Resumes
Resumes
Portfolio Manager
View pagePosition:
Portfolio Manager at a multi-billion dollar hedge fund
Location:
Greater New York City Area
Industry:
Investment Management
Work:
a multi-billion dollar hedge fund - Greenwich since Mar 2012
Portfolio Manager
DKR Capital Management - Stamford, CT Jun 2008 - Dec 2011
Senior Quantitative Trader
Lehman Brothers Sep 2007 - Jun 2008
Trader
Bank of Montreal Nov 2005 - Sep 2007
Trader
Oracle Jul 1998 - Nov 2005
Principal Engineer
Portfolio Manager
DKR Capital Management - Stamford, CT Jun 2008 - Dec 2011
Senior Quantitative Trader
Lehman Brothers Sep 2007 - Jun 2008
Trader
Bank of Montreal Nov 2005 - Sep 2007
Trader
Oracle Jul 1998 - Nov 2005
Principal Engineer
Education:
University of Pennsylvania - The Wharton School 2003 - 2005
MBA, Finance California Institute of Technology 1992 - 1998
PhD, Mathematics Peking University
B.Sc., Applied Math Tsinghua University
M.Sc., Applied Math
MBA, Finance California Institute of Technology 1992 - 1998
PhD, Mathematics Peking University
B.Sc., Applied Math Tsinghua University
M.Sc., Applied Math
Skills:
C++
Perl
Quantitative Analysis
Machine Learning
Statistics
Financial Analysis
Technical Analysis
Quantitative Trading
Systematic Futures
Trend Following
Software Engineering
High Frequency Trading
Econometrics
Time Series Analysis
Stochastic Filtering
Markov Decision Processes
Chinese
Market Microstructure
Market Anomalies
Behaviorial Finance
Database
Linux
Unix
Bloomberg
Financial Modeling
SQL
KDB
Series 7
Asset Pricing
OOAD
TIBCO
Design Patterns
Series 63
Trading
Systematic
Quantitative Finance
Derivatives
Monte Carlo Simulation
Equities
Hedge Funds
Quant
Financial Markets
Proprietary Trading
Commodities
Capital Markets
Statistical Arbitrage
Electronic Trading
Python
Transact-SQL
SQL server
Perl
Quantitative Analysis
Machine Learning
Statistics
Financial Analysis
Technical Analysis
Quantitative Trading
Systematic Futures
Trend Following
Software Engineering
High Frequency Trading
Econometrics
Time Series Analysis
Stochastic Filtering
Markov Decision Processes
Chinese
Market Microstructure
Market Anomalies
Behaviorial Finance
Database
Linux
Unix
Bloomberg
Financial Modeling
SQL
KDB
Series 7
Asset Pricing
OOAD
TIBCO
Design Patterns
Series 63
Trading
Systematic
Quantitative Finance
Derivatives
Monte Carlo Simulation
Equities
Hedge Funds
Quant
Financial Markets
Proprietary Trading
Commodities
Capital Markets
Statistical Arbitrage
Electronic Trading
Python
Transact-SQL
SQL server
Interests:
hedge fund, proprietary trading