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