bo jia

assistant vice president

About

Experienced Assistant Vice President with a demonstrated history of working in the financial services industry. Skilled in Numerical Simulation, C++, Stochastic Calculus, Quantitative Analytics, and Quantitative Finance. Strong professional with a Doctor of Philosophy (PhD) focused in Industrial Engineering from National University of Singapore.

Country

china

City

shanghai

Industry

financial services

Skill

stochastic calculus, quantitative finance, derivatives, c++, quantitative analytics, latex, research

Experience

quantitative analyst intern

industrial securities co., ltd.

2016-11 - 2017-2 · 4 mos

Built up and tested different trend track strategies in stock markets and calendar arbitrage strategies in stock futures market (Implemented in C++). Built up and tested arbitrage strategies between the primary market and the secondary market of Listed Open-end funds (Implemented in C++).

phd candidate

national university of singapore

2012-8 - 2016-12 · 4 yrs 5 mos

Degree awarded on Dec 31 2016. Research area: stochastic control.

assistant vice president

citi

2017-3 - Present · 9 yrs 7 mos

Education

shanghai jiao tong university

electronics engineering

2008-1 - 2012-1 · 4 yrs 1 mo

national university of singapore

industrial engineering

2012-1 - 2016-1 · 4 yrs 1 mo

Courses: Numerical Method in Quantitative Finance (C++) Stochastic Analysis in Mathematical Finance Advanced Mathematical Finance Graduate Analysis Probability Theory I & II Stochastic Process Advanced Engineering Statistics Advanced Engineering Probability Inventory Systems Foundation of Inventory Management Logistics and Supply Chain