolio rebalances, and syndicate activities from front office perspectives

UBS AG Hong Kong Summer Intern, EM Asia Rates Trading, Fixed Income, Currencies and Commodities Department Jun. 2012 - Aug. 2012 ● Independently developed a pricing model in VBA for HKD interest rate swap and foreign exchange forward ● Calibrated market basis swap spreads and FX forward basis points into cost of funding curve using LMM model and Black model ● Constructed bucketed risk report for trading portfolio and managed delta risk of underlying trades ● Researched over rate spreads between Hong Kong government bond yields and interest rate swap prices; analyzed underlying credit risk

ACTIVITIES Wharton China Association (WCA) Philadelphia, PA VP of Finance Committee Sep. 2010 - May. 2013 ● Organized Wharton China New Year Show and Wharton China Professional Panel

Penn International Sustainability Association (PISA) Philadelphia, PA Co-head of Greater China Jan. 2010 - May. 2013

● Participated in on-site trip across cities in Southwest China and presented our research findings at Philadelphia exhibition

● Built communication platform to improve information sharing between local department of water resources in China and PISA members

SKILLS & INTERESTS Language Skills: English (fluent), Mandarin (native) Technical Skills: Programming (C++, Python, Mathematica, Matlab, VBA, SQL, Pascal); Research tools (Bloomberg, Reuters, Factset) Interests: Poker, Dota2 (ranked top 200 North America), Sports (endurance running, golf, soccer, basketball, table tennis), Reading

EKATERINA CHEGAEVA chegaeva@princeton.edu | 20 Washington Road, Princeton, NJ 08544 | +1-(609)-510-1729

EDUCATION Princeton University Princeton, NJ Master in Finance Candidate Sep 2017 - Jun 2019 (expected)

• Coursework to include: Pricing Models and Derivatives, Statistical Analysis of Financial Data, Computational Finance in C++, Fixed Income, Monte Carlo Simulation, Financial Econometrics, Corporate Finance, Stochastic Calculus and Advanced Derivatives

NRU Higher School of Economics and University of London International Programmes Moscow International College of Economics and Finance Sep 2013 – Jul 2017 BSc in Economics (HSE) / BSc in Economics and Finance (UoL)

• GPA: 5.0 / 5.0, Graduated with honors (HSE) / First class honors (UoL)

• Coursework: Calculus, Statistics and Probability Theory, Linear Algebra, Econometrics, Time Series and Panel Data Analysis, Investment Management, Quantitative Finance, Corporate Finance, Methods of Optimization, Differential Equations, Micro & Macroeconomics, Game Theory

• Honors: University of London Prize for Academic Achievement 2015; Merit-based scholarship, covering 75% of tuition fees; Academic Excellence Award (2014); Research Paper Competition Award for the course paper on personality, framing effect and unadulterated preferences (2015)

• Graduation Thesis: ‘Biotechnological Patents Approval Risk and Stock Pricing’ in R (9.0/10.0; used option-implied moments (volatility, skewness, kurtosis) to see the changes in risk prior to events and subsequent abnormal returns, corresponding to them)

Bauman Technical University - Specialist Computer Training Center Moscow

• Coursework: Programming and Databases fundamentals (based on Python), May 2017 – Aug 2017 Programming with C

WORK EXPERIENCE Citi Moscow Intern, Equity Research Jul 2016 – Mar 2017

• Covered companies with an emphasis on energy sector in Russia and petrochemical sector in Saudi Arabia

• Updated the company valuation models, compiled the data sheets from various resources for further research using VBA, attended the conference calls

• Assisted in preparation of coverage for the petrochemical industry, prepared the draft of a 80-page industry primer, focusing on industry trends in Saudi Arabia and around the world

National Research University – Higher School of Economics Moscow Teaching Assistant in Microeconomics-1 and Macroeconomics-1 Sep 2016 – Apr 2017

• Graded homework assignments of up to 40 second-year undergraduate students on a weekly basis

• Analysed and provided comments on the student’s performance and possible areas of improvement

National Research University – Higher School of Economics Moscow Research Assistant, Laboratory for Experimental and Behavioral Economics Apr 2015 – Jun 2017

• Coded and transcribed the experimental data using ztree software

• Conducted economic experiments on cross-cultural competition and cooperation

• Proposed laboratory website modernization measures

• Assisted on the application for research grants from the Russian government EXTRACURRICULAR ACTIVITIES

• Coordinated tutoring connections between 60 first-year undergraduate students, organized meetings with the group on academic issues and held adaptation workshops (2014-2016)

• Represented faculty as student ambassador at educational fairs and university open days and provided consultations for scholars (2014-2017)

• Assisted in development of the study guide in statistics for first-year undergraduate students SKILLS & INTERESTS Languages: Russian (Native) IT Skills: Advanced in R, VBA Excel, Bloomberg, EViews, LaTeX, Familiar with MATLAB, C, Python Interests: Piano, reading, poker, videography

Yalun (Aaron) Fan 20 Washington Road, Princeton, NJ 08544 |+1(424) 666-5870| yalunf@Princeton.edu

EDUCATION Princeton University, Bendheim Center for Finance Princeton, NJ Master in Finance Sept 2017 - Present • Expected Coursework: Quantitative Data Analytics in Finance, Trading & Markets, Algorithmic Trading, Stochastic Calculus

University of California, Los Angeles Los Angeles, CA BS in Applied Mathematics & BA in Business Economics, Summa Cum Laude Sept 2013 - Jun 2017 • GPA: 3.9/4.0|Honors: Dean’s Honors List; Honors Scholarships Recipient; Economics Departmental Scholarship Recipient • Relevant Coursework: Calculus, Probability, Stochastic Processes, Linear Algebra, Real/Complex Analysis, Optimization,

Monte Carlo, ODE, Mathematical Modeling, Times Series, Macroeconomics, Game Theory, Forex Market, Monetary Policies • Research: Constructed a measure of capital account restrictions to quantify the changes in capital controls in China and its

influence over Yuan exchange rate and the volume of capital flow (2015); Built a measure of capital account restrictions in 18 countries to show the effects of capital control policies on FX liquidity (2016); Developed and analyzed political instability indices for over 100 countries to demonstrate why trade liberalization and political reforms occur during economic crisis (2017)

PROFESSIONAL EXPERIENCE Shenwan Hongyuan Securities Shanghai, China Trading Intern Jul 2017 - Aug 2017 • Analyzed fundamental performance and provided growth estimates and fair valuation targets for traders to build portfolios;

performed technical analysis on stock performance for traders to track capital flows to make informed investment decisions • Integrated models, such as ARIMA, GARCH and Kalman Filter with Bollinger Bands, to forecast stock market movements and

identified the time points where market activities deviated from current trends or overreacted to new information and shocks • Researched potential arbitrage opportunities and overnight hedging profits in emerging options and ETF markets • Developed trading strategies with experienced traders in market making to increase the profit from swing and trend trading

Citi Orient Securities Shanghai, China Quantitative Analyst Mar 2016 – Mar 2016 • Built a vector autoregressive model to test market movements from given foreseeable external shocks, such as sudden increase

in interest rate, open market operations, and global market fluctuations for traders • Researched global capital markets and highlighted the market trends for the senior management team Ernst & Young LLP Shanghai, China Winter Intern Dec 2015 – Mar 2016 • Performed financial statement reviews and integrated financial statement audits for SEC fillings in accordance with IFRS and

GAAP reporting guidelines; conducted audit testing and external confirmation on over 100 clients’ bank accounts • Identified challenges and risks associated with particular clients and designed tailored mitigation and risk control procedures

HSBC Shanghai, China Risk Management Intern Jul 2015 – Aug 2015 • Co-authored over 20 credit asset risk management reports to identify insolvency risk and advised on possible mitigations • Performed financial statement analysis on business profitability and capital structure and calculated working capital require-

ments for senior management to advise on clients’ business expansion • Performed macro analysis for industry, such as mining, steel and automobile for managers to price systemic credit risks

LEADERSHIP & EXTRACURRICULAR ACTIVITIES Joint Capital Investment Club Los Angeles, CA Co-Founder Sept 2014 - Jun 2017 • Pitched senior managers at HSBC to support the first Commercial Banking Case Competition to involve prospective college

students in professional investing; inspired students to learn about the global capital markets • Organized pitch meetings for Alibaba and encouraged students to perform fundamental & technical analysis on investments UCLA Academic Advancement Program Los Angeles, CA Teaching Assistant Sept 2014 - Jun 2015 • Tutored 20 engineering students from historically underrepresented backgrounds in Mechanical Physics; encouraged them to

develop productive study habits and organizational skills to overcome social barriers • Organized student and faculty mixers to share learning habits, improve communication skills and collaborate with the faculty

SKILLS & INTERESTS Technical Skills: R/Rstudio, C++, Stata, Python, Advance Excel with Data Analysis, Visual Studio/VBA Certifications: CFA Level I, Society of Actuaries in Probability/Financial Mathematics Language Skills: Native Mandarin and Shanghainese speaker Interests: Poker(Black Jack, Texas Hold’em, 80 Points), Stock Investing, Computer Programming, Tennis, Volleyball, Traveling

Cyril GarciaNew Graduate College 88 College Road West, Room 3136 - Princeton University

Princeton, NJ 08544H +33 6 27 01 19 72 • B cyril.garcia@princeton.edu

EducationPrinceton University Sep 2017 – Jun 2019Master in Finance - Research Track with PhD courses Princeton, NJ• Relevant Coursework Machine Learning and Deep Learning in Finance, Stochastic Calculus, Quantitative Data Analysis in

Finance, Computational Finance, Asset Pricing, Financial Modelling, Portfolio Theory and Asset Management, QuantitativeInvestment Management, Fixed Income, Financial Econometrics, Corporate Finance and Financial Accounting

• Award Recipient of partial tuition fellowship

ENSAE Paristech - Grande Ecole d’Ingenieur Sep 2015 – Jun 2017GPA 4/4 - Master in Applied Mathematics and Finance, Mathematics and Statistics major Paris• Relevant Coursework Stochastic Calculus, Measure Theory, Optimization, Numerical Methods and Applications, Data

Analysis, Probability Theory, Quantitative Finance, Statistics, Machine Learning, Econometrics, Algorithms Theory• Academic Projects Monte-Carlo simulation with Gibbs Sampling and Metropolis-Hastings (R), Heston-Nandi GARCH model

applied to financial modelling (Python), Machine Learning research of trading opportunities with Random Forest and LogisticRegression (Python), Statistical Analysis of the relationship between income and political opinion (R), Neural Network designapplied to Option Pricing (C++), Macroeconomic analysis of the financial regulations’ impact (R)

Lycée Privée Sainte Geneviève - CPGE Sep 2013 – Jul 2015GPA 3.9/4 Mathematics major, MPSI-MP* Versailles

Work ExperienceBlackRock Jun 2017 – Sep 2017Financial Modelling Group, Summer Researcher London• Conducted research on improved factor-based portfolio decomposition using Lasso regression and Random Forest variable

selection• Designed Monte Carlo and robust optimization algorithms of factor exposed portfolios (R)• Improved BlackRock’s global portfolio exposure model and published a research article internallySwiss Life Private Bank - CrossQuantum Sep 2016 – Jun 2017Part-time Financial Data Scientist Paris• Led a 3 developers team from Crossquantum financial analysis department (a Swiss Life joint venture)• Developed stress tests based on Monte-Carlo methods, Financial newspapers sentiment analysis with convolutional neural

networks, Machine Learning based portfolio analysis (Python, C++)Swiss Life Private Bank - CrossQuantum Jun 2016 – Sep 2016Summer Intern Paris• Programmed a mathematical portfolio analysis tool and a statistical Funds’ distribution analysis• Conducted research on Machine-Learning portfolio clustering based on Bayesian theory (Python, C++)

Extracurricular Activities & Awards• Hackathon Winner (Nov 2016) Ranked 1st of the Ernst & Young 24 hours Machine Learning competition• Concours Général de Philosophie (2013) 3rd Prize of the national French Philosophy competition• President of ENSAE Finance & Investment Tried promote the image carried by Finance by creating a partner-ship with firms involved in social economy, organized hackathons and trading games and creating a local tradingfund

• 2016-2017 Class Representative GENES representative (e31 millions budget)• Co-founder of ENSAE Investment Club Managed a portfolio owned by the Club members• Genius ENSAE Member Organized meetings with start-up to understand how to create a firm and make it work• Alter’Actions Member Promoted social economy through volunteer consulting for Deloitte clients

Programming, Skills & Interests• Programming Python, C++, R, Stata, VBA, SAS, LateX, MongoDB, SQL• Languages French• Rugby Played Rugby (12 years) at the highest level at Rugby Club Toulonnais (2nd of French Championship in2012), captain from 2013 to 2016

• Interests Skiing (13 years and a few competitions), Poetry, Cinema, Artificial Intelligence

XUEYI (ERIKA) HUA xueyihua@wustl.edu ▪ (314) 691-1032

337, 88 College Road West, Princeton, NJ 08544 EDUCATION PRINCETON UNIVERSITY May 2019 Master of Finance

• Anticipated Coursework: Asset Pricing, Statistical Analysis of Financial Data, Financial Econometrics, Machine Learning and Artificial Intelligence, Statistical Learning and Nonparametric Estimation, Software Engineering for Scientific Computing

WASHINGTON UNIVERSITY, OLIN BUSINESS SCHOOL, St. Louis, MO May 2015 Bachelor of Science in Business Administration: Major in Finance Bachelor of Arts: Major in Mathematics; Minor in Economics

• Cumulative GPA: 3.91/4.00, Summa Cum Laude • Coursework: Mathematical Statistics, Probability, Econometrics, Mathematics for the Physical Sciences, Matrix Algebra,

Foundations for Higher Mathematics, Calculus III, Options, Futures and Derivative Securities, Advanced Financial Management, Computer Science I

WORK EXPERIENCE CITIGROUP, Houston, TX July 2017 - August 2017 Commodity Sales and Trading Associate

• Projected weekly US natural gas storage change and end of season storage by regression analysis on weather data and adjustment from supply and demand balance including production, power burn and LNG export

• Built regional natural gas flow models for Midwest, Rockies and California to generate west basis trade ideas, including analysis on pipeline flows vs. transportation spreads and regional demand forecast

• Estimated daily gas and coal substitution to solve the projected natural gas price by analyzing daily natural gas demand for power generation and the heat rate for each natural gas generation unit

Commodity Sales and Trading Analyst July 2015 - August 2017 • Provided indicative pricing and risk exposure analysis to market originators for potential structured hedging solutions to clients,

including long-term power swap, hourly shaped power swap, heat rate call options, natural gas basis swap and calendar spread options

• Participated in a $200 million oil product inventory financing deal through analyzing the basis risk pricing, constructing cash flow models for credit analysis and designing the hedging and booking strategy

• Researched and analyzed crude oil and refined product balances such as distillate export cargo tracking, global arbitrary monitoring and refineries’ optimal gasoline and distillate yield modeling

• Monitored daily trade flows for futures, swaps and options, executed novation and unwind booking with clients, and managed traders’ positions and risk exposures

KENNEDY CAPITAL MANAGEMENT, St. Louis, MO September 2013 - August 2014 Equity Research Intern

• Conducted fundamental research and due diligence on healthcare and energy stocks and interviewed with company management and sell-side analysts

• Performed corporate valuation for pharmaceutical, managed-care and oil service companies and built financial models to project future earnings and cash flows

• Pitched investment recommendations to portfolio managers based on in-depth corporate and industrial research

LEADERSHIP EXPERIENCE Washington University Student Investment Fund October 2012 - May 2015 Assistant Portfolio Manager

• Led team members to do fundamental research on energy companies and trained new members on financial analysis and discounted cash flow models

• Prepared and presented stock pitches with team members to the investment club committee in the weekly meetings • Analyzed various energy companies and taught new members how to conduct financial analysis and build discounted cash flow

models • Presented stock pitches with team members to the club committee and managed stock portfolios

Phi Gamma Nu January 2013 - May 2015 Professional Chair and the founding class

• Coordinated with the founding class to set up the professional, brotherhood and philanthropy pillars of the business fraternity • Led the professional committee to arrange company tours, business speeches and job-searching workshop

SKILLS • Computer: SAS, R, Microsoft Office, VBA, Java Script and E-views • Research software: Bloomberg Terminal and Factset • Interests: swimming, yoga, concert choir and digital keyboard

Jinyi (Jeremy) HUO 20 Washington Rd, Princeton, NJ 08540 | jhuo@princeton.edu | (609)865-6012

EDUCATION Princeton University Princeton, NJ Master in Finance, Bendheim Center for Finance Sep 2017 – Jun 2019 (expected) • Anticipated coursework: Asset Pricing, Time Series Models, Computational Finance in C++, Monte Carlo Simulation Peking University (PKU) Beijing Bachelor in Finance, Guanghua School of Management (GSM) Sep 2013 – Jun 2017 Bachelor in Applied Mathematics (Double Major), School of Mathematical Science Sep 2014 – Jun 2017 • Cumulative GPA: 3.85/4.00 (ranked 2/243); GRE Math Sub: 910 (99%) • Awarded waiver for exam to enter PKU as 1st Prize owner in National Mathematical Olympiad (Anhui area, top 0.01%) • Coursework: C++ Programming, Data Structure and Algorithm, Introduction to Database, Ordinary Differential

Equations, Stochastic Calculus, Econometrics, Financial Statement Analysis, etc. • Honors: Tanglixin Scholarship (1%), CSC Scholarship (1%), Distinguished Student Award (5%) University of Pennsylvania Philadelphia, PA Exchange Student, Wharton Business School Jan 2016 – May 2016 • GPA: 3.89/4.00; Coursework: Statistical Learning (A+), Stochastic Processes (A+), Python Programming (A), etc.

PROFESSIONAL EXPERIENCE

E-Fund Management Co., Ltd Guangzhou Quant Intern, Quantitative Investment Division Jun 2017 – Aug 2017 • Developed stock investment strategies based on accounting manipulation indices including M-score and C-score • Conducted alpha research on supply chain network, analyzed performance of customer momentum, supplier momentum, and

supply chain concentration under Fama-Macbeth framework; constructed a strategy on stocks of economically linked firms • Studied Disposition Effect and Capital Gains Overhang in stock investment, developed a factor with independent alpha

source after controlling classical indicators on Chinese market LinkedIn China Beijing Data Analyst Intern, Business Intelligence & Strategy Team Oct 2016 – Feb 2017 • Conducted text analysis on titles of over 30,000 LinkedIn articles, applied Random Forest and LASSO to search for

popular keywords and patterns to increase article clicking; helped marketing team decide on LinkedIn article titles • Wrote SQL and python scripts responsible for Chitu database daily maintenance; designed and established tables for

various business activities on Hadoop Yinhua Fund Management Co., Ltd Beijing Quant Intern, Quantitative Investment Division Jul 2016 – Oct 2016 • Followed Barra handbook to build a multi-factor risk model on Chinese equity market; constructed an analysis

framework in python for volatility forecast and portfolio management (about 1200 lines) • Investigated correlation anomaly on A-share stock market, and developed a strategy with Sharpe Ratio 2.9

RESEARCH EXPERIENCE Marginal Moment and Moment Derivative Expansion of Partially Observed Diffusions Beijing Research Assistant, advised by Professor Chenxu Li, GSM Oct 2016 – Dec 2016 • Wrote C++ code to implement the conditional expectation library generation algorithm in Li (Mathematics of

Operations Research, 2014), which served as the building block of marginal moment expansion • Derived the small-time expansion algorithm to approximate both marginal moments and marginal moment derivatives,

which achieved higher computational efficiency than commonly used simulation-based algorithms VIX Implied Volatility Surface: Econometric Analysis of Stochastic Volatility Models Beijing Research Assistant, advised by Professor Chenxu Li, GSM June 2016 – Sep 2016 • Developed an iteration algorithm in Mathematica to obtain bivariate expansion of CBOE VIX implied volatility • Implemented the expansion under OUSV, Heston, DMR-Heston models; Reduced time/space complexity of algorithm

EXTRACURRICULAR ACTIVITIES

TEDx Peking University Beijing Organizer Jan 2015 – Mar 2015 • Led 38 volunteers to organize Peking University’s first formal TEDx event (officially authorized by TED in the USA) • Successfully invited 9 preeminent speakers including David Walker, a famous Australian professor and author; was

reported by several mainstream media in China, including the China Youth Daily

TECHNICAL SKILLS & MISCELLANEOUS • Computer: (Programming) Python, C/C++, SQL | (Computing) Mathematica, MATLAB | (Statistical) R, Eviews • Interests: Piano, Rubik’s Cube (personal best: 27 seconds), running (Half-Marathon)

Yanlin (Jasmine) JIN +1 (609) 865-4815| yanlinj@princeton.edu |20 Washington Road, Princeton, NJ 08544

EDUCATION

Princeton University Princeton, NJ

Master in Finance Candidate, Bendheim Center for Finance 09/2017 – 06/2019 (Expected)

Anticipated Coursework: Asset Pricing, Fixed Income, Statistical Analysis of Financial Data, Theory of Algorithms, Monte

Carlo Simulation, Computational Finance in C++

Peking University Beijing

Bachelor of Science in Finance, Double Major in Math and Applied Math 09/2013-07/2017

Cumulative GPA: 3.85/4.00; Ranking: top 5%; GRE: 158+170; TOEFL: 114

Core courses: Financial Derivatives, Stochastic Process, Analysis of Financial Time Series, Probability

Selected awards: 2016 Merit Student Scholarship (2%), 2015 ICBC Scholarship (2%), 2015 PKU Academic Excellence Award

(5%), 2014 Guanghua Scholarship (5%), Principal Fund for Excellent Undergraduate Research Program (5%)

Thesis: “Analysis on the Relationship of VIX Changes and Stock Returns in China”

Emory University Atlanta

Exchange Student at Goizueta Business School 01/2016-05/2016 GPA:4.00/4.00; Courses: Applied Investment Management-MBA level (ranked 1st in class), Advanced Corporate Finance,

International Finance (ranked 1st in class), Process Management

EXPERIENCE

WorldQuant, LLC Beijing

Quantitative Analyst Intern, Research Analyst Department 08/2016-02/2017 Implemented a Natural Language Processing keyword extraction program under Linux, using datasets including Twitter,

Bloomberg, etc., to capture news keywords for listed stocks; output can be used for further event-driven alpha strategies

Searched alpha trading strategy materials and organized them into monthly digest for researchers in global offices; topics including

CTA strategies, textual analysis based strategies, etc.

China Securities Co., Ltd Beijing

Intern, Investment Banking Department 08/2015-01/2016

Conducted due diligence on a water conservancy information company during its National Equities Exchange and Quotations

listing with team members, compiled the public stock transfer instructions (more than 138,000 words) with reference to more

than 100 working papers, and finished the first draft 1 week earlier than expected

Took charge of contacting the large shareholders of one medical science corporation, and carried out its private placement

through the customized asset management plan with team members

RESEARCH AND COMPETITION

BNP PARIBAS International Ace Manager Competition (Global Top 2%) 04/2016-05/2016, Atlanta

As a portfolio manager, handled 10 portfolio investment and M&A cases on simulated online platform using AD test,

Markowitz portfolio theory, VaR theory and GARCH model

Quantitative Stock Selection Model 01/2016-05/2016, Atlanta

Built a quantitative model to create a beta-neutral portfolio and optimized its performance on a backtesting platform

Created long filters with the philosophy of CAN SLIM, focusing on growth, momentum and market timing

Designed short filters based on the value strategy, using P/S ratio and earnings yield

Analyzed the back test performance in terms of annualized return, Sharpe ratio, max drawdown, alpha and beta

Bicycle Hires Data Forecast 01/2016-05/2016, Atlanta

Developed forecasting models for the number of bicycle hires in London using 5 years historical data

Used various forecasting models including multiple regression with time trend and seasonality, moving average, weighted

moving average, and exponential smoothing with trend adjustment

Measured the accuracy of each model based on indicators such as MFE, MAD, MSE, MAPE and MASE, and chose the best

fitted model accordingly

Class Research Project about Online P2P Platforms 03/2015-07/2015, Beijing

Performed data analysis regarding different practical business issues using simple and multiple regression, logistic regression,

and Poisson regression model accordingly

Conducted research to identify the influential factors for the improvement of the deal volume of online P2P platforms, among

more than 10 original factors; estimated the potential profit increase for a typical online P2P company under its business model

SKILLSET AND INTERESTS

Programming: C++, Python, SAS

Languages: Native Mandarin Chinese speaker

Activities: 2014 Northeast Asia Youth Forum, Project team leader & Member of China delegation (Busan, South Korea);

“CHIMERICA”—Guanghua Ambassador School Trip, Organizer of Liaison Department (New York)

Interests: cooking, roller-skating

GABRIELA CUNHA MACIEL Bendheim Center for Finance at Princeton University/ gmaciel@princeton.edu

EDUCATION

Princeton University – Master in Finance Anticipated Coursework: Asset Pricing, Modern Regression and Time Series, Corporate Finance and Financial Accounting, Stochastic Calculus and Advanced Derivatives, Financial Econometrics.

Princeton, NJ 2017 – 2019

FGV - São Paulo School of Economics - Master in Economics, Banking and Financial Institutions (Top 1%) Courses Include: Wealth and Asset Management, Private Equity and Real Estate, Enterprises and Strategies, Accounting, Risk Management in Financial Institutions, Macroeconomics, Finance for Financial Institutions, etc. CFA Level III Candidate

São Paulo, Brazil 2016 – 2017

University of Manchester - BEng Electrical and Electronic Engineering – First Class Honors Degree Under full scholarship from the Brazilian government institution CAPES (Coordination for the Improvement of Higher Level Personnel).

Manchester, UK 2012 – 2014

University of Brasília – Bachelor in Telecommunications Engineering (Top 1%) Brasília, Brazil 2009 –2012

RESEARCH AND WORK EXPERIENCE

Vision Brazil Investments - Alternative Investment Fund (focused on offshore clients) Analyst - Investments Team (Special Credit Opportunities, Natural Resources and Real Estate) • Analyzed new investment opportunities, especially within the Special Credit Opportunities department,

structuring and modeling the deals. • Assisted in the administration of the funds, including performance and risk analysis through scenario analysis

and stress analysis in VBA.

São Paulo Jan.2017 – Aug .2017

Safra Bank Senior Analyst - Market Risk (Prices and Curves team) • Conducted pricing and risk analysis of the bank's positions, including various securities pricing models, VaR,

Scenario an Stress Analysis and Monte Carlo Simulation. • Evaluated the volatility level of different asset classes, including treasury securities, COEs (structured

transaction certificates - similar to "structured notes"), funds, etc., which will serve as basis for the bank's new suitability system.

São Paulo Jun.2016 – Nov.2016

Goldman Sachs Off Cycle Intern - Quantitative Research - Securities Department • Part of a group studying the application of quantitative trading strategies in the Brazilian market. • Conducted research on inefficiencies in Futures market and ways to exploit them , using both historical data

sets and scenario analysis.

São Paulo Apr.2016 – May.2016

Morgan Stanley Summer Analyst - Corporate and Post-Trade Technology • Developed in Java, rebuilding and optimizing a C# application with a two-layer structure, using Ext JS for the

front-end and Java Spring for the back-end, under a three-layer architecture • Solved security issues regarding the application’s direct connection to databases holding confidential data.

London Jun.2014 – Sept.2014

Financial Time Series Forecast using Neural Networks - University of Manchester EEE Department Final Year Research Project Used different models of neural networks (Perceptron, Multi-Layer Perceptron and SOMs) to predict near future FOREX (foreign exchange) and Stock Exchange rates. The networks were developed using both Matlab and Java.

Manchester, UK Aug.2013 –Jun.2014

CNPQ (National Counsel of Technological and Scientific Development – Brazil) Cognitive Radio - Research Intern (Part-time) Spectrum sensing for cognitive radio networks based on the location of users and fading channels. • Conducted network performance evaluation using small scale fading models as κ-µ, Nakagami and Rayleigh

as a basis for comparison of results. • Modeling and optimization design for the network scenario considered.

Brasilia, Brazil Aug.2010 –Jul.2012

IT SKILLS, LANGUAGES AND OTHER COURSES

Université Paris-Sorbonne - Cours de Civilisation Française de la Sorbonne (Paris - Feb.2015–Jul.2015) IT: VBA, Java, C, C++, Matlab, R, Mathematica, Bloomberg. Languages: English, Portuguese , French, Spanish (intermediate). Other Interests: Travel lover (visited 33+ countries, 100+ cities outside Brazil). Ballet, jazz, tap dance, street dance and ballroom dance (8+ years). Classical piano (8+ years).

FRANCK NDZANA MVONDO Bendheim Center for Finance, 20 Washington Road, Princeton, NJ 08540

Mobile: +1 (917) 214-1189; Email: fmvondo@princeton.edu

Education

Princeton University Master in Finance • Anticipated Coursework including: Financial Modelling and Valuation, Corporate Finance,

Portfolio Theory and Asset Management, Time Series Analysis, Machine Learning and AI, Statistical Analysis of Financial Data, Financial Econometrics, Risk Management.

Sept. 2017 – May 2019 Princeton, USA

Ecole Polytechnique MEng in Applied Mathematics &Entrepreneurship, GPA: 3.78/4.0 • Probability, The Art of Regression, Markov Chains, Operations Research • Corporate Finance, Business Economics, Macroeconomics, Urbanism and Humanities. • GRE Quantitative Test: 168/170. Full scholarship awarded.

Sept. 2014 – Mar. 2017 Palaiseau, France

Lycée Privé Sainte Geneviève Undergraduate intensive course in Mathematics and Physics. GPA : 3.95/4.0

Sept. 2011 – Jul. 2014 Versailles, France

Internships and Leadership Experience

IFC - International Finance Corporation – (World Bank Group) Investment Analyst, Energy, Transport & Utilities • Created, analysed financial models & scenarios to evaluate investments returns and test

the robustness of economic rationale and assessed the development impact of projects • Conducted in-depth industry and company analyses for investments in potential projects

and produced investments memoranda on debt and equity opportunities for internal committees

• Participated in investments negotiations with clients and collaborated with advisors, experts, and consultants on the due diligence items

• Presented a book of financial and strategic measures to the Board Committee of COMASEL, an energy distribution company in which the IFC has invested as the main shareholder.

Mar. 2017 – Aug. 2017 Dakar, Senegal Washington DC, USA

TwentyTwo Real Estate, a 10-billion dollar private equity firm New Technology analyst • Analysed 50+ Fintech start-ups impacting real estate investment • Pre-launched a real estate crowd funding platform and contracted with Fintech incubators

in France and in the UK.

June 2016 – Aug. 2016 London, UK

Prefecture de Police Cadet Officer • Organized five missions in dodgy suburbs to pick up fugitives • Optimised Human Resources Organisation.

Sept. 2015 – Mar 2015 Paris, France

Research Experience

BNP PARIBAS, Innov&Connect Lab Research Assistant, Blockchain and Virtual Currencies (VCs) • Highlighted different VCs scenarios and quantified the impact of VCs on monetary policies • Received the best scientific project award.

Sept. 2016 – Mar 2017 Paris, France

Ecole Polytechnique, Research project on entrepreneurship Co-founder and Team Coordinator • Computed marketing analytics algorithms to improve User Experience • Designed an android prototype called WINGZ delivered to an airline company.

May 2015 – May 2016 Palaiseau, France

Extracurricular activities

X-Afrique Vice-President and Treasurer managing a budget of €60K, Lead Organiser at ANZISHA Forum on African entrepreneurship matching investors with young start-ups. 500+ attendants.

Fondation X Ambassador, Master of Ceremony for Polytechnique Fund raising projects. 1000+ attendants. X-Microfinance Volunteer, distributed 450 loans (€80K) to Maya in Guatemala to promote social entrepreneurship. Culture Participated in MUN debating forums in Paris and in London. Lived 16 years in Cameroon.

Skills & Interests

• Computer: Advanced in R, Microsoft Office; Experienced in Python and MATLAB, Beginner in Java and C++. • Languages: Fluent in French, Basics in German and Spanish. • Hobbies: Tennis, Improvisation theatre, Literature. Strong interest in Africa development issues.

Luca Rona New Graduate College, 88 College Road West, Princeton NJ

+1 (609) 865 6514 | lrona@princeton.edu | luca.rona@live.it

EDUCATION PRINCETON UNIVERSITY Princeton, NJ MFIN – Master of Science in Finance September 2017-May 2019 • Expected Coursework: Asset Pricing I and II, Statistical Analysis of Financial Data, Financial Econometrics, Quantitative Data Analysis

in Finance, Monte Carlo Simulations (Python), Machine Learning and AI, Forecasting and Time Series Analysis, Fixed Income • GRE: Quantitative Reasoning 170/170 (97%); Verbal Reasoning 163/170 (92%); Writing 5.0/6 (93%) BOCCONI UNIVERSITY Milan, Italy Bachelor of Science in Economics and Finance, Final grade: 110 Cum Laude September 2013-July 2016 • Relevant Coursework: Macroeconomics, Accounting, International and Monetary Economics, Options and Futures, Financial

Economics, Mathematics, Applied Mathematics, Statistics, Applied Statistics • Final dissertation: “Empirical Analysis of Dispersion Trading Strategies in the European Volatility Market”

THE WHARTON SCHOOL OF THE UNIVERSITY OF PENNSYLVANIA Philadelphia, PA Exchange Programme, GPA: 4.00/4.00 January 2016-May 2016 • Relevant Coursework: Fixed Income (top-performer among undergraduates and MBA students), International Financial Markets • Ho-Lee and Black-Derman-Toy models. Pricing and hedging of vanilla and exotics fixed income securities (Futures, Futures Options,

Caps, Floors, Swaptions, MBS) with Monte Carlo Simulations • Project: “Pricing and hedging of a CDO tranche using the Goldman Model”

STANFORD UNIVERSITY Stanford, CA Summer Exchange Programme, GPA: 4.30/4.00 June 2014–August 2014 • Relevant Coursework: Financial Economics (Undergraduate), Investment Science (Graduate) • Project: “Portfolio Optimization using Mean-Variance and CAPM Statistical Arbitrage”

PROFESSIONAL EXPERIENCE BANK OF AMERICA-MERRILL LYNCH London, UK Trader, Analyst II - Equity Index Volatility Trading – World Book July 2016 – Aug 2017 • Trading and market-making of vanilla options and light-exotics (Variance and Volatility Swaps, Corridor Variance Swaps, VIX and V2X

Options) on major world equity indices (S&P500, Nikkei, Hscei, Kospi2, Ftse100, Eurostoxx50) • Primary responsibility: making prices on equity volatility relative value products and providing actionable two-way markets for clients

on derivatives on indices out of normal market trading hours. Received increased trading responsibilities for Asian indices. • Secondary responsibility: assisting flow market making books and light-exotics (Barriers, Hybrids, V2X Options) • Managed all second-order risks (FX, FX Volatility, Rates, Dividends, Borrow) for the book across indices, currencies and interest rates

curves. Directly traded Interest Rates Futures, Interest Rates Swaps, FX Spot and FX NDF to manage book exposures • Analyzed and back-tested systematic volatility strategies (Dispersion, Short Skew, Synthetic Variance Swaps etc.) • Created an automated daily run to flag dislocations across indices volatilities • Built tool to profit from relative mispricing of volatility in “Composite ETFs” and Equity/FX volatility (eg. EWG vs Dax and EURUSD) Global Markets Summer Analyst June 2015-August 2015 • Equity Volatility Trading: extracted forward volatilities, skew and convexity; developed trading signals based on volatility measures • FICC Structuring: analysed the impact of clearing interest rate swaps via Centralized Clearinghouses; investigated the LCH-CME basis • Received offers for a full-time position from Equity Index Options and Volatility Trading; Rates and Cross-Assets Volatility Trading

CITIGROUP London, UK Spring Intern April 2014 • Received a return offer for the Summer Internship 2015 in Sales and Trading

LANGUAGES & COMPUTER SKILLS

• Languages: Italian; English; French (Intermediate) • IT and Coding Skills: Microsoft Office; VBA; Python; R

ADDITIONAL INFORMATION & EXTRACURRICULAR

• Honors & Awards: Selected for the final national phase (Italy) of the Olympiads of Mathematics (top 0.1%), 2013; 3rd out of 10,000 in the “Grand Prix of Applied Mathematics”, 2013

• CFA: Level I (Dec 2015) • Hobbies: Soccer; Swimming; Skiing; Motorbikes; Race Cars

ANAIS TA NGC, G131, 88 College Road West, Princeton NJ, 08540

(+1) 609 865 6386 • anais.ta@princeton.edu

EDUCATION

Princeton University Princeton, NJ Master in Finance 2017 - 2019 Anticipated coursework: Statistical Analysis of Financial Data, Asset Pricing, Computational Finance in C++, Fixed Income: Models and Application

École Centrale Paris PARIS Bachelor of Science in Engineering (GPA 4.1/4.33) 2014 - 2017

Relevant coursework: Financial Risk Modelling, Corporate and Market Finance, Economics, Random Modelling, Stochastic processes applied to the queuing theory, Probabilities, Statistics, Algorithmic and programming, Partial differential Equations

Lycée Louis-Le-Grand PARIS Intensive program preparing for the national competitive engineering exams 2012 - 2014

Relevant coursework: Mathematics, Physics, Chemistry, Philosophy

EXPERIENCE & PROJECTS

BNP Paribas LONDON Equity derivatives structuring Intern Jun 2016 - Mar 2017

à Priced Emerging Markets, Europe and Asia client requests (equity exotics, hybrid payoffs, commodities) à Back tested systematic strategies and stock-picking strategies à Structured new products to meet sales’ requirements (low volatility, low forward requests) à Worked with New York, Hong Kong, UK, Continental Europe, Emerging markets to update market

parameters and reflect trading desks view of risk

Chanel PARIS Team Member in an entrepreneurial project Sep 2015 - May 2016

à Used design thinking to devise solutions for Chanel’s cosmetic department

à Managed a cross-competency team and created an hybrid space incentivizing contact collaboration

