Jinfei (Andy) Tan [email protected] | (215) 588-7153 | 1613 East Florida Ave, Urbana, IL 61802 EDUCATION UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Master of Science in Financial Engineering, Dec 2015 Major GPA: 3.58/4.00 Relevant Coursework (*expected): Financial Derivatives, Financial Economics, Financial Computing(C++), Statistical Method in Finance, Risk Measures and Management*, Stochastic Calculus in Finance* UNIVERSITY OF PENNSYLVANIA Philadelphia, PA Master of Science in Systems Engineering, May 2014 Major GPA: 3.91/4.00 Relevant Coursework: Corporate Finance, Engineering Mathematics, Fixed Income Securities, Financial Derivatives, Macroeconomics, Probability & Statistics, Simulation Modeling EAST CHINA UNIVERSITY OF SCIENCE AND TECHNOLOGY Shanghai, China Bachelor of Engineering in Pharmaceutical Engineering with minor in Finance, Jun 2011 Major GPA: 3.76/4.00 Graduated as top 5%, awarded “Outstanding Academic Achievement in Science and Engineering” Awarded “BASF Co. Scholarship for Excellence” and “Outstanding College Graduate of the City of Shanghai” WORKING EXPERIENCE Xingrong Investment Co. (SZ:000598) -Intern as Analyst in Equities (Chengdu, China) 2012 Worked as an analyst in issuing new shares, raising 1.85 billion RMB for the construction of Chengdu No.7 Waterworks Plant Conducted analysis on market effect of “two-for-one stock split with 5 cents annual dividend per share” policy Evaluated the bid proposal for “Xi’an First Waste Water Treatment Factory Second-Phase BOT Project” Researched on issue of three-year Mid-term Note with annual rate of 4.45% through collecting comparable data and using Auto Regression Model to testify its effect on stock price Shanghai Key Laboratory of Chemical Biology, Institute of Pesticides & Pharmaceuticals -Synthesis Researcher 2011.9–2012.6 Formulated amino-functionalized ionic liquid as a nucleophilic scavenger in solution phase combinatorial synthesis Initiated a facile protocol for chemo-selective conversion of benzylic and α,β-unsaturated alcohols into aldehydes/ketones WuXi Apptec(NYSE: WX) -Summer Intern in Marketing and Operations (Shanghai, China) 2010 Pioneered comparative analysis on sales and customer services in East China Area to improve efficiency Used the result to develop an internal customer coordination system called “MATCH” that cut off up to 25-30% operational cost during peak seasons and decreased Ask-Answer processing time PROJECTS AND ACTIVITIES Calibration of Option Pricing Models to Market Data 2015.2–Present rd Screened millions of Feb 3 2015 whole day crude oil futures and options trade data from CME Planned to calculate implied volatility frequently and calibrate Barone-Adesi and Whaley Model using backtesting Day Trading Strategies in China’s A-Share Stock Market 2014–Present A project on quantifying the effectiveness of technical focused trading strategies on specific candlestick patterns Formulated strategies in candlestick patterns based on more than 10 years of experience in stock trading, with focus on short swing candlestick patterns specific in both bullish and bearish market Testified and optimized patterns through collecting data in recent 5-10 years that satisfied above patterns and analyzed with statistical methods including Multivariate Regression, Vector-Error Correlation Model(VECM) and Backtesting Analysis Profited more than 29.3% based on self developed patterns so far in Year 2015 CME Group’s 2015 Trading Challenge 2015.1–2015.2 Monitored and helped trade using live data in a simulated environment Collected EIA weekly reports and provided short term technical trading advice on crude oil futures Analyzed and predicted price movement with time series model (AR,GARCH) and different trading indicators Option Pricing in C++ 2014.8–2015.1 Priced American and European options using BS model and memorized, recursive binomial and trinomial model Priced Exotic options using Monte Carlo simulation and Hull-White interpolation method SKILLS AND OTHERS Qualifications: FRM Part II Candidate, Passed “Securities Qualification Exam” by Securities Association of China (SAC) Computer Skills: Proficient in C++, R, Matlab and MS-Office Suite Languages: Mandarin Chinese, English Interests: Stock Trading, Skiing, Travelling, Snorkeling
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