Xuyang Lin

Performed empirical study to determined factors that can be used to predict relative volume and volatility in future market Designed and developed models in MATLAB for both inter-day and intra-day prediction; solved models uncertainty by dynamic weights combination; adapted hierarchical model for volume prediction

Researched on guaranteed investment products; designed trading strategies including passive diversification and non-linear payoff methods, e.g. CPPI and derivatives replication under different horizons; back tested by block bootstrapping in R Created active monthly-rebalancing strategy by dynamic risk hedging; outperformed passive benchmark by 2% annually

Using Oracle Hyperion ERP System, VBA, MSSQL to design sheet elements, organize financial forms and establish database; carried out financial system development.

Focused on prospective of international banking; learnt wealth management model and financial instruments for portfolio Led a team to evaluate business plan and perform case study; offered consultation to customers about financial services

Quantitative Analysis of Portfolio Profit in Domestic Stocks Market from 2009 to 2014 Multi-period Arbitrage Strategy of ETF Based on the Ito’s Lemma and Moving Averages

Rotated among different sectors of investment vehicles including commodity futures, FOREX, equities, options and bond Applied both quantitative and qualitative analysis methodologies to track stock trends and fluctuations, e.g. CAPM, earning multiples, MACD; launched mock trading through coding in trading platform to testify new ideas

Extracted and measured deposits and Asset Under Management (AUM) in each branch of China Merchants Bank; established monthly database of multiple customer bases; expanded, updated, and maintained database functionality Prepared total profit and loss statement for Guangzhou branch and launched numerical analysis of retail performance

Coursework: Advanced Corporate Finance, Quantitative Finance, Optimization Methods

• Coursework: Probability, Stochastic Process, Time Series Analysis, Mathematical Modeling • Young Elite Scholarship (Award to top 5% students) • Consecutive Years of Merit-Based Scholarship (Based on academic performance)