Société Générale GTPS PARIS Summer Intern within the Payment and Services Branch of Société Générale Jun 2015 - Aug 2015

à Dealt with daily payments ordered by companies and business lines for SG’s European operations à Billed business lines for the use of the Global Transactions and Payments Service

Prépa Commercia PARIS Teaching Assistant Sep 2014 - Jul 2015

à Conducted oral exams in Mathematics for students preparing for the competitive business exams in France

SKILLS & INTERESTS

Languages French (native), Spanish (intermediate), Chinese (spoken)

IT Skills VBA, Python (NumPy), Photoshop, InDesign

Interests Running (half-marathon), Trekking (Azores, Chile, Argentina, Greece), Hockey, Painting (watercolor, computer graphics)

Jia Tang +1 (609) 865-5020 | jiat@princeton.edu

Bendheim Center for Finance, 20 Washington Road, Julis Romo Rabinowitz Building, Princeton, NJ 08544

EDUCATION

Princeton University Princeton, NJ

Master in Finance, Bendheim Center for Finance Sept 2017 - Jun 2019 (expected)

Anticipated Coursework: Computational Finance in C++, Introduction to Monte Carlo Simulation, Statistical Analysis of

Financial Data, Asset Pricing

Peking University Beijing

Bachelor of Economics in Finance, Guanghua School of Management Sept 2013 - Jul 2017

Bachelor of Science in Math and Applied Math (Double Major), School of Mathematical Sciences

Cumulative GPA: 3.82/4.00 (ranked 4/171); GRE: 166+170, TOEFL: 113

Coursework: Financial Engineering, Stochastic Calculus, Financial Econometrics, Ordinary Differential Equations,

Probability, Statistics, C++ Programming, Micro & Macroeconomics

Awards: University Excellent Graduate (2017), University Merit Student (2016), University Academic Excellence Award

(4%; 2015, 2014), Tang Lixin Scholarship (2%; 2014-2016), Peking University Full Freshmen Scholarship (3%; 2013)

Thesis: The Calibration to Implied Volatility Surfaces under the Heston Model and the Two-Factor Heston Model (Matlab)

Emory University Atlanta, GA

Exchange Student, Goizueta Business School Aug - Dec 2015

GPA: 4.0/4.0; Coursework: Derivatives, Fixed Income, International Finance, Process & Systems Management

International Exchange Scholarship from China Scholarship Council for Outstanding Undergraduate Students (2015)

PROFESSIONAL & RESEARCH EXPERIENCE

Peking University, Guanghua School of Management Beijing

Quantamental Investment Project in Collaboration with China’s 3rd Largest Mutual Fund Company

Research Assistant to Professor Ran Zhang

Mar – July 2017

Led a team of 7 members to identify factors and models to capture abnormal stock portfolio returns

Tested the application of quantamental models such as B-score in China’s stock market using Python

Compiled reports on investment strategies combining findings in latest academic papers and applications in China

Research Assistant to Professor Chenxu Li, Textbook Project on Stochastic Analysis Sept 2016 - Jan 2017

Assisted writing four chapters in a business school textbook on stochastic analysis, including probability, conditional

expectation, binomial tree, and BSM model (from its derivation to solution)

Supplemented mathematical theorems with intuitions and financial applications, especially on option pricing

China International Capital Corporation Beijing

Summer Intern, Research Department Jun - Sept 2016

Wrote a 24-page initial coverage report (published in Sept) for a listed company in the mechanical test equipment industry

and pitched the stock to department heads

Assisted writing interim reports, industrial reports and performing financial analysis

Handled client requests, attended field trips, and prepared daily news reports covering A/H-share listed companies

Ernst & Young Beijing

Winter Intern, Assurance Department Jan - Feb 2016

Created work papers centered around cash, PPE, and intangible assets for three client company subsidiaries

Assisted execution of testing procedures and communicated with clients to identify changes in financial figures

LEADERSHIP & ACTIVITIES

M&A Competition, Emory University Atlanta, GA

Team Member Nov 2015

Awarded 2nd place among diverse teams of business school students at Emory University

Performed strategy and valuation analysis of various M&A recommendations for Whole Foods Market

Tang Lixin Scholarship Association Beijing

Founding Member and Activity Organizer Oct 2014 - July 2015

Founded and organized night-running, the first activity series in Association history; encouraged 30+ members to relieve

stress through sports and communication

Organized team-building events to integrate new members and enhance the member network

SKILLS & INTERESTS

Skills: C/C++, Python, Matlab, SAS, R, Wind, Latex; CFA Level II Candidate

Languages: Native Mandarin Chinese speaker

Interests: Traveling (30+ cities in 4 continents), vocal music (University Student Choir member, 2017), badminton

Kannan Venkatasubramanian

kannanv@princeton.edu | 20 Washington Road, Princeton, NJ 08544

Princeton University 2017 – 2019 Master in Finance

• Passed Chartered Financial Analyst (CFA) Level 1 Examination, GRE Quant Score: 170/170

• Anticipated Coursework: Asset Pricing, Statistical Analysis, Computational Finance, Risk Management, Fixed Income

Indian Institute of Technology Madras 2013 – 2017 Bachelors in Electrical Engineering, Minor in Economics

• GPA: 9.1 / 10 (top 5%)

• Secured national rank 78 (out of 1.3 million students) in the Joint Entrance Examination

• Notable National Awards: INSPIRE Scholarship, KVPY Science Fellowship, Governors Certificate for Perfect

Mathematics Score, CBSE Merit Top 0.1% Award

• Relevant Coursework: Decision Modelling, Mathematical Finance, Financial Economics, Machine Learning

Ernst & Young | Advisory Services (Private Finance) New Delhi, July 2017–August 2017

• Modeled financials and conducted due diligence for client-facing strategy team focused on energy infrastructure

• Engaged with world bank executives to gauge tariff impact of rural development projects worth 400 million USD

Cambridge Centre for Alternative Finance | Global Intern Cambridge, June 2017–August 2017

• Charted and analyzed the growth of crowdfunding and peer-to-peer lending markets in Africa and the Middle East

• Investigated the scope of Natural Language Processing (NLP) framework in alleviating legal complexities of the domain

Shibaura Institute of Technology Management | Market Research Tokyo, June 2017–July 2017

• Collaborated with 2 researchers to conduct Principle Component Analysis (PCA) on 30-year interpolated swap rates

• Identified nuances associated with various markets, documented its relationship with market risk for upcoming book

Interspeech Lab IIT Madras | Research Assistant Chennai, December 2016–May 2017

• Designed and Implemented LSTM-Deep Neural Networks text to speech synthesis system attaining legible accuracy

• Extended to 3 Indian languages covering 70% of the population, aimed at empowering rural communities

Barclays | Business Analyst Mumbai, May 2016–July 2016

• Mitigated African market risk by designing a fixed income model, estimated savings ~USD 3 million per annum

• Mapped 2.2+ million customers to 20+ standardized cash flow groups to achieve a final estimation accuracy of ~90%

• Headed a team of 26, teaching and mentoring about 200 children at understaffed public institutions (CSR initiative)

Community Outreach Initiatives • Launched an entrepreneurship summit – Startup Hive, engaging 23 business ideas leading to incubation of 3 startups

• Collaborated with the British Council and students from the UK and USA to conduct computer skills workshop for 500+ female students in India

International Relations, IIT Madras • Garnered sponsorship in excess of USD 150,000 from corporations and alumni for fostering student innovation

• Organized outreach shows- from France and Ukraine, obtained subsidy (USD 3000) from their embassies

• Orchestrated a Global Education Fair- participated by 7 countries and over 30,000 students

Sports • Member of 15-man NSO cricket squad from freshman year; selected among 400+ students

• Won under-14 inter school state level cricket tournament in 2010

Computational Skills: C/C++, MATLAB, Python, R, Excel modeling and VBA, LaTex, Bloomberg Terminal Interests: CrossFit, Running, Trekking, Cooking

SHAOYI WEN 88 College Road W, #93, Princeton NJ 08544

+1 609-250-5191 | swen@princeton.edu

EDUCATION Princeton University Princeton, NJ

Master in Finance Aug 2017-Jun 2019 (expected)

Anticipated Coursework: Asset Pricing I: Pricing Models & Derivatives, Statistical Analysis of

Financial Data, Asset Pricing II: Stochastic Calculus & Advanced Derivatives, Financial Econometrics

Nanyang Technological University Singapore

BSc in Mathematics & Economics (First Class Honours) Aug 2011-Jun 2015

GPA 4.94 / 5.00, Dean’s List: 2011 – 2014

Coursework: Statistics, Optimization, Time Series Analysis, Regression Analysis, Real Analysis,

Calculus, Linear Algebra, Econometrics, Game Theory, Macroeconomics, Microeconomics

University of California, Los Angeles Los Angeles, CA

Global Summer Study Program Jun 2012-Aug 2012

GPA 4.00 / 4.00, coursework: Money and Banking, University Writing

WORK EXPERIENCE Bloomberg LP Singapore

Global Data Analyst Jul 2015-Jul 2017

Procured and maintained equity data including IPO, corporate actions, distributions, and identifiers,

working with stock exchanges and numbering agencies to ensure timely and accurate delivery

Managed data for Australian and Southeast Asian markets, handled and resolved escalations related to

coverage from internal and external clients, communicated with other product teams and departments,

provided realtime assistance to help terminal users make informed investment decisions

Served as Asia point person for global product development initiatives, including standardization of

pricing history adjustment and dividend yield calculation, working closely with other regions

Implemented technical solutions to streamline internal workflows and reduced data processing time by

1.5 hours per day during peak seasons, leveraged statistical analysis skills to work on side projects,

conducted statistics training which was attended by more than 30 colleagues across APAC regions

Royal Bank of Scotland Singapore

Operations Summer Analyst May 2014-Jul 2014

Worked in middle office for interest rate swap and forward rate agreement products, streamlined and

created standard operating procedure for the front-to-back flow of trade control reconciliation process

Built a business case of IRS fixing for management review and analyzed transaction process time

Worked with a team of 10 on department initiative for operational efficiency, organized weekly meeting,

coordinated with team to keep action plan on track and achieve deliverables on time

Zalora South East Asia E-Commerce Singapore

Digital Marketing Intern May 2013-Jul 2013

Worked in display digital marketing team, analyzed the performance data of different marketing

platforms, and optimized budget allocation accordingly

SKILLS & INTERESTS CFA Level III Candidate

R, SQL, SAS, Stata, Microsoft Excel, Bloomberg Terminal, Python

NTU Economics Society – chaired the organizing committee of an oversears study trip to Taipei

Hobbies – travelling, watching soccer games

Shuang Wu (609) 865-4780 | s.wu@princeton.edu | 20 Washington Road, Princeton NJ 08544, USA

EDUCATION PRINCETON UNIVERSITY, Bendheim Center for Finance PrincetonMaster in Finance Sept. 2017 – May. 2019 (expected)l Anticipated Coursework: Portfolio Theory and Asset Management, Financial Econometrics, Behavioral Finance, Quantitative

Data Analysis in Finance, Fixed Income Models, Machine Learning, Statistical Analysis of Financial Data PEKING UNIVERSITY, School of Economics BeijingBachelor in Finance Sept. 2013 – Jul. 2017 l Major GPA: 3.82/4.00(Top10) l Coursework: Stochastic Analysis and its Applications 100, Econometrics 100, Probability Theory and Statistics 98, Mathematics

in Finance 95, Financial Derivatives 95, Fixed-income Securities 95 l Awards: The Merit Student of PKU(Top 5%); Leo KoGuan Scholarship for Outstanding Students(Top 5%) PEKING UNIVERSITY, School of Mathematical Sciences BeijingDouble Major, Bachelor of Science in Mathematics and Applied Mathematics Sept. 2014 – Jul. 2017l Major GPA: 3.91/4.00 COLUMBIA UNIVERSITY New YorkSummer Session Jul. 2015 – Aug. 2015l Coursework: Financial Economics A, Game Theory A+ WORK EXPERIENCE HUATAI SECURITIES BeijingIntern, Quantitative Analyst, Quantitative Research Department Jul. 2017 –August.2017l Designed a method to quantitatively measure the deviation from the market in P/E and market capitalization of 29 CITIC

industries. Analyzed the changes in deviation for industries from 2005 to 2017.l Created a sector rotation strategy using SVM (Support Vector Machine). Gained higher return and lower max drawdown than

the market. FORTUNE SOCIETE GENERALE FUND MANAGEMENT ShanghaiIntern, Quantitative Analyst, International Business Department Jul. 2016 –Sept.2016l Developed a quantitative model to predict the event of high dividend stock and common reserve capitalization. Ran back test

into the model and gained higher return than the market.l Constructed a trading strategy for equities with incentive plans. Built and coded a generalized grading method for stock

selection considering the influence of multiple events on stock price, in which new events can be included when needed. MANULIFE TEDA FUND CO. BeijingIntern, Quantitative Analyst, Financial Engineering Department Jan. 2016 –Mar.2016l Applied BSM and programmed basic models for trading options for investment manager’s further improvement. l Assisted in a project predicting the possible movement of 50ETF by coding a classifier using logistic regression with Matlab. ACTIVITIES

PKU FINANCIAL INVESTMENT ASSOCIATION Minister of Financial Engineering Dept. Dec. 2015 –Dec. 2016l Sponsor of quant-career workshops. In charge of the management of relevant internship information. PKU DEBATE ASSOCIATION Leader of Team Life Sciences Sept. 2013 –Sept.2015l Participated as team leader in the Freshman Cup and PKU Cup. Advanced the team into Top 8 in PKU Cup. l Judged PKU Freshman Cup, Beijing High School Competition and PKU Physics Cup Debate Competition. Organized 4 mock

debate contests with other departments in PKU. Core member for new member training, conducting topic-analysis workshops. ADDITIONAL INFORMATION l Language: Native in Chinese Mandarin; GRE Verbal 162, Quant 170. l IT Skills: Proficient in Python, Matlab and C++; Certificate with Distinction in C++ for Financial Engineering issued by

Quantnet; Familiar with SAS and Eviews

Beike (Rebecca) Xu Phone: (646) 919-1307, E-mail: beikex@princeton.edu

605 W 42nd St, Apt 24L, New York, NY 10036

EDUCATION Princeton University – Princeton, NJ Expected graduation 06/2019 Master in Finance Anticipated Courses: Asset Pricing, Portfolio Theory and Asset Management, Fixed Income Models and Applications

Duke University – Durham, NC 08/2011 – 05/2015 B.S. Economics with Finance Concentration; Minor in Mathematics Relative Courses: Intermediate Finance, Financial Market and Investments, Mathematical Finance, Econometrics Cumulative GPA: 3.7/4.0 | Major GPA: 3.9/4.0 | 2012 Fall, 2013 Fall Awarded Dean’s List

PROFESSIONAL EXPERIENCE Deutsche Bank Securities - New York, NY, Full-time Investment Banking Analyst 07/2015 – 07/2016 - Joint book-runner for Pfizer’s $5.0 billion debt offering for corporate purposes and commercial paper repay

o Conducted in-depth industry analysis and decided modeling assumptions for three different scenarios o Constructed pay-down LBO model for principal amount of $650m underwriting senior notes o Prepared detailed due diligence questions list and coordinated with internal product groups

- Participated in advising a public medical device company on its divestiture o Constructed detailed cost synergies analysis on COGS allocations and corporate overhead for 13 potential buyers o Analyzed inversion benefit for international buyers from interest stripping and some utilization of tax step-up o Constructed valuation models and performed pro forma merger analysis

- Worked on a private placement progress for a clinical stage biotech company o Established full-scale WACC analysis and estimated company’s levered beta using regression model o Collaborated closely with client to create investor presentation and organize investor meetings

Deutsche Bank Securities - New York, NY, Investment Banking Summer Analyst 06/2014 – 08/2014 - Exclusive financial advisor for MedAssets on its $142M acquisition of Sg2

o Performed DCF valuations based on 3 different scenarios of downside, management and credit cases o Analyzed potential synergies based on precedent transactions and due diligence reports o Completed credit memo and prepared company and industry analyses for different product groups

National Development and Reform Commission – Beijing, China, Analyst 07/2016 – 07/2017 - Officer-in-charge planning & evaluation of the Government subsidy program for migrant-workers’ children

o Used experimental data to validate the dynamic behavior model of migrant-worker’ children schooling o Assessed the impact of a school subsidy program in the suburb areas of Beijing

AWARDS AND HONORS

Morgan Stanley Trading Game – Top 10% among 128 participants 09-12/2012, 09-12/2013 - Constructed a two-factor model by incorporating valuation factors into the framework of Fama multifactor model Barclays Boot Camp 12/2013 - Selected as one of the 42 students nationwide to participate in intensive 3-day case competitions - Ranked 20%, invited to interviews and received investment banking internship offer from Barclays New York Office Barclays Equity Research Competition – Runner up 11/2013 - Established equity valuation, conducted in-depth industry research on Home Depot (NYSE:HD) and presented to professionals Global BNP Paribas Finance Competition – Ranked top 15% among 2465 teams worldwide 04/2013 - Carried out various tasks in the fields of retail banking, investing banking and corporate finance Patent for Auto-Adjustable Target For Laser Tracker – Patent Number: 20091009376 02/2010 - Facilitated the laser tracker to catch fast-moving laser by enabling the receiver to automatically correct deviation

LEADERSHIP AND ACTIVITIES UBS Female Students Society – Vice president, Professional Network 01/2013 – Present - Organized UBS China networking event “Meet the Future You” and invited professionals for a range of business areas Duke Association for Business Oriented Women (BOW) – Mentor 09/2013 – 05/2015 - Led seminar on basics of core industries and divisions within the industry Duke Dance Council – NIMS, Duke Chinese Dance, Choreographer 09/2011 – 05/2015 - Choreographed and performed at Countdown Craziness, the open ceremony of NCAA Basketball Season

SKILLS AND INTERESTS Languages: Native in Mandarin Chinese Technical: CFA Level II | Advanced in Microsoft Office | Intermediate in QuickBasic, R-studio Others: Acted in movie The Painted Veil, Acted in TV series Empress Dowager Feng of Northern Wei | Scuba diving | Poker

Hongyi Xu

E-mail: hongyix@princeton.edu, Tel: (609) 933 3276

Education

Princeton University Princeton, NJ

Master in Finance, Bendheim Center for Finance 08/2017-05/2019 (Expected)

● Anticipated Coursework: Asset Pricing, Optimization, Statistical Analysis of Financial Data, Monte Carlo Simulation.

Peking University (PKU), Beijing Beijing

Major in Finance, School of Economics 09/2013-07/2017

Double Major in Mathematics and Applied Mathematics 09/2014-07/2017

● First Prize in 29th Chinese Physics Olympiad; Guaranteed Admission to PKU.

● Cumulative GPA:3.85/4.00. Average Score for all Math Courses: 95/100.

● Awards: National Scholarship (Highest Scholarship in China), Mitsubishi International Scholarship.

● Core Courses: Econometrics, Probability, Statistics, Mathematical Analysis, Time Series Analysis, Financial Economics

Professional Experience

CITIC Securities Beijing

Intern, Commodity Derivatives Team 09/2016-06/2017

● Developed quantitative CTA strategies with momentum factors and weight adjustment methods (Inspired by Turtle Rule).

Coded a generalized back test system considering transaction cost, margin cost and rolling cost.

● Created delta-hedging strategies for options, employing Matlab and R to code back tests. Calculated VaR (Value at Risk)

of contracts with different underlying assets and structure.

● Worked on a FVA (Funding Value Adjustment) project. Evaluated the return of future funding under different market and

exchange conditions, applying Monte Carlo Simulations to generate paths.

Morgan Stanley Huaxin Securities (MSHX) Shanghai

Summer Intern, Fixed Income Division 07/2016-08/2016

● Analyzed the trend and structure of interest rates to evaluate the risk of bond portfolio.

● Packaged market information on bond futures and swaps for traders.

● Helped structure ABS (Asset Backed Securities). Researched on foreign securitization cases.

China International Capital Corporation (CICC) Shanghai

Winter Intern, Private Equity Investment Department 01/2016-02/2016

● Wrote company research reports on startup corporations independently. Employed Bloomberg and Wind to accumulate

data and build company comparison table.

Guolian Securities Wuxi, Jiangsu

Summer Intern, Asset Management Department 08/2015-09/2015

● Conducted research on SZSE-300 cross time arbitrage strategies. Studied market timing for future rolling. Analyzed

asymmetry in CBOE Volatility Index (VIX).

● Took full responsibility of allocating databases, running regressions, analyzing time series, writing strategies and doing

back tests. Instructed by former Goldman Sachs employee and CBOE broker.

Research Experience

Research Team of Professor Chenxu Li, PKU Beijing

Quantitative Finance Research Assistant 03/2016-01/2017

● Employed Maximum Likelihood Estimate (MLE) methods to evaluate parameters in stochastic volatility models. Derived

formulas and wrote Matlab codes to accomplish numerical calculations. Improved the accuracy of existed methods.

Research Team of Professor Shiqing Xie, PKU Beijing

Research Assistant & Office Assistant 03/2016-06/2017

● Compiled database and wrote two working papers on catastrophe insurance in the US and Turkey.

Extracurricular Leadership

Financial Investment Association, PKU Beijing

President of the Council 01/2016-01/2017

Debate Team, School of Economics, PKU Beijing

Core Member 10/2013-07/2017

Skills & Interests

● Languages: Mandarin (Native), English (Fluent).

● Computer Skills: Proficient in Matlab, Familiar with Python, Basic knowledge of C/C++ and R.

● Interests: Badminton, Bicycling, Google Earth Travelling.

Thomas (Jianxing) Xue +1 (609) 865-5016 | 20 Washington Road, Princeton, NJ 08544 | jianxing@princeton.edu

EDUCATION PRINCETON UNIVERSITY Princeton, NJ Master in Finance, Bendheim Center for Finance Expected Jun 2019

Anticipated Coursework: Asset Pricing, Statistical Analysis, Computational Finance in C++, Fixed Income Models

TSINGHUA UNIVERSITY Beijing Bachelor of Economics, Major in Economics & Finance, Minor in Applied Computer Science Aug 2013- Jul 2017

GPA: 3.7/4.0; GRE Quantitative: 170/170 (97%)

Thesis: “The explanatory power of macroeconomic factors on equity risk premium: evidence from A-share market”

Coursework: Fixed Income Securities, International Financial Markets, Stochastic Process, Probability & Statistics,

Econometrics, Micro & Macroeconomics, Money & Banking, Data Structures & Algorithm, Artificial Intelligence

Tsinghua Freshman Scholarship (top 5%), Valeon Junior Scholarship (top 2%); Ranked 5/194K in National College

Entrance Examination in Shanxi Province; 1st Prize in National Mathematical Olympiad at the provincial level, 2012

QUEEN’S UNIVERSITY Kingston, Canada

Exchange Student, Smith School of Business Sep 2015-Dec 2015

Coursework: Derivative Securities, Differential Equations, Investment Management, Corporate Financial Planning

PROFESSIONAL EXPERIENCE QUANTSHINE ASSET MANAGEMENT CO., LTD Shanghai Quantitative Research Intern Oct 2016-Dec 2016

Built back-testing model in R based on 5-year daily price data over A-share stocks and sector indexes

Reconciled SWS sector indexes based on correlation analysis of 28 tier-1 sector indexes and 102 tier-2 sector indexes

Conducted research on multi-factor model of non-ferrous sector using Principal Components Analysis method

GOLDMAN SACHS Beijing

Sales & Trading Summer Analyst, Securities Division Jun 2016-Aug 2016

Rotated on AEJ Equity Sales Trading, FICC Macro Trading & Equity Quant Trading desks

Authored report on China equity options market: 1) analyzed market status and outlook, 2) explored stylized facts through

data analysis, 3) pitched an option trading strategy and conducted sensitivity analysis based on Black-Scholes model

Back tested momentum quant trading strategies of China equities using 5-year daily data in R and VBA; developed

pairs-trading strategy on ETFs in China, performing ADF test, Granger Causality test and ECM model in R

Carried out quantitative and qualitative analysis on China credit defaults, China Forex reserve and BoJ MPM meeting

LOWRISK CAPITAL Beijing Macro Research Intern, Macro Strategy Group Jan 2016-Mar 2016

Established framework of US economic indicator system, ranking indicators by market sensitivity and release order

Presented 75-page Powerpoint, analyzing framework of steel industry, exploring industry status and investigating

relationship between steel industry and macro economy based on economic insights and empirical lead-lag studies

Updated China macro economy tracking models in Excel on a weekly basis, skilled in Bloomberg, CEIC and Wind

CITIC SECURITIES CO., LTD Beijing

Real Estate Research Intern, Equity Research Department Jun 2015-Aug 2015

Assisted in 5 real estate research reports covering both A & H-share markets, and updated NAV models in Excel

Authored 30-page report analyzing financing structure of property development companies in China, and providing

ongoing assessment of real estate private equity fund industry in mainland China

CHINA INTERNATIONAL CAPITAL CORPORATION Beijing Trainee, CICC Summer Camp Aug 2015-Aug 2015 Participated in 8-day training program as 1 of 40 selected college students from China; led team of 5 in producing a micro

film as remembrance of CICC 20th anniversary, playing leading role

EXTRACURRICULAR ACTIVITIES FINANCE ASSOCIATION OF TSINGHUA Beijing

Director, Secondary Market Department Apr 2014-Apr 2016

Managed editorial team of 14 students to compose and distribute association’s core journal Weekly Review of Capital Market, achieving 3,000+ subscribers from top universities in China; held weekly seminars participated by more than 20

people as one of the main speakers, responsible for financial market analysis and latest financial events review

SKILLS / INTERESTS Technical Skills: C++, Python, R, SQL, VBA, Stata, Delphi, Bloomberg, Thomson Reuters, CEIC, Capital IQ, Wind

Interests: Karate (Co-leader of Tsinghua Karate Club), Texas Holdem Poker, Soccer

Yuxuan (Michael) Yang 20 Washington Rd, Princeton NJ 08544 | (412) 378-0082 | yuxuany@princeton.edu

www.linkedin.com/in/michaelyuxuanyang

EDUCATION

Princeton University Princeton, NJ

Master in Finance May 2019

• Current Coursework: Asset Pricing, Statistical Analysis of Financial Data, Computational Finance in C++,

Fixed Income

Carnegie Mellon University Pittsburgh, PA

Bachelor of Science in Chemical Engineering, University Honors May 2017

• GPA: 3.95 / 4.00

• Relevant Coursework: Math Methods of Chemical Engineering, Optimization Modeling & Algorithms,

Principles of Imperative Computation, Fundamentals of Programming, Probability Theory, Finance

• Honors & Awards:

o Carnegie Mellon Senior Leadership Recognition Award May 2017

o College of Engineering Dean’s List All semesters

FINANCE-RELATED EXPERIENCE

Soochow Securities Co., Ltd. Shanghai

Summer Intern, Derivative Investment June 2017 – August 2017

• Developed an option-trading model that fits volatility skew based on Black-Scholes model and identifies

abnormally priced volatility skew for SSE 50 Index ETF Options with less than 2 months till expiration.

• Designed trading strategies using put spreads for trend-following speculation on underlying assets.

• Structured smart-beta and options-based indices tracking the Chinese A-share stock market.

Accenture PLC Shanghai

Summer Analyst Intern June 2016 – August 2016

• Coordinated a risk management case for a Chinese insurance client under supervision.

• Structured risk management regulations and procedures of two departments in the client company.

• Conducted interviews and phone calls with clients from all roles within the firm, prepared presentations.

Winner (Top 100), Quantopian Open February 2017

• Developed and backtested quantitative trading strategy with market data on the Quantopian platform.

• Winning strategy emphasized on market momentum, combined with metrics such as EMA and stochastics.

Top 20, Portfolios with Purpose Campus Challenge Hosted by Citi April 2017

• Managed a fantasy stock portfolio of $1MM, achieved 20.31% return from November 2016 to April 2017.

LEADERSHIP EXPERIENCE

Paperi (A Social E-Commerce Platform for Chinese Stationery Enthusiasts) Shanghai

Co-Founder April 2015 – Present

• Prepare business plans for funding, participate in negotiations with investors, received seed funding of CNY

1.5MM. Currently in the process of pre-A round financing.

• Direct the operations, oversee the hiring and budget of the company. iOS App launched in April 2017 with

over 50k users and Android App in development.

SKILLS & LANGUAGES

Technical Skills: MATLAB, Python, C, Microsoft Excel, Photoshop

Languages: Native in Chinese, Elementary in Cantonese

Interests: Technology, Stationery, Indie Rock Music, Traveling, Cooking

Dennis B. Zhan

88 College Road West, NGC 3437 • Princeton, NJ 08540 dennisbzhan@gmail.com • (630) 815-9849

EDUCATION Princeton University Princeton, NJ Master in Finance Sep 2017 – May 2019 • Anticipated Coursework: Asset Pricing, Statistical Analysis of Financial Data, Statistical Theory and Methods,

Probability Theory, Stochastic Calculus, Corporate Finance, Financial Econometrics

Duke University Durham, NC B.S. Mathematics, B.S. Economics (Finance concentration), Minor in Computer Science Aug 2011 – May 2015 • Coursework: Stochastic Calculus, Financial Derivatives, Advanced Calculus, Stochastic Processes, Combinatorics,

Differential Equations, Statistics, Abstract Algebra, Econometrics, Algorithm Design, Mathematical Finance • Honors: Cum Laude, Dean’s List with Distinction, National Merit Scholar, 99th Percentile Bloomberg Aptitude Test

WORK EXPERIENCE Deutsche Bank Securities New York, NY Rates Trading Analyst – Index Derivatives Trading and Treasury/ETF E-trading July 2015 – July 2017 • Made markets in Total Return Swaps and ETFs across the fixed income universe including treasuries, corporate

bonds, MBS, and TIPS • Modeled pricing and risk strategies to discover the cheapest way to hedge index trades • Launched ETF algo platform by working with traders, strategists, and technologists • Helped to refine treasury e-trading strategy by implementing controls to automatically adjust parameters based on

market conditions (liquidity, volume, etc.) Summer Intern June 2014 – Aug 2014 • Rotated through Rates Options trading and Emerging Markets sales

Duke Economics Durham, NC Teaching Assistant Jan 2015 – May 2015 • Graded exams and held office hours for Economics of Education

Duke Mathematics Durham, NC Researcher – REU in Big Data (Project Title: Markov Chain Streaking Behavior in Baboons) May 2013 – July 2013 • Implemented Markov Chain and machine learning algorithms across various biological datasets to uncover structure

in complex data • Discovered novel streaking behavior in baboon social ranking • Presented findings to mathematical biologists at conclusion of program

ACTIVITIES Economics Student Union, President – Duke University • Lead Executive Board meetings in planning and organizing programming for 700+ members • Organized and set up events for companies recruiting on campus for economics majors Duke Asian American Theater, Actor • Lead actor in the Fall 2014 production: Ching Chong Chinaman (character: Ed Wong) • Participated in acting and improv workshops and rehearsals twice a week culminating in a three day performance

Duke Table Tennis Team, Competitor • Qualified and competed (singles and teams) in the 2014 NCTTA national table tennis championship

College Poker Tour, 4th Place at National Championship – Phoenix, Arizona • Qualified for final table via online circuit and flown out to Arizona to compete at the championship

Finance Competitions – Duke University • Morgan Stanley Trading Game Fall 2012 – 1st/105 • Blackrock Asset Allocation Competition Fall 2013 – Finalist

SKILLS & INTERESTS

• Technical: Python, Java, R, VBA (basic) • Licenses: Series 7, 55, 63 • Interests: Poker, Blitz Chess, Table Tennis, Theater and Improv, Ocarina, Clarinet

Alicia (Yingxue) Zhou20 Washington Road, Princeton, NJ 08544 · (609)865-5024 · yingxuez@princeton.edu

EducationPrinceton University Princeton, NJ

Master in Finance Sept. 2017 - May 2019· Anticipated Coursework: Asset Pricing, Statistical Analysis of Financial Data, Computational Financein C++, Machine Learning and AI, Monte Carlo Simulation, Stochastic Control

University of Toronto Toronto, ONH.B.Sc in Math Application in Economics & Finance and Computer Science Sept. 2012 - May 2016· CGPA: 3.83/4.0 · Major GPA: 3.93/4.0· Coursework: Stochastic Methods, Data Mining , Machine Learning, Applied Statistics, Time Series

Analysis, Mathematical Finance, Numerical Analysis, Partial Differential Equations

Professional ExperienceAlgorithmic Trading Research Team, University of Toronto Feb. 2017 - Aug. 2017

Research Assistant to Professor Sebastian Jaimungal, Department of Statistics· Developed trading strategies based on stochastic control & dynamic programming and co-integratedprice models in MATLAB and Python.· Utilized parallel computing in simulations and created GUI for user inputs and plots.· Helped develop trading strategy based on Hawkes process and reduced simulation run-time by 90%using MATLAB executable in C.

Treasury, Canadian Imperial Bank of Commerce Toronto, ONFinancial Analyst May 2016 - July 2017· Helped set up new funding strategies and portfolios, performed P&L and risk analysis.· Migrated derivative trading system (xTrader), streamlined the flow of data and reconciled the difference

between two systems by analyzing underlying valuation models.· Employed machine-learning algorithms to solve credit risk problems in CIBC’s ”Modelathon” competitionin a team of six using R.

Burkett Statistical Consulting, Air Canada Continuous Improvement Project Team Toronto, ONData Analyst May 2015 - Sept. 2015· Cleaned and integrated large datasets from multiple sources using SQL and R for data analysis.· Analyzed data using tables and graphs, and by fitting various models in R. Presented final findings to

clients.· Determined data needed for each project through review of relevant articles and reports.

Projects & CompetitionsASA DataFest at University of Toronto: TicketMaster Customer Segmentation Apr. 2016· Won award for ”Best Use of Advanced Statistical Methods” for final model and team presentation.· Proposed and fitted multiple statistical and machine learning models (kmeans, logistic regression)

for customer segmentation, and proposed new marketing strategy.Facial Expression Prediction: Machine Learning Project in Matlab and Python Nov. 2015· Earned fourth place in Kaggle competition with 83 percent classification accuracy of the final model.· Researched and implemented various machine learning models (SVMs, Convolutional Neural

Network etc.), data pre-processing methods (whitening, PCA) and image filters.· Utilized multiple libraries in MATLAB (LIBSVM) and Python (scikit-learn, numpy, scipy).Numerical Methods for Pricing & Hedging American Put Options May 2014 - Sept. 2014

Supervisor: Ken Jackson, Professor, Department of Computer Science, University of Toronto· Implemented various numerical methods for option valuation in MATLAB.· Studied and discussed findings on the subject in weekly meetings with supervisor.· Thesis: Numerical Methods for Pricing European and American Put Options, comparing accuracy andefficiency of different methods.

Skills and Interests· Skills: CFA Level II candidate, C++, Python, MATLAB, Java, SQL, VBA and R.· Interests: Photography, traveling, roller coasters and food blogging.

QIASHENG ZOU (Huck) 88 College Road W. G5. Princeton, NJ. 08544 | (217) 419-7696 | qzou@princeton.edu

EDUCATION Princeton University Princeton, NJ Master in Finance Sept 2019 – June 2019 (anticipated graduation) GPA: Not Yet Available Anticipated Course Work Fall 2017: FIN 501: Asset Pricing I | FIN 505: Statistical Analysis of Financial Data | ORF 542: Statistical Theory and Methods | FIN 531: Computational Finance in C++ University of Illinois Urbana, IL

Bachelor of Science in Computer Science June 2013 - May 2017 GPA: 3.88/4.0

WORK (OR) INTERNSHIP EXPERIENCE SBB Research Group LLC. Northbrook, IL Software Engineering Intern May 2017 – August 2017

• Implemented OAuth Authentication and wrote ETrade API wrapper classes in Java • Built an order routing and account reconciliation system with flexibility to accommodate APIs from other brokerage

firms besides ETrade • Implemented a Spring RESTful server to route order requests and migrated the old PHP server to the new server • Worked with Gradle Build and initiated automated testing on existing projects • Conducted load testing on routing orders and measured average order responds delays • Collaborated with tactics team to collect large funds holdings data from 13F filings from SEC • Analyzed top holdings of the funds and designed ranking schemes to identify funds with good stock picking abilities

Chicago Mercantile Exchange University of Illinois Practicum Member Aug 2016 – Dec 2016

• Conducted analysis on market order book data and built prediction models using machine learning techniques • Built a parallel parser that runs on a cluster of servers to parse ITCH5.0 market data feed files (12 GB each) • Worked on a C++ HDF5 file format convertor that converted the binary data feed into HDF5 • Worked on a market order book building program that read data from a HDF5 file and outputs market order books • Tripled data parsing speed and a hundredfold improvement on order books building speed

United Airlines, Inc. Chicago Area Revenue Management IT Intern May 2016 – August 2016

• Worked extensively with enterprise data warehouse such as Teradata and APS, and programmed in SQL queries.

RESEARCH

Course Project: Automated Trading System

• Created a MySQL database for storing cleaned financial market data and automatically gathering new data • Using artificial neural networks combined with TA-Lib to recognize divergence technical patterns for stocks in S&P500

index and output buying, shorting, or holding signals for each of the stock • Risk management system that determines stop loss and exit signals.

SKILLS & INTERESTS

Computer Skills: Efficient with: Java, Python, C++, MySQL, MATLAB, Microsoft Office Comfortable with: JavaScript, PHP, HTML, CSS, R, Bash script, PowerShell script GitHub Account: https://github.com/HuckZou Hobbies: Reading biographies and finance books, Fishing, Creative photography, Cooking