yyyyyy x. yyyyyy                                                      0000 xxxxxx xxxx , xxxx , xxxxx 00000

                                                                                                                                                   xxx-xxx-xxxx

                                                                                                                                                 abc@xyz.com

objective

skilled mathematical professional eager to contribute financial modeling, database oversight, analysis, information technology and quantitative research capacities in a challenging investment banking assignment.

career profile

ø  several years of experience in financial modeling, database management, mathematical analysis, information technology and quantitative research.

ø  currently studying toward ms in mathematical finance and phd in applied mathematics.

ø  bs in mathematics and applied mathematics.

ø  effectively execute tasks while focusing on productivity and efficiency.

ø  punctual, efficient and conscientious contributor to bottom-line performance.

technology skills

c++, matlab, microsoft excel, sql, oracle

professional experience

union bank, los angeles, ca                                                                                                    2011 - present

quantitative research intern

       utilize sas to produce deposit rate predictions.

altrion trading group, los angeles, ca                                                                                                   2010

statistical arbitrage quant intern

       identified market patterns, tested trading strategies using algorithmic c++ and matlab trading strategies and increased trading proficiency via mechanical trading systems.

       launched effective trading strategies in trading programs with c++.

marcus & millichap investment services, los angeles, ca                                                                        2009

real estate investing department analyst intern

       employed microsoft excel and sql to construct and manage real estate database.

education

university of southern california, los angeles, ca

currently pursuing master of science in mathematical finance (may, 2011) and doctorate of philosophy in applied mathematics (august, 2011)

master of science, computer science, 2010

university of science and technology of china, china

bachelor of science, mathematics and applied mathematics, 2006

research and project experience

extensive research background in such areas as: utility maximization problem with defaultable asset price model, defaultable bond pricing with intensity and density approach and projects in mathematical finance and computer science.  details include:

developed defautable asset price models and solved backward stochastic differential equations to maximize exponential utility function.

produced defautable bond with recovery, default-intensity and default by the filtering theory.

priced american put by random tree and regression-based methods through monte carlo simulation.

utilized halton s low-discrepancy sequences in pricing european option to accelerate convergence rate.

priced mbs using psa prepayment and computed oas-adjusted duration and convexity.

utilized vasicek and cir short-rate model to price options for pure discount bond.

developed and managed oracle dbms using sql; used c++ to solve game character navigation problem in grid world by implementing a* and a8 adaptive search algorithm